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EWRE vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWRE and VNQ is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

EWRE vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

45.00%50.00%55.00%60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
59.75%
61.40%
EWRE
VNQ

Key characteristics

Returns By Period


EWRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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EWRE vs. VNQ - Expense Ratio Comparison

EWRE has a 0.40% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Expense ratio chart for EWRE: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWRE: 0.40%
Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%

Risk-Adjusted Performance

EWRE vs. VNQ — Risk-Adjusted Performance Rank

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

EWRE
The Risk-Adjusted Performance Rank of EWRE is 6565
Overall Rank
The Sharpe Ratio Rank of EWRE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of EWRE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of EWRE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EWRE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EWRE is 9595
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
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.

EWRE vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Calmar ratio for EWRE, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
EWRE: 0.00
VNQ: 0.51


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.00
0.70
EWRE
VNQ

Dividends

EWRE vs. VNQ - Dividend Comparison

EWRE has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 4.18%.


TTM20242023202220212020201920182017201620152014
EWRE
Invesco S&P 500® Equal Weight Real Estate ETF
0.00%1.49%2.91%3.07%2.56%3.82%2.55%3.02%2.17%2.01%1.03%0.00%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

EWRE vs. VNQ - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-21.18%
-14.68%
EWRE
VNQ

Volatility

EWRE vs. VNQ - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) is 0.00%, while Vanguard Real Estate ETF (VNQ) has a volatility of 10.36%. This indicates that EWRE experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril0
10.36%
EWRE
VNQ