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HAUZ vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAUZ and VGT is 0.46, 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.


-0.50.00.51.00.5

Performance

HAUZ vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.76%
11.26%
HAUZ
VGT

Key characteristics

Sharpe Ratio

HAUZ:

-0.21

VGT:

1.53

Sortino Ratio

HAUZ:

-0.19

VGT:

2.03

Omega Ratio

HAUZ:

0.98

VGT:

1.27

Calmar Ratio

HAUZ:

-0.12

VGT:

2.15

Martin Ratio

HAUZ:

-0.56

VGT:

7.70

Ulcer Index

HAUZ:

5.59%

VGT:

4.26%

Daily Std Dev

HAUZ:

15.03%

VGT:

21.48%

Max Drawdown

HAUZ:

-39.51%

VGT:

-54.63%

Current Drawdown

HAUZ:

-23.94%

VGT:

-1.50%

Returns By Period

In the year-to-date period, HAUZ achieves a -4.87% return, which is significantly lower than VGT's 32.56% return. Over the past 10 years, HAUZ has underperformed VGT with an annualized return of 1.06%, while VGT has yielded a comparatively higher 20.84% annualized return.


HAUZ

YTD

-4.87%

1M

-2.88%

6M

0.77%

1Y

-3.14%

5Y*

-4.00%

10Y*

1.06%

VGT

YTD

32.56%

1M

2.68%

6M

12.86%

1Y

32.67%

5Y*

22.23%

10Y*

20.84%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HAUZ vs. VGT - Expense Ratio Comparison

Both HAUZ and VGT have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


HAUZ
Xtrackers International Real Estate ETF
Expense ratio chart for HAUZ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

HAUZ vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) 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.


Sharpe ratio
The chart of Sharpe ratio for HAUZ, currently valued at -0.21, compared to the broader market0.002.004.00-0.211.52
The chart of Sortino ratio for HAUZ, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.00-0.192.03
The chart of Omega ratio for HAUZ, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.27
The chart of Calmar ratio for HAUZ, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.122.14
The chart of Martin ratio for HAUZ, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.567.67
HAUZ
VGT

The current HAUZ Sharpe Ratio is -0.21, which is lower than the VGT Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of HAUZ and VGT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.21
1.52
HAUZ
VGT

Dividends

HAUZ vs. VGT - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.48%, more than VGT's 0.58% yield.


TTM20232022202120202019201820172016201520142013
HAUZ
Xtrackers International Real Estate ETF
4.48%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%0.06%
VGT
Vanguard Information Technology ETF
0.58%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

HAUZ vs. VGT - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for HAUZ and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.94%
-1.50%
HAUZ
VGT

Volatility

HAUZ vs. VGT - Volatility Comparison

The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 4.34%, while Vanguard Information Technology ETF (VGT) has a volatility of 5.60%. This indicates that HAUZ 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
5.60%
HAUZ
VGT
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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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