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IXN vs. VNQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXN vs. VNQI - Performance Comparison

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

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Returns By Period

In the year-to-date period, IXN achieves a 33.08% return, which is significantly higher than VNQI's -0.33% return. Over the past 10 years, IXN has outperformed VNQI with an annualized return of 25.03%, while VNQI has yielded a comparatively lower 2.74% annualized return.


IXN

1D
0.42%
1M
3.37%
YTD
33.08%
6M
35.17%
1Y
62.93%
3Y*
32.38%
5Y*
21.51%
10Y*
25.03%

VNQI

1D
0.68%
1M
-2.33%
YTD
-0.33%
6M
0.85%
1Y
7.10%
3Y*
8.59%
5Y*
-1.50%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXN vs. VNQI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
33.08%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
-0.33%21.38%-2.22%6.99%-22.94%5.93%-7.22%21.59%-9.44%26.91%

Correlation

The correlation between IXN and VNQI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2010

0.61

Over the past year, the correlation between IXN and VNQI has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

IXN vs. VNQI — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 8484
Overall Rank
IXN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 8080
Sortino Ratio Rank
IXN Omega Ratio Rank: 8181
Omega Ratio Rank
IXN Calmar Ratio Rank: 8888
Calmar Ratio Rank
IXN Martin Ratio Rank: 8383
Martin Ratio Rank

VNQI
VNQI Risk / Return Rank: 1616
Overall Rank
VNQI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 1616
Sortino Ratio Rank
VNQI Omega Ratio Rank: 1616
Omega Ratio Rank
VNQI Calmar Ratio Rank: 1515
Calmar Ratio Rank
VNQI Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IXN vs. VNQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IXNVNQIDifference
Sharpe ratioReturn per unit of total volatility

+2.09

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.42

1.09

+0.33

Calmar ratioReturn relative to maximum drawdown

4.39

0.40

+3.99

Martin ratioReturn relative to average drawdown

14.35

1.13

+13.22

IXN vs. VNQI - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 2.52, which is higher than the VNQI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IXN and VNQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXN vs. VNQI - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IXN and VNQI.


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Drawdown Indicators


IXNVNQIDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-38.35%

-17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-14.78%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-16.35%

-9.20%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-35.00%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-38.35%

+2.05%

Current Drawdown

Current decline from peak

-6.68%

-9.99%

+3.31%

Average Drawdown

Average peak-to-trough decline

-11.26%

-10.89%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

5.19%

-0.98%

Volatility

IXN vs. VNQI - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 12.01% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 4.62%. This indicates that IXN'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.


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Volatility by Period


IXNVNQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.01%

4.62%

+7.39%

Volatility (6M)

Calculated over the trailing 6-month period

20.45%

11.75%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.03%

13.73%

+10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

15.54%

+9.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

16.07%

+8.51%

IXN vs. VNQI - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is higher than VNQI's 0.12% expense ratio.


Dividends

IXN vs. VNQI - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.78%, less than VNQI's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.78%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.72%4.70%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%

Frequently Asked Questions


IXN and VNQI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXN has higher volatility (12.01%) compared to VNQI (4.62%). In terms of maximum drawdown, IXN dropped -55.67% vs VNQI's -38.35%.

On 10-year performance, IXN leads with 25.03% vs 2.74% for VNQI. On fees, VNQI is cheaper at 0.12% per year. On volatility, VNQI has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXN has performed better with a 25.03% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VNQI is cheaper with a 0.12% expense ratio, compared with 0.46% for IXN.

VNQI has the higher dividend yield at 4.72%, compared with 0.78% for IXN.

IXN is categorized as Technology Equities, while VNQI is REIT. IXN tracks S&P Global Information Technology Sector Index, while VNQI tracks S&P Global ex-U.S. Property Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for IXN and 0.12% for VNQI.

IXN currently has the higher Sharpe Ratio (2.52 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IXN and VNQI

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