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

Correlation

The correlation between HAUZ and VGT is 0.53, 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.


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.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
32.76%
694.65%
HAUZ
VGT

Key characteristics

Sharpe Ratio

HAUZ:

0.39

VGT:

0.39

Sortino Ratio

HAUZ:

0.60

VGT:

0.71

Omega Ratio

HAUZ:

1.07

VGT:

1.10

Calmar Ratio

HAUZ:

0.20

VGT:

0.41

Martin Ratio

HAUZ:

0.63

VGT:

1.34

Ulcer Index

HAUZ:

8.66%

VGT:

8.30%

Daily Std Dev

HAUZ:

15.91%

VGT:

29.76%

Max Drawdown

HAUZ:

-39.51%

VGT:

-54.63%

Current Drawdown

HAUZ:

-16.92%

VGT:

-11.63%

Returns By Period

In the year-to-date period, HAUZ achieves a 9.90% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, HAUZ has underperformed VGT with an annualized return of 1.19%, while VGT has yielded a comparatively higher 19.31% annualized return.


HAUZ

YTD

9.90%

1M

14.96%

6M

2.62%

1Y

6.16%

5Y*

2.98%

10Y*

1.19%

VGT

YTD

-8.02%

1M

21.43%

6M

-8.47%

1Y

11.41%

5Y*

18.79%

10Y*

19.31%

*Annualized

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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%.


Risk-Adjusted Performance

HAUZ vs. VGT — Risk-Adjusted Performance Rank

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

HAUZ
The Risk-Adjusted Performance Rank of HAUZ is 4141
Overall Rank
The Sharpe Ratio Rank of HAUZ is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HAUZ is 4444
Sortino Ratio Rank
The Omega Ratio Rank of HAUZ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of HAUZ is 3737
Calmar Ratio Rank
The Martin Ratio Rank of HAUZ is 3434
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4949
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.

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.


The current HAUZ Sharpe Ratio is 0.39, which is comparable to the VGT Sharpe Ratio of 0.39. 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.39
0.39
HAUZ
VGT

Dividends

HAUZ vs. VGT - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.09%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
HAUZ
Xtrackers International Real Estate ETF
4.09%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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%December2025FebruaryMarchAprilMay
-16.92%
-11.63%
HAUZ
VGT

Volatility

HAUZ vs. VGT - Volatility Comparison

The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 6.11%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.45%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
6.11%
15.45%
HAUZ
VGT