SELF vs. VNQ
Compare and contrast key facts about Global Self Storage, Inc. (SELF) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
SELF vs. VNQ - Performance Comparison
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SELF vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 1.64% | 1.18% | 22.06% | 0.62% | -10.03% | 49.12% | -0.41% | 16.65% | -9.45% | 2.05% |
VNQ Vanguard Real Estate ETF | 1.31% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Returns By Period
In the year-to-date period, SELF achieves a 1.64% return, which is significantly higher than VNQ's 1.31% return. Over the past 10 years, SELF has outperformed VNQ with an annualized return of 6.49%, while VNQ has yielded a comparatively lower 4.65% annualized return.
SELF
- 1D
- 1.59%
- 1M
- 1.64%
- YTD
- 1.64%
- 6M
- 4.57%
- 1Y
- 7.23%
- 3Y*
- 5.74%
- 5Y*
- 7.29%
- 10Y*
- 6.49%
VNQ
- 1D
- 1.57%
- 1M
- -6.31%
- YTD
- 1.31%
- 6M
- -1.04%
- 1Y
- 1.86%
- 3Y*
- 6.44%
- 5Y*
- 2.79%
- 10Y*
- 4.65%
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Return for Risk
SELF vs. VNQ — Risk / Return Rank
SELF
VNQ
SELF vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Self Storage, Inc. (SELF) and Vanguard Real Estate ETF (VNQ). 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.
| SELF | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.11 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.68 | 0.27 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.04 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.23 | +0.30 |
Martin ratioReturn relative to average drawdown | 0.89 | 0.88 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SELF | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.11 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.15 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.23 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.26 | +0.03 |
Correlation
The correlation between SELF and VNQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SELF vs. VNQ - Dividend Comparison
SELF's dividend yield for the trailing twelve months is around 5.68%, more than VNQ's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 5.68% | 5.69% | 5.44% | 6.26% | 5.64% | 4.56% | 6.48% | 6.05% | 6.63% | 5.64% | 5.45% | 8.80% |
VNQ Vanguard Real Estate ETF | 3.93% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
SELF vs. VNQ - Drawdown Comparison
The maximum SELF drawdown since its inception was -45.24%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SELF and VNQ.
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Drawdown Indicators
| SELF | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.24% | -73.07% | +27.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -12.44% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -34.48% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -31.55% | -42.40% | +10.85% |
Current DrawdownCurrent decline from peak | -6.17% | -9.57% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -11.59% | -13.71% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.88% | 3.18% | +4.70% |
Volatility
SELF vs. VNQ - Volatility Comparison
The current volatility for Global Self Storage, Inc. (SELF) is 4.19%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.52%. This indicates that SELF experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELF | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.52% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 9.29% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 16.33% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.64% | 18.81% | +10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.12% | 20.71% | +7.41% |