SRET vs. VNQ
Compare and contrast key facts about Global X SuperDividend REIT ETF (SRET) and Vanguard Real Estate ETF (VNQ).
SRET and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SRET is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend REIT Index. It was launched on Mar 17, 2015. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both SRET and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRET or VNQ.
Performance
SRET vs. VNQ - Performance Comparison
Returns By Period
In the year-to-date period, SRET achieves a 2.26% return, which is significantly lower than VNQ's 11.31% return.
SRET
2.26%
-1.92%
10.95%
13.84%
-7.26%
N/A
VNQ
11.31%
-0.23%
19.22%
25.20%
4.76%
6.05%
Key characteristics
| SRET | VNQ | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.59 |
| Sortino Ratio | 1.34 | 2.22 |
| Omega Ratio | 1.17 | 1.28 |
| Calmar Ratio | 0.29 | 0.97 |
| Martin Ratio | 1.96 | 5.73 |
| Ulcer Index | 6.78% | 4.51% |
| Daily Std Dev | 14.46% | 16.22% |
| Max Drawdown | -66.98% | -73.07% |
| Current Drawdown | -35.72% | -8.18% |
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SRET vs. VNQ - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Correlation
The correlation between SRET and VNQ is 0.74, 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
SRET vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) 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.
Dividends
SRET vs. VNQ - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 8.03%, more than VNQ's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRET Global X SuperDividend REIT ETF | 8.03% | 7.21% | 8.30% | 6.33% | 8.92% | 7.77% | 8.53% | 8.23% | 7.22% | 7.76% | 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
SRET vs. VNQ - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SRET and VNQ. For additional features, visit the drawdowns tool.
Volatility
SRET vs. VNQ - Volatility Comparison
The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.51%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.77%. This indicates that SRET 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.