EXI5.DE vs. VNQI
EXI5.DE (iShares STOXX Europe 600 Real Estate UCITS ETF (DE)) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both REIT funds - EXI5.DE tracks the STOXX® Europe 600 Real Estate while VNQI tracks the S&P Global ex-U.S. Property Index. Both are passively managed. Over the past 10 years, EXI5.DE returned -1.04%/yr vs 1.98%/yr for VNQI. A 0.55 correlation means they provide meaningful diversification when combined. EXI5.DE charges 0.46%/yr vs 0.12%/yr for VNQI.
Performance
EXI5.DE vs. VNQI - Performance Comparison
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Different Trading Currencies
EXI5.DE is traded in EUR, while VNQI is traded in USD. To make them comparable, the VNQI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXI5.DE achieves a -0.40% return, which is significantly higher than VNQI's -1.02% return. Over the past 10 years, EXI5.DE has underperformed VNQI with an annualized return of -1.04%, while VNQI has yielded a comparatively higher 1.98% annualized return.
EXI5.DE
- 1D
- 0.83%
- 1M
- -0.45%
- YTD
- -0.40%
- 6M
- 0.20%
- 1Y
- -4.89%
- 3Y*
- 6.81%
- 5Y*
- -4.96%
- 10Y*
- -1.04%
VNQI
- 1D
- 0.31%
- 1M
- -3.94%
- YTD
- -1.02%
- 6M
- -0.57%
- 1Y
- 3.90%
- 3Y*
- 5.45%
- 5Y*
- -0.66%
- 10Y*
- 1.98%
EXI5.DE vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | -0.40% | 3.76% | -4.15% | 17.26% | -37.90% | 16.10% | -8.71% | 27.58% | -10.93% | 10.25% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -1.02% | 6.98% | 4.24% | 3.79% | -18.16% | 13.86% | -14.87% | 24.34% | -5.19% | 11.31% |
Correlation
The correlation between EXI5.DE and VNQI is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2010 | 0.55 |
The correlation between EXI5.DE and VNQI has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
EXI5.DE vs. VNQI — Risk / Return Rank
EXI5.DE
VNQI
EXI5.DE vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) 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.
| EXI5.DE | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.07 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.31 | -0.63 |
| Martin ratioReturn relative to average drawdown | -0.75 | 0.93 | -1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXI5.DE | VNQI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.34 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | -0.05 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.13 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.29 | -0.31 |
Drawdowns
EXI5.DE vs. VNQI - Drawdown Comparison
The maximum EXI5.DE drawdown since its inception was -77.04%, which is greater than VNQI's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for EXI5.DE and VNQI.
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Drawdown Indicators
| EXI5.DE | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.04% | -37.31% | -39.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -12.63% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.03% | -15.64% | -5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -27.88% | -20.20% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | -37.31% | -10.77% |
Current DrawdownCurrent decline from peak | -29.97% | -12.44% | -17.53% |
Average DrawdownAverage peak-to-trough decline | -30.50% | -10.82% | -19.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 4.20% | +2.30% |
Volatility
EXI5.DE vs. VNQI - Volatility Comparison
iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) has a higher volatility of 4.75% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.66%. This indicates that EXI5.DE's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXI5.DE | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.66% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 9.86% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 11.48% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.21% | 13.30% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 14.78% | +5.50% |
EXI5.DE vs. VNQI - Expense Ratio Comparison
EXI5.DE has a 0.46% expense ratio, which is higher than VNQI's 0.12% expense ratio.
Dividends
EXI5.DE vs. VNQI - Dividend Comparison
EXI5.DE's dividend yield for the trailing twelve months is around 2.13%, less than VNQI's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | 2.13% | 2.02% | 1.82% | 2.05% | 2.19% | 0.93% | 1.30% | 2.10% | 2.15% | 3.10% | 2.80% | 2.65% |
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
EXI5.DE and VNQI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNQI is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNQI is cheaper with a 0.12% expense ratio, compared with 0.46% for EXI5.DE.
EXI5.DE tracks STOXX® Europe 600 Real Estate, while VNQI tracks S&P Global ex-U.S. Property Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for EXI5.DE and 0.12% for VNQI.
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