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SPRE vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SPRE vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.35%
19.22%
SPRE
VNQ

Returns By Period

In the year-to-date period, SPRE achieves a 7.62% return, which is significantly lower than VNQ's 11.31% return.


SPRE

YTD

7.62%

1M

-0.31%

6M

12.35%

1Y

21.48%

5Y (annualized)

N/A

10Y (annualized)

N/A

VNQ

YTD

11.31%

1M

-0.23%

6M

19.22%

1Y

25.20%

5Y (annualized)

4.76%

10Y (annualized)

6.05%

Key characteristics


SPREVNQ
Sharpe Ratio1.361.59
Sortino Ratio1.972.22
Omega Ratio1.241.28
Calmar Ratio0.690.97
Martin Ratio5.385.73
Ulcer Index4.06%4.51%
Daily Std Dev16.08%16.22%
Max Drawdown-38.34%-73.07%
Current Drawdown-16.98%-8.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPRE vs. VNQ - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is higher than VNQ's 0.12% expense ratio.


SPRE
SP Funds S&P Global REIT Sharia ETF
Expense ratio chart for SPRE: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Correlation

-0.50.00.51.00.9

The correlation between SPRE and VNQ is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

SPRE vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) 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.


Sharpe ratio
The chart of Sharpe ratio for SPRE, currently valued at 1.36, compared to the broader market0.002.004.001.361.59
The chart of Sortino ratio for SPRE, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.0012.001.972.22
The chart of Omega ratio for SPRE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.28
The chart of Calmar ratio for SPRE, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.690.97
The chart of Martin ratio for SPRE, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.385.73
SPRE
VNQ

The current SPRE Sharpe Ratio is 1.36, which is comparable to the VNQ Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SPRE and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.36
1.59
SPRE
VNQ

Dividends

SPRE vs. VNQ - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 3.99%, more than VNQ's 3.82% yield.


TTM20232022202120202019201820172016201520142013
SPRE
SP Funds S&P Global REIT Sharia ETF
3.99%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.82%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

SPRE vs. VNQ - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SPRE and VNQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-16.98%
-8.18%
SPRE
VNQ

Volatility

SPRE vs. VNQ - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) and Vanguard Real Estate ETF (VNQ) have volatilities of 4.54% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.54%
4.77%
SPRE
VNQ