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PPTY vs. NETL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPTY vs. NETL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and NETLease Corporate Real Estate ETF (NETL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PPTY having a 13.64% return and NETL slightly higher at 13.79%.


PPTY

1D
1.21%
1M
2.70%
YTD
13.64%
6M
14.29%
1Y
13.03%
3Y*
11.23%
5Y*
3.03%
10Y*

NETL

1D
1.60%
1M
-0.02%
YTD
13.79%
6M
14.84%
1Y
11.43%
3Y*
9.56%
5Y*
2.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTY vs. NETL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PPTY
US Diversified Real Estate ETF
13.64%-3.47%9.85%12.66%-26.10%40.36%-7.25%11.83%
NETL
NETLease Corporate Real Estate ETF
13.79%6.05%-1.08%2.69%-16.16%27.36%-0.73%12.04%

Correlation

The correlation between PPTY and NETL is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.89

The correlation between PPTY and NETL has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

PPTY vs. NETL — Risk / Return Rank

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

PPTY
PPTY Risk / Return Rank: 2929
Overall Rank
PPTY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2626
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2424
Omega Ratio Rank
PPTY Calmar Ratio Rank: 3535
Calmar Ratio Rank
PPTY Martin Ratio Rank: 3434
Martin Ratio Rank

NETL
NETL Risk / Return Rank: 2525
Overall Rank
NETL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NETL Sortino Ratio Rank: 2222
Sortino Ratio Rank
NETL Omega Ratio Rank: 2222
Omega Ratio Rank
NETL Calmar Ratio Rank: 2727
Calmar Ratio Rank
NETL Martin Ratio Rank: 3030
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.

PPTY vs. NETL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and NETLease Corporate Real Estate ETF (NETL). 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.


PPTYNETLDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratioReturn relative to maximum drawdown

1.62

1.25

+0.37

Martin ratioReturn relative to average drawdown

4.68

3.93

+0.75

PPTY vs. NETL - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is 0.93, which is comparable to the NETL Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PPTY and NETL, 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

PPTY vs. NETL - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, smaller than the maximum NETL drawdown of -51.48%. Use the drawdown chart below to compare losses from any high point for PPTY and NETL.


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Drawdown Indicators


PPTYNETLDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-51.48%

+9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-9.16%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-19.30%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-30.74%

-1.63%

Current Drawdown

Current decline from peak

-0.86%

-1.93%

+1.07%

Average Drawdown

Average peak-to-trough decline

-11.28%

-11.58%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.95%

-0.16%

Volatility

PPTY vs. NETL - Volatility Comparison

The current volatility for US Diversified Real Estate ETF (PPTY) is 4.88%, while NETLease Corporate Real Estate ETF (NETL) has a volatility of 5.23%. This indicates that PPTY experiences smaller price fluctuations and is considered to be less risky than NETL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPTYNETLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

5.23%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

10.41%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

14.12%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

17.99%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

25.87%

-3.97%

PPTY vs. NETL - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is lower than NETL's 0.60% expense ratio.


Dividends

PPTY vs. NETL - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 2.56%, less than NETL's 4.69% yield.


PositionTTM20252024202320222021202020192018
NETL
NETLease Corporate Real Estate ETF
4.69%5.12%5.08%4.57%4.47%4.03%3.98%2.52%0.00%
PPTY
US Diversified Real Estate ETF
2.56%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%

Frequently Asked Questions


PPTY and NETL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NETL has higher volatility (5.23%) compared to PPTY (4.88%). In terms of maximum drawdown, PPTY dropped -41.69% vs NETL's -51.48%.

On 5-year performance, PPTY leads with 3.03% vs 2.26% for NETL. On fees, PPTY is cheaper at 0.49% per year. On volatility, PPTY has been the lower-risk option at 4.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PPTY has performed better with a 3.03% return vs 2.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PPTY is cheaper with a 0.49% expense ratio, compared with 0.60% for NETL.

NETL has the higher dividend yield at 4.69%, compared with 2.56% for PPTY.

PPTY tracks USREX - U.S. Diversified Real Estate Index, while NETL tracks Fundamental Income Net Lease Real Estate Index. They also come from different issuers: Vident and Exchange Traded Concepts. Their fees differ too: 0.49% for PPTY and 0.60% for NETL.

PPTY currently has the higher Sharpe Ratio (0.93 vs 0.82), 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 PPTY and NETL

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