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VNQ vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VNQ vs. USD=X - Performance Comparison

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

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Returns By Period


VNQ

1D
-0.07%
1M
0.95%
YTD
11.49%
6M
11.16%
1Y
12.43%
3Y*
10.04%
5Y*
2.36%
10Y*
5.53%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQ vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
11.49%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VNQ vs. USD=X — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2929
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VNQUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.50

Martin ratioReturn relative to average drawdown

4.71

VNQ vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

VNQ vs. USD=X - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VNQ and USD=X.


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Drawdown Indicators


VNQUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

0.00%

-73.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

0.00%

-8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

0.00%

-17.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

0.00%

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

0.00%

-42.40%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-13.61%

0.00%

-13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

0.00%

+2.65%

Volatility

VNQ vs. USD=X - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.74% compared to USD Cash (USD=X) at 0.00%. This indicates that VNQ's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNQUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

0.00%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

0.00%

+9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

0.00%

+13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

0.00%

+18.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

0.00%

+20.72%

Frequently Asked Questions


VNQ has higher volatility (4.74%) compared to USD=X (0.00%). In terms of maximum drawdown, VNQ dropped -73.07% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for VNQ and USD=X

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