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

Performance

SRVR vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) 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
15.05%
19.23%
SRVR
VNQ

Returns By Period

In the year-to-date period, SRVR achieves a 5.80% return, which is significantly lower than VNQ's 11.31% return.


SRVR

YTD

5.80%

1M

-2.86%

6M

15.06%

1Y

12.93%

5Y (annualized)

2.31%

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


SRVRVNQ
Sharpe Ratio0.861.59
Sortino Ratio1.252.22
Omega Ratio1.161.28
Calmar Ratio0.370.97
Martin Ratio2.555.73
Ulcer Index5.27%4.51%
Daily Std Dev15.55%16.22%
Max Drawdown-40.99%-73.07%
Current Drawdown-23.03%-8.18%

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SRVR vs. VNQ - Expense Ratio Comparison

SRVR has a 0.60% expense ratio, which is higher than VNQ's 0.12% expense ratio.


SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
Expense ratio chart for SRVR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

-0.50.00.51.00.8

The correlation between SRVR and VNQ is 0.83, 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

SRVR vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) 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 SRVR, currently valued at 0.86, compared to the broader market0.002.004.000.861.59
The chart of Sortino ratio for SRVR, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.0012.001.252.22
The chart of Omega ratio for SRVR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.28
The chart of Calmar ratio for SRVR, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.97
The chart of Martin ratio for SRVR, currently valued at 2.55, compared to the broader market0.0020.0040.0060.0080.00100.002.555.73
SRVR
VNQ

The current SRVR Sharpe Ratio is 0.86, which is lower than the VNQ Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SRVR 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
0.86
1.59
SRVR
VNQ

Dividends

SRVR vs. VNQ - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 1.83%, less than VNQ's 3.82% yield.


TTM20232022202120202019201820172016201520142013
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.83%3.69%1.70%1.19%1.58%1.61%2.13%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

SRVR vs. VNQ - Drawdown Comparison

The maximum SRVR drawdown since its inception was -40.99%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SRVR and VNQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-23.03%
-8.18%
SRVR
VNQ

Volatility

SRVR vs. VNQ - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a higher volatility of 5.84% compared to Vanguard Real Estate ETF (VNQ) at 4.77%. This indicates that SRVR's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
4.77%
SRVR
VNQ