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

Correlation

The correlation between HAUZ and VNQI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

HAUZ vs. VNQI - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.76%
2.01%
HAUZ
VNQI

Key characteristics

Sharpe Ratio

HAUZ:

-0.21

VNQI:

-0.04

Sortino Ratio

HAUZ:

-0.19

VNQI:

0.04

Omega Ratio

HAUZ:

0.98

VNQI:

1.00

Calmar Ratio

HAUZ:

-0.12

VNQI:

-0.02

Martin Ratio

HAUZ:

-0.56

VNQI:

-0.12

Ulcer Index

HAUZ:

5.59%

VNQI:

5.26%

Daily Std Dev

HAUZ:

15.03%

VNQI:

14.07%

Max Drawdown

HAUZ:

-39.51%

VNQI:

-38.35%

Current Drawdown

HAUZ:

-23.94%

VNQI:

-24.06%

Returns By Period

In the year-to-date period, HAUZ achieves a -4.87% return, which is significantly lower than VNQI's -2.59% return. Over the past 10 years, HAUZ has outperformed VNQI with an annualized return of 1.06%, while VNQI has yielded a comparatively lower 0.86% annualized return.


HAUZ

YTD

-4.87%

1M

-2.88%

6M

0.77%

1Y

-3.14%

5Y*

-4.00%

10Y*

1.06%

VNQI

YTD

-2.59%

1M

-2.31%

6M

1.63%

1Y

-1.29%

5Y*

-4.35%

10Y*

0.86%

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. VNQI - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than VNQI's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VNQI
Vanguard Global ex-U.S. Real Estate ETF
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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%

Risk-Adjusted Performance

HAUZ vs. VNQI - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for HAUZ, currently valued at -0.21, compared to the broader market0.002.004.00-0.21-0.09
The chart of Sortino ratio for HAUZ, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.00-0.19-0.03
The chart of Omega ratio for HAUZ, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.00
The chart of Calmar ratio for HAUZ, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.12-0.05
The chart of Martin ratio for HAUZ, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.56-0.24
HAUZ
VNQI

The current HAUZ Sharpe Ratio is -0.21, which is lower than the VNQI Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of HAUZ and VNQI, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
-0.09
HAUZ
VNQI

Dividends

HAUZ vs. VNQI - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.48%, less than VNQI's 5.18% 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%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
5.18%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%3.27%

Drawdowns

HAUZ vs. VNQI - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, roughly equal to the maximum VNQI drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for HAUZ and VNQI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.94%
-24.06%
HAUZ
VNQI

Volatility

HAUZ vs. VNQI - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 4.34% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.85%. This indicates that HAUZ'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.


3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
3.85%
HAUZ
VNQI
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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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