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DESK vs. DEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DESK vs. DEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Office And Commercial REIT ETF (DESK) and Easterly Government Properties, Inc. (DEA). The values are adjusted to include any dividend payments, if applicable.

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DESK vs. DEA - Yearly Performance Comparison


2026 (YTD)202520242023
DESK
Vaneck Office And Commercial REIT ETF
-10.75%-10.42%16.01%18.89%
DEA
Easterly Government Properties, Inc.
1.79%-18.63%-7.95%13.10%

Returns By Period

In the year-to-date period, DESK achieves a -10.75% return, which is significantly lower than DEA's 1.79% return.


DESK

1D
-0.79%
1M
-6.33%
YTD
-10.75%
6M
-21.41%
1Y
-12.82%
3Y*
5Y*
10Y*

DEA

1D
-1.31%
1M
-8.53%
YTD
1.79%
6M
-2.90%
1Y
-13.07%
3Y*
-7.48%
5Y*
-10.18%
10Y*
-1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DESK vs. DEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DESK
DESK Risk / Return Rank: 33
Overall Rank
DESK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DESK Sortino Ratio Rank: 33
Sortino Ratio Rank
DESK Omega Ratio Rank: 33
Omega Ratio Rank
DESK Calmar Ratio Rank: 44
Calmar Ratio Rank
DESK Martin Ratio Rank: 33
Martin Ratio Rank

DEA
DEA Risk / Return Rank: 2121
Overall Rank
DEA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DEA Sortino Ratio Rank: 1919
Sortino Ratio Rank
DEA Omega Ratio Rank: 1919
Omega Ratio Rank
DEA Calmar Ratio Rank: 2323
Calmar Ratio Rank
DEA Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DESK vs. DEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaneck Office And Commercial REIT ETF (DESK) and Easterly Government Properties, Inc. (DEA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DESKDEADifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.48

-0.07

Sortino ratio

Return per unit of downside risk

-0.62

-0.47

-0.15

Omega ratio

Gain probability vs. loss probability

0.92

0.94

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.51

-0.54

+0.03

Martin ratio

Return relative to average drawdown

-1.20

-1.01

-0.19

DESK vs. DEA - Sharpe Ratio Comparison

The current DESK Sharpe Ratio is -0.54, which is comparable to the DEA Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of DESK and DEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DESKDEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.48

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.02

+0.13

Correlation

The correlation between DESK and DEA is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DESK vs. DEA - Dividend Comparison

DESK's dividend yield for the trailing twelve months is around 6.03%, less than DEA's 8.51% yield.


TTM20252024202320222021202020192018201720162015
DESK
Vaneck Office And Commercial REIT ETF
6.03%5.15%3.78%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEA
Easterly Government Properties, Inc.
8.51%9.50%9.33%7.89%7.43%4.58%4.59%4.38%6.63%4.69%4.60%3.14%

Drawdowns

DESK vs. DEA - Drawdown Comparison

The maximum DESK drawdown since its inception was -28.65%, smaller than the maximum DEA drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for DESK and DEA.


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Drawdown Indicators


DESKDEADifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-62.19%

+33.54%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-24.55%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-56.38%

Max Drawdown (10Y)

Largest decline over 10 years

-62.19%

Current Drawdown

Current decline from peak

-26.95%

-56.52%

+29.57%

Average Drawdown

Average peak-to-trough decline

-10.58%

-22.46%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.65%

13.13%

-2.48%

Volatility

DESK vs. DEA - Volatility Comparison

Vaneck Office And Commercial REIT ETF (DESK) has a higher volatility of 6.43% compared to Easterly Government Properties, Inc. (DEA) at 4.58%. This indicates that DESK's price experiences larger fluctuations and is considered to be riskier than DEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DESKDEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

4.58%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

15.13%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

27.48%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

24.56%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.00%

24.29%

+1.71%