DTRE vs. VNQI

Last updated Jun 5, 2026

DTRE (First Trust Alerian Disruptive Technology Real Estate ETF) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both REIT funds - DTRE tracks the Alerian Disruptive Technology Real Estate Index - Benchmark TR Net while VNQI tracks the S&P Global ex-U.S. Property Index. Both are passively managed. Over the past 10 years, DTRE returned 2.63%/yr vs 2.21%/yr for VNQI. A 0.74 correlation means they provide meaningful diversification when combined. DTRE charges 0.60%/yr vs 0.12%/yr for VNQI.

Performance

DTRE vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTRE achieves a 8.64% return, which is significantly higher than VNQI's -2.14% return. Over the past 10 years, DTRE has outperformed VNQI with an annualized return of 2.63%, while VNQI has yielded a comparatively lower 2.21% annualized return.

DTRE

• 1D: 2.44%
• 1M: 1.47%
• YTD: 8.64%
• 6M: 9.88%
• 1Y: 10.57%
• 3Y*: 5.67%
• 5Y*: -1.03%
• 10Y*: 2.63%

VNQI

• 1D: 0.45%
• 1M: -4.57%
• YTD: -2.14%
• 6M: -0.84%
• 1Y: 5.67%
• 3Y*: 8.33%
• 5Y*: -1.57%
• 10Y*: 2.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTRE vs. VNQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTRE First Trust Alerian Disruptive Technology Real Estate ETF	8.64%	8.32%	-9.71%	13.89%	-26.53%	27.43%	-8.81%	21.84%	-4.96%	10.88%
VNQI Vanguard Global ex-U.S. Real Estate ETF	-2.14%	21.38%	-2.22%	6.99%	-22.94%	5.93%	-7.22%	21.59%	-9.44%	26.91%

Correlation

The correlation between DTRE and VNQI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Nov 2, 2010	0.74

The correlation between DTRE and VNQI has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

DTRE vs. VNQI - Sectors Allocation Comparison

Sectors	DTRE	VNQI
Real Estate	100.0%	91.2%
Basic Materials	-	0.3%
Communication Services	-	-
Consumer Cyclical	-	1.1%
Consumer Defensive	-	0.1%
Energy	-	0.3%
Financial Services	-	1.9%
Healthcare	-	0.0%
Industrials	-	0.7%
Technology	-	0.2%
Utilities	-	0.1%

Return for Risk

DTRE vs. VNQI — Risk / Return Rank

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

DTRE

DTRE Risk / Return Rank: 23
DTRE Sharpe Ratio Rank: 23
DTRE Sortino Ratio Rank: 23
DTRE Omega Ratio Rank: 22
DTRE Calmar Ratio Rank: 24
DTRE Martin Ratio Rank: 25

VNQI

VNQI Risk / Return Rank: 15
VNQI Sharpe Ratio Rank: 16
VNQI Sortino Ratio Rank: 15
VNQI Omega Ratio Rank: 16
VNQI Calmar Ratio Rank: 14
VNQI Martin Ratio Rank: 15

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.

DTRE vs. VNQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.

	DTRE	VNQI	Difference
Sharpe ratio: Return per unit of total volatility	0.78	0.42	+0.36
Sortino ratio: Return per unit of downside risk	1.18	0.69	+0.49
Omega ratio: Gain probability vs. loss probability	1.14	1.09	+0.06
Calmar ratio: Return relative to maximum drawdown	1.10	0.39	+0.72
Martin ratio: Return relative to average drawdown	3.32	1.17	+2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTRE vs. VNQI - Sharpe Ratio Comparison

The current DTRE Sharpe Ratio is 0.78, which is higher than the VNQI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DTRE and VNQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DTRE	VNQI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.42	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	-0.10	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.14	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.20	-0.10

Drawdowns

DTRE vs. VNQI - Drawdown Comparison

The maximum DTRE drawdown since its inception was -72.26%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for DTRE and VNQI.

Drawdown Indicators

	DTRE	VNQI	Difference
Max Drawdown Largest peak-to-trough decline	-72.26%	-38.35%	-33.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-14.78%	+5.17%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-16.35%	-4.30%
Max Drawdown (5Y) Largest decline over 5 years	-34.62%	-35.75%	+1.13%
Max Drawdown (10Y) Largest decline over 10 years	-42.79%	-38.35%	-4.44%
Current Drawdown Current decline from peak	-11.09%	-11.62%	+0.53%
Average Drawdown Average peak-to-trough decline	-16.89%	-10.89%	-6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	4.84%	-1.65%

Volatility

DTRE vs. VNQI - Volatility Comparison

First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Vanguard Global ex-U.S. Real Estate ETF (VNQI) have volatilities of 4.61% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTRE	VNQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	4.58%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	11.44%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.61%	13.43%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.15%	15.50%	+2.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.54%	16.06%	+2.48%

DTRE vs. VNQI - Expense Ratio Comparison

DTRE has a 0.60% expense ratio, which is higher than VNQI's 0.12% expense ratio.

Dividends

DTRE vs. VNQI - Dividend Comparison

DTRE's dividend yield for the trailing twelve months is around 3.31%, less than VNQI's 4.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTRE First Trust Alerian Disruptive Technology Real Estate ETF	3.31%	3.42%	3.75%	2.56%	2.49%	2.64%	0.79%	4.97%	3.38%	3.07%	4.16%	1.74%
VNQI Vanguard Global ex-U.S. Real Estate ETF	4.81%	4.70%	5.16%	3.74%	0.57%	6.48%	0.93%	7.58%	4.62%	3.86%	5.18%	2.86%

Frequently Asked Questions

Can I hold both DTRE and VNQI in my portfolio?

DTRE and VNQI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTRE or VNQI?

DTRE has higher volatility (4.61%) compared to VNQI (4.58%). In terms of maximum drawdown, DTRE dropped -72.26% vs VNQI's -38.35%.

Which ETF is better, DTRE or VNQI?

On 10-year performance, DTRE leads with 2.63% vs 2.21% for VNQI. On fees, VNQI is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTRE or VNQI?

Over the 10-year period, DTRE has performed better with a 2.63% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTRE or VNQI?

VNQI is cheaper with a 0.12% expense ratio, compared with 0.60% for DTRE.

Which ETF pays a higher dividend yield, DTRE or VNQI?

VNQI has the higher dividend yield at 4.81%, compared with 3.31% for DTRE.

What is the main difference between DTRE and VNQI?

DTRE tracks Alerian Disruptive Technology Real Estate Index - Benchmark TR Net, while VNQI tracks S&P Global ex-U.S. Property Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.60% for DTRE and 0.12% for VNQI.

Which has better risk-adjusted returns?

DTRE currently has the higher Sharpe Ratio (0.78 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.