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PPTY vs. VUSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPTY vs. VUSE - 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. Equity Strategy ETF (VUSE). 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 13.64% return, which is significantly higher than VUSE's 7.36% return.


PPTY

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

VUSE

1D
-1.63%
1M
0.65%
YTD
7.36%
6M
6.20%
1Y
16.33%
3Y*
16.06%
5Y*
11.02%
10Y*
12.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTY vs. VUSE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PPTY
US Diversified Real Estate ETF
13.64%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.86%
VUSE
Vident U.S. Equity Strategy ETF
7.36%13.18%15.77%24.36%-9.42%35.46%6.76%20.74%-13.97%

Correlation

The correlation between PPTY and VUSE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.53

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

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.60

Over the past year, the correlation between PPTY and VUSE has dropped to 0.33 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

PPTY vs. VUSE — 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

VUSE
VUSE Risk / Return Rank: 3838
Overall Rank
VUSE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VUSE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VUSE Omega Ratio Rank: 3535
Omega Ratio Rank
VUSE Calmar Ratio Rank: 3838
Calmar Ratio Rank
VUSE Martin Ratio Rank: 4242
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. VUSE - 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. Equity Strategy ETF (VUSE). 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.


PPTYVUSEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratioReturn relative to maximum drawdown

1.62

1.77

-0.15

Martin ratioReturn relative to average drawdown

4.68

6.44

-1.76

PPTY vs. VUSE - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is 0.93, which is comparable to the VUSE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PPTY and VUSE, 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. VUSE - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, smaller than the maximum VUSE drawdown of -43.92%. Use the drawdown chart below to compare losses from any high point for PPTY and VUSE.


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Drawdown Indicators


PPTYVUSEDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-43.92%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-9.28%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-18.93%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-21.34%

-11.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

Current Drawdown

Current decline from peak

-0.86%

-2.76%

+1.90%

Average Drawdown

Average peak-to-trough decline

-11.28%

-5.61%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.54%

+0.25%

Volatility

PPTY vs. VUSE - Volatility Comparison

The current volatility for US Diversified Real Estate ETF (PPTY) is 4.88%, while Vident U.S. Equity Strategy ETF (VUSE) has a volatility of 5.27%. This indicates that PPTY experiences smaller price fluctuations and is considered to be less risky than VUSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPTYVUSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

5.27%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

10.43%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

13.28%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

17.48%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

20.22%

+1.68%

PPTY vs. VUSE - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is lower than VUSE's 0.50% expense ratio.


Dividends

PPTY vs. VUSE - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 2.56%, more than VUSE's 0.46% yield.


PositionTTM20252024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF
2.56%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%
VUSE
Vident U.S. Equity Strategy ETF
0.46%0.47%0.84%1.15%1.57%1.16%1.33%1.61%1.55%1.16%1.25%1.73%

Frequently Asked Questions


PPTY and VUSE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUSE has higher volatility (5.27%) compared to PPTY (4.88%). In terms of maximum drawdown, PPTY dropped -41.69% vs VUSE's -43.92%.

On 5-year performance, VUSE leads with 11.02% vs 3.03% for PPTY. 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, VUSE has performed better with a 11.02% return vs 3.03%. 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 0.50% for VUSE.

PPTY has the higher dividend yield at 2.56%, compared with 0.46% for VUSE.

PPTY is categorized as REIT, while VUSE is Mid Cap Value Equities. PPTY tracks USREX - U.S. Diversified Real Estate Index, while VUSE tracks Vident U.S. Quality Index. Their fees differ too: 0.49% for PPTY and 0.50% for VUSE.

VUSE currently has the higher Sharpe Ratio (1.24 vs 0.93), 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 VUSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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