REI-UN.TO vs. VEQT.TO
Compare and contrast key facts about RioCan Real Estate Investment Trust (REI-UN.TO) and Vanguard All-Equity ETF Portfolio (VEQT.TO).
VEQT.TO is an actively managed fund by Vanguard. It was launched on Jan 29, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REI-UN.TO or VEQT.TO.
Key characteristics
| REI-UN.TO | VEQT.TO | |
|---|---|---|
| YTD Return | 7.40% | 24.23% |
| 1Y Return | 14.12% | 29.07% |
| 3Y Return (Ann) | -0.45% | 8.80% |
| 5Y Return (Ann) | -1.00% | 11.89% |
| Sharpe Ratio | 0.95 | 3.35 |
| Sortino Ratio | 1.52 | 4.66 |
| Omega Ratio | 1.18 | 1.64 |
| Calmar Ratio | 0.62 | 4.78 |
| Martin Ratio | 3.48 | 25.66 |
| Ulcer Index | 5.24% | 1.21% |
| Daily Std Dev | 19.31% | 9.31% |
| Max Drawdown | -79.29% | -30.45% |
| Current Drawdown | -15.37% | -0.26% |
Correlation
The correlation between REI-UN.TO and VEQT.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
REI-UN.TO vs. VEQT.TO - Performance Comparison
In the year-to-date period, REI-UN.TO achieves a 7.40% return, which is significantly lower than VEQT.TO's 24.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
REI-UN.TO vs. VEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RioCan Real Estate Investment Trust (REI-UN.TO) and Vanguard All-Equity ETF Portfolio (VEQT.TO). 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.
Dividends
REI-UN.TO vs. VEQT.TO - Dividend Comparison
REI-UN.TO's dividend yield for the trailing twelve months is around 5.29%, more than VEQT.TO's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REI-UN.TO RioCan Real Estate Investment Trust | 5.29% | 5.77% | 4.80% | 4.18% | 8.60% | 5.38% | 6.05% | 5.79% | 5.29% | 5.95% | 5.33% | 5.69% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.52% | 1.88% | 2.09% | 1.40% | 1.48% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REI-UN.TO vs. VEQT.TO - Drawdown Comparison
The maximum REI-UN.TO drawdown since its inception was -79.29%, which is greater than VEQT.TO's maximum drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for REI-UN.TO and VEQT.TO. For additional features, visit the drawdowns tool.
Volatility
REI-UN.TO vs. VEQT.TO - Volatility Comparison
RioCan Real Estate Investment Trust (REI-UN.TO) has a higher volatility of 5.35% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 3.00%. This indicates that REI-UN.TO's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.