TRET.AS vs. VNQ
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TRET.AS) and Vanguard Real Estate ETF (VNQ).
TRET.AS and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRET.AS is a passively managed fund by VanEck that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Apr 14, 2011. 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 TRET.AS 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: TRET.AS or VNQ.
Key characteristics
| TRET.AS | VNQ | |
|---|---|---|
| YTD Return | 13.61% | 13.69% |
| 1Y Return | 26.40% | 33.32% |
| 3Y Return (Ann) | 1.81% | 1.07% |
| 5Y Return (Ann) | 2.58% | 4.53% |
| 10Y Return (Ann) | 5.83% | 6.94% |
| Sharpe Ratio | 2.32 | 1.86 |
| Sortino Ratio | 3.43 | 2.68 |
| Omega Ratio | 1.43 | 1.34 |
| Calmar Ratio | 0.33 | 0.96 |
| Martin Ratio | 14.27 | 7.31 |
| Ulcer Index | 2.29% | 4.53% |
| Daily Std Dev | 14.28% | 17.83% |
| Max Drawdown | -99.19% | -73.07% |
| Current Drawdown | -97.90% | -6.22% |
Correlation
The correlation between TRET.AS and VNQ is 0.57, 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
TRET.AS vs. VNQ - Performance Comparison
The year-to-date returns for both investments are quite close, with TRET.AS having a 13.61% return and VNQ slightly higher at 13.69%. Over the past 10 years, TRET.AS has underperformed VNQ with an annualized return of 5.83%, while VNQ has yielded a comparatively higher 6.94% annualized 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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TRET.AS vs. VNQ - Expense Ratio Comparison
TRET.AS has a 0.25% expense ratio, which is higher than VNQ's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
TRET.AS vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.AS) 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
TRET.AS vs. VNQ - Dividend Comparison
TRET.AS's dividend yield for the trailing twelve months is around 3.30%, less than VNQ's 3.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRET.AS VanEck Global Real Estate UCITS ETF | 3.30% | 3.67% | 4.68% | 1.78% | 4.43% | 3.33% | 4.31% | 3.16% | 3.13% | 2.55% | 2.70% | 3.01% |
VNQ Vanguard Real Estate ETF | 3.74% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
TRET.AS vs. VNQ - Drawdown Comparison
The maximum TRET.AS drawdown since its inception was -99.19%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for TRET.AS and VNQ. For additional features, visit the drawdowns tool.
Volatility
TRET.AS vs. VNQ - Volatility Comparison
The current volatility for VanEck Global Real Estate UCITS ETF (TRET.AS) is 2.56%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.33%. This indicates that TRET.AS 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.