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DESK vs. DEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DESK and DEA is 0.78, 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.


-0.50.00.51.00.8

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.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.60%
-18.81%
DESK
DEA

Key characteristics

Sharpe Ratio

DESK:

0.70

DEA:

-0.01

Sortino Ratio

DESK:

1.08

DEA:

0.13

Omega Ratio

DESK:

1.13

DEA:

1.02

Calmar Ratio

DESK:

1.03

DEA:

-0.01

Martin Ratio

DESK:

2.80

DEA:

-0.03

Ulcer Index

DESK:

5.72%

DEA:

10.20%

Daily Std Dev

DESK:

22.86%

DEA:

21.69%

Max Drawdown

DESK:

-15.51%

DEA:

-57.17%

Current Drawdown

DESK:

-13.48%

DEA:

-50.60%

Returns By Period

In the year-to-date period, DESK achieves a -5.32% return, which is significantly higher than DEA's -5.90% return.


DESK

YTD

-5.32%

1M

-4.99%

6M

1.13%

1Y

17.15%

5Y*

N/A

10Y*

N/A

DEA

YTD

-5.90%

1M

-8.24%

6M

-18.81%

1Y

-0.15%

5Y*

-10.38%

10Y*

1.29%

*Annualized

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Risk-Adjusted Performance

DESK vs. DEA — Risk-Adjusted Performance Rank

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

DESK
The Risk-Adjusted Performance Rank of DESK is 3030
Overall Rank
The Sharpe Ratio Rank of DESK is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of DESK is 2626
Sortino Ratio Rank
The Omega Ratio Rank of DESK is 2626
Omega Ratio Rank
The Calmar Ratio Rank of DESK is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DESK is 3131
Martin Ratio Rank

DEA
The Risk-Adjusted Performance Rank of DEA is 4141
Overall Rank
The Sharpe Ratio Rank of DEA is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DEA is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DEA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DEA is 4545
Calmar Ratio Rank
The Martin Ratio Rank of DEA is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DESK vs. DEA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DESK, currently valued at 0.70, compared to the broader market0.002.004.000.70-0.01
The chart of Sortino ratio for DESK, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.0012.001.080.13
The chart of Omega ratio for DESK, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.02
The chart of Calmar ratio for DESK, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03-0.01
The chart of Martin ratio for DESK, currently valued at 2.80, compared to the broader market0.0020.0040.0060.0080.00100.002.80-0.03
DESK
DEA

The current DESK Sharpe Ratio is 0.70, which is higher than the DEA Sharpe Ratio of -0.01. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2025February
0.70
-0.01
DESK
DEA

Dividends

DESK vs. DEA - Dividend Comparison

DESK's dividend yield for the trailing twelve months is around 3.99%, less than DEA's 9.92% yield.


TTM2024202320222021202020192018201720162015
DESK
Vaneck Office And Commercial REIT ETF
3.99%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.
9.92%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 -15.51%, smaller than the maximum DEA drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for DESK and DEA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.48%
-24.53%
DESK
DEA

Volatility

DESK vs. DEA - Volatility Comparison

The current volatility for Vaneck Office And Commercial REIT ETF (DESK) is 6.40%, while Easterly Government Properties, Inc. (DEA) has a volatility of 7.44%. This indicates that DESK experiences smaller price fluctuations and is considered to be less risky than DEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.40%
7.44%
DESK
DEA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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