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HEWG vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEWG and VNQ is 0.05, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

HEWG vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Germany ETF (HEWG) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
6.51%
8.47%
HEWG
VNQ

Key characteristics

Returns By Period


HEWG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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HEWG vs. VNQ - Expense Ratio Comparison

HEWG has a 0.53% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Expense ratio chart for HEWG: current value is 0.53%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HEWG: 0.53%
Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%

Risk-Adjusted Performance

HEWG vs. VNQ — Risk-Adjusted Performance Rank

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

HEWG
The Risk-Adjusted Performance Rank of HEWG is 4444
Overall Rank
The Sharpe Ratio Rank of HEWG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of HEWG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of HEWG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of HEWG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of HEWG is 4343
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
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.

HEWG vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Germany ETF (HEWG) and Vanguard Real Estate ETF (VNQ). 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 chart of Sharpe ratio for HEWG, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.00
HEWG: 1.03
VNQ: 0.70


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.20Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
1.03
0.70
HEWG
VNQ

Dividends

HEWG vs. VNQ - Dividend Comparison

HEWG has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 4.18%.


TTM20242023202220212020201920182017201620152014
HEWG
iShares Currency Hedged MSCI Germany ETF
5.75%5.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

HEWG vs. VNQ - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.99%
HEWG
VNQ

Volatility

HEWG vs. VNQ - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI Germany ETF (HEWG) is 0.00%, while Vanguard Real Estate ETF (VNQ) has a volatility of 10.36%. This indicates that HEWG experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril0
10.36%
HEWG
VNQ