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VGSIX vs. DPYA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSIX vs. DPYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate Index Fund (VGSIX) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). The values are adjusted to include any dividend payments, if applicable.

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VGSIX vs. DPYA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGSIX
Vanguard Real Estate Index Fund
-0.24%2.04%2.67%12.97%-26.29%40.18%-4.87%28.74%-0.57%
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
0.27%9.25%-0.10%9.70%-24.03%25.35%-9.35%21.05%-4.06%

Returns By Period

In the year-to-date period, VGSIX achieves a -0.24% return, which is significantly lower than DPYA.L's 0.27% return.


VGSIX

1D
0.38%
1M
-7.74%
YTD
-0.24%
6M
-2.68%
1Y
0.17%
3Y*
5.09%
5Y*
2.35%
10Y*
4.14%

DPYA.L

1D
0.05%
1M
-9.18%
YTD
0.27%
6M
0.25%
1Y
6.88%
3Y*
6.35%
5Y*
1.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSIX vs. DPYA.L - Expense Ratio Comparison

VGSIX has a 0.26% expense ratio, which is lower than DPYA.L's 0.59% expense ratio.


Return for Risk

VGSIX vs. DPYA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGSIX
VGSIX Risk / Return Rank: 77
Overall Rank
VGSIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSIX Omega Ratio Rank: 66
Omega Ratio Rank
VGSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSIX Martin Ratio Rank: 88
Martin Ratio Rank

DPYA.L
DPYA.L Risk / Return Rank: 2626
Overall Rank
DPYA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DPYA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
DPYA.L Omega Ratio Rank: 2626
Omega Ratio Rank
DPYA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DPYA.L Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGSIX vs. DPYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund (VGSIX) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). 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.


VGSIXDPYA.LDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.46

-0.40

Sortino ratio

Return per unit of downside risk

0.20

0.72

-0.52

Omega ratio

Gain probability vs. loss probability

1.03

1.10

-0.07

Calmar ratio

Return relative to maximum drawdown

0.08

0.57

-0.50

Martin ratio

Return relative to average drawdown

0.31

2.23

-1.93

VGSIX vs. DPYA.L - Sharpe Ratio Comparison

The current VGSIX Sharpe Ratio is 0.06, which is lower than the DPYA.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VGSIX and DPYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGSIXDPYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.46

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.08

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.13

+0.20

Correlation

The correlation between VGSIX and DPYA.L 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.


Dividends

VGSIX vs. DPYA.L - Dividend Comparison

VGSIX's dividend yield for the trailing twelve months is around 3.84%, while DPYA.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VGSIX
Vanguard Real Estate Index Fund
3.84%2.76%2.83%3.77%3.75%2.43%3.78%3.24%4.59%4.09%4.67%3.78%
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGSIX vs. DPYA.L - Drawdown Comparison

The maximum VGSIX drawdown since its inception was -73.13%, which is greater than DPYA.L's maximum drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for VGSIX and DPYA.L.


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Drawdown Indicators


VGSIXDPYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-42.96%

-30.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-11.39%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-33.79%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-12.98%

-9.67%

-3.31%

Average Drawdown

Average peak-to-trough decline

-11.91%

-12.59%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.93%

+0.23%

Volatility

VGSIX vs. DPYA.L - Volatility Comparison

The current volatility for Vanguard Real Estate Index Fund (VGSIX) is 4.12%, while iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) has a volatility of 4.81%. This indicates that VGSIX experiences smaller price fluctuations and is considered to be less risky than DPYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSIXDPYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.81%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

8.26%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

14.80%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

16.15%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

18.32%

+2.53%