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

Correlation

The correlation between HAUZ and VNQI 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. 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.

10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
32.76%
21.81%
HAUZ
VNQI

Key characteristics

Sharpe Ratio

HAUZ:

0.39

VNQI:

0.55

Sortino Ratio

HAUZ:

0.60

VNQI:

0.77

Omega Ratio

HAUZ:

1.07

VNQI:

1.10

Calmar Ratio

HAUZ:

0.20

VNQI:

0.27

Martin Ratio

HAUZ:

0.63

VNQI:

0.93

Ulcer Index

HAUZ:

8.66%

VNQI:

7.83%

Daily Std Dev

HAUZ:

15.91%

VNQI:

15.28%

Max Drawdown

HAUZ:

-39.51%

VNQI:

-38.35%

Current Drawdown

HAUZ:

-16.92%

VNQI:

-16.92%

Returns By Period

In the year-to-date period, HAUZ achieves a 9.90% return, which is significantly higher than VNQI's 9.00% return. Over the past 10 years, HAUZ has outperformed VNQI with an annualized return of 1.19%, while VNQI has yielded a comparatively lower 1.00% annualized return.


HAUZ

YTD

9.90%

1M

14.96%

6M

2.62%

1Y

6.16%

5Y*

2.98%

10Y*

1.19%

VNQI

YTD

9.00%

1M

14.16%

6M

3.14%

1Y

8.31%

5Y*

2.57%

10Y*

1.00%

*Annualized

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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%.


Risk-Adjusted Performance

HAUZ vs. VNQI — 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

VNQI
The Risk-Adjusted Performance Rank of VNQI is 5050
Overall Rank
The Sharpe Ratio Rank of VNQI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 4141
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. 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.


The current HAUZ Sharpe Ratio is 0.39, which is comparable to the VNQI Sharpe Ratio of 0.55. 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 Ratio-0.500.000.501.00December2025FebruaryMarchAprilMay
0.39
0.55
HAUZ
VNQI

Dividends

HAUZ vs. VNQI - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.09%, less than VNQI's 4.73% 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%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.73%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%

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.


-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%December2025FebruaryMarchAprilMay
-16.92%
-16.92%
HAUZ
VNQI

Volatility

HAUZ vs. VNQI - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) and Vanguard Global ex-U.S. Real Estate ETF (VNQI) have volatilities of 6.11% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
6.11%
6.15%
HAUZ
VNQI