GNL vs. VGT
Compare and contrast key facts about Global Net Lease, Inc. (GNL) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
GNL vs. VGT - Performance Comparison
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GNL vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNL Global Net Lease, Inc. | 12.50% | 32.44% | -15.34% | -8.95% | -7.46% | -2.35% | -6.07% | 26.16% | -4.53% | -4.22% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, GNL achieves a 12.50% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, GNL has underperformed VGT with an annualized return of 0.87%, while VGT has yielded a comparatively higher 21.51% annualized return.
GNL
- 1D
- 1.18%
- 1M
- -2.17%
- YTD
- 12.50%
- 6M
- 21.08%
- 1Y
- 31.04%
- 3Y*
- 2.93%
- 5Y*
- -1.34%
- 10Y*
- 0.87%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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Return for Risk
GNL vs. VGT — Risk / Return Rank
GNL
VGT
GNL vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Net Lease, Inc. (GNL) and Vanguard Information Technology ETF (VGT). 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.
| GNL | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.10 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.67 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.88 | +0.19 |
Martin ratioReturn relative to average drawdown | 5.98 | 5.77 | +0.21 |
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
| GNL | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.10 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.59 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.88 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.61 | -0.59 |
Correlation
The correlation between GNL and VGT is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GNL vs. VGT - Dividend Comparison
GNL's dividend yield for the trailing twelve months is around 8.03%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNL Global Net Lease, Inc. | 8.03% | 9.83% | 16.15% | 15.62% | 12.73% | 10.47% | 10.11% | 8.75% | 12.09% | 9.77% | 9.07% | 4.64% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
GNL vs. VGT - Drawdown Comparison
The maximum GNL drawdown since its inception was -58.38%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GNL and VGT.
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Drawdown Indicators
| GNL | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.38% | -54.63% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.21% | -16.40% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -52.12% | -35.07% | -17.05% |
Max Drawdown (10Y)Largest decline over 10 years | -58.38% | -35.07% | -23.31% |
Current DrawdownCurrent decline from peak | -14.95% | -11.66% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -18.57% | -8.00% | -10.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 5.35% | -0.32% |
Volatility
GNL vs. VGT - Volatility Comparison
The current volatility for Global Net Lease, Inc. (GNL) is 6.40%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that GNL experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GNL | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 8.03% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.59% | 16.35% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.85% | 27.27% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.76% | 25.06% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.37% | 24.48% | +8.89% |