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PPTY vs. VBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPTY vs. VBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Diversified Real Estate ETF (PPTY) and Vident U.S. Bond Strategy ETF (VBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPTY achieves a 9.21% return, which is significantly higher than VBND's 0.55% return.


PPTY

1D
0.63%
1M
0.62%
YTD
9.21%
6M
8.45%
1Y
10.29%
3Y*
8.94%
5Y*
2.22%
10Y*

VBND

1D
0.11%
1M
0.49%
YTD
0.55%
6M
1.02%
1Y
6.14%
3Y*
4.80%
5Y*
0.55%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTY vs. VBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PPTY
US Diversified Real Estate ETF
9.21%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.07%
VBND
Vident U.S. Bond Strategy ETF
0.55%7.31%1.26%8.16%-14.18%-0.43%5.37%9.50%1.10%

Correlation

The correlation between PPTY and VBND is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.20

The correlation between PPTY and VBND shifts across timeframes, from 0.20 (all time) to 0.32 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PPTY vs. VBND — Risk / Return Rank

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

PPTY
PPTY Risk / Return Rank: 2323
Overall Rank
PPTY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2121
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2121
Omega Ratio Rank
PPTY Calmar Ratio Rank: 2626
Calmar Ratio Rank
PPTY Martin Ratio Rank: 2626
Martin Ratio Rank

VBND
VBND Risk / Return Rank: 3838
Overall Rank
VBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VBND Sortino Ratio Rank: 4141
Sortino Ratio Rank
VBND Omega Ratio Rank: 3737
Omega Ratio Rank
VBND Calmar Ratio Rank: 4040
Calmar Ratio Rank
VBND Martin Ratio Rank: 3434
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. VBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) and Vident U.S. Bond Strategy ETF (VBND). 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.


PPTYVBNDDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.41

-0.66

Sortino ratio

Return per unit of downside risk

1.12

2.14

-1.01

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratio

Return relative to maximum drawdown

1.27

2.01

-0.74

Martin ratio

Return relative to average drawdown

3.66

5.43

-1.77

PPTY vs. VBND - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is 0.76, which is lower than the VBND Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PPTY and VBND, 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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Sharpe Ratios by Period


PPTYVBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.41

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.09

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

-0.01

Drawdowns

PPTY vs. VBND - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, which is greater than VBND's maximum drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for PPTY and VBND.


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Drawdown Indicators


PPTYVBNDDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-18.97%

-22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-2.82%

-5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-4.60%

-16.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-18.97%

-13.40%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

Current Drawdown

Current decline from peak

-3.78%

-0.71%

-3.07%

Average Drawdown

Average peak-to-trough decline

-11.35%

-4.21%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.05%

+1.75%

Volatility

PPTY vs. VBND - Volatility Comparison

US Diversified Real Estate ETF (PPTY) has a higher volatility of 3.97% compared to Vident U.S. Bond Strategy ETF (VBND) at 1.51%. This indicates that PPTY's price experiences larger fluctuations and is considered to be riskier than VBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPTYVBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

1.51%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

2.94%

+6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

4.39%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

6.12%

+12.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

5.45%

+16.47%

PPTY vs. VBND - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is higher than VBND's 0.41% expense ratio.


Dividends

PPTY vs. VBND - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 2.66%, less than VBND's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF
2.66%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%
VBND
Vident U.S. Bond Strategy ETF
4.22%4.22%4.41%3.88%2.55%1.56%1.98%3.14%2.82%2.00%3.12%1.49%

Frequently Asked Questions


PPTY and VBND have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPTY has higher volatility (3.97%) compared to VBND (1.51%). In terms of maximum drawdown, PPTY dropped -41.69% vs VBND's -18.97%.

On 5-year performance, PPTY leads with 2.22% vs 0.55% for VBND. On fees, VBND is cheaper at 0.41% per year. On volatility, VBND has been the lower-risk option at 1.51%. 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 2.22% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBND is cheaper with a 0.41% expense ratio, compared with 0.49% for PPTY.

VBND has the higher dividend yield at 4.22%, compared with 2.66% for PPTY.

PPTY is categorized as REIT, while VBND is Intermediate Core-Plus Bond. PPTY tracks USREX - U.S. Diversified Real Estate Index, while VBND tracks Vident Core U.S. Bond Strategy Index. Their fees differ too: 0.49% for PPTY and 0.41% for VBND.

VBND currently has the higher Sharpe Ratio (1.41 vs 0.76), 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 VBND

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