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VNQ vs. BLDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNQ vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

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VNQ vs. BLDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VNQ
Vanguard Real Estate ETF
1.67%3.24%4.81%11.85%-26.25%40.54%13.35%
BLDG
Cambria Global Real Estate ETF
-0.71%4.26%8.18%1.76%-14.66%22.47%15.37%

Returns By Period

In the year-to-date period, VNQ achieves a 1.67% return, which is significantly higher than BLDG's -0.71% return.


VNQ

1D
0.36%
1M
-6.21%
YTD
1.67%
6M
-0.84%
1Y
2.18%
3Y*
6.57%
5Y*
2.86%
10Y*
4.69%

BLDG

1D
0.23%
1M
-7.55%
YTD
-0.71%
6M
-4.12%
1Y
6.29%
3Y*
5.76%
5Y*
2.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNQ vs. BLDG - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is lower than BLDG's 0.59% expense ratio.


Return for Risk

VNQ vs. BLDG — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 1515
Overall Rank
VNQ Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 1414
Sortino Ratio Rank
VNQ Omega Ratio Rank: 1414
Omega Ratio Rank
VNQ Calmar Ratio Rank: 1515
Calmar Ratio Rank
VNQ Martin Ratio Rank: 1717
Martin Ratio Rank

BLDG
BLDG Risk / Return Rank: 2424
Overall Rank
BLDG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2323
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2626
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.

VNQ vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and Cambria Global Real Estate ETF (BLDG). 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.


VNQBLDGDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.47

-0.34

Sortino ratio

Return per unit of downside risk

0.30

0.73

-0.44

Omega ratio

Gain probability vs. loss probability

1.04

1.10

-0.06

Calmar ratio

Return relative to maximum drawdown

0.18

0.58

-0.40

Martin ratio

Return relative to average drawdown

0.70

2.11

-1.41

VNQ vs. BLDG - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.13, which is lower than the BLDG Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VNQ and BLDG, 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


VNQBLDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.47

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.15

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.38

-0.13

Correlation

The correlation between VNQ and BLDG is 0.85, 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.


Dividends

VNQ vs. BLDG - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.92%, less than BLDG's 6.11% yield.


TTM20252024202320222021202020192018201720162015
VNQ
Vanguard Real Estate ETF
3.92%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
BLDG
Cambria Global Real Estate ETF
6.11%7.46%7.97%4.99%3.99%10.40%0.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VNQ vs. BLDG - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for VNQ and BLDG.


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Drawdown Indicators


VNQBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-27.25%

-45.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-10.80%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-27.25%

-7.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

Current Drawdown

Current decline from peak

-9.24%

-8.75%

-0.49%

Average Drawdown

Average peak-to-trough decline

-13.71%

-9.44%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.98%

+0.23%

Volatility

VNQ vs. BLDG - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.57% compared to Cambria Global Real Estate ETF (BLDG) at 4.17%. This indicates that VNQ's price experiences larger fluctuations and is considered to be riskier than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNQBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.17%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

7.34%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

13.30%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

15.22%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

15.60%

+5.10%