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

Correlation

The correlation between VNQ and USRT is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VNQ vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
135.15%
122.81%
VNQ
USRT

Key characteristics

Sharpe Ratio

VNQ:

0.80

USRT:

0.75

Sortino Ratio

VNQ:

1.18

USRT:

1.13

Omega Ratio

VNQ:

1.16

USRT:

1.15

Calmar Ratio

VNQ:

0.58

USRT:

0.68

Martin Ratio

VNQ:

2.77

USRT:

2.64

Ulcer Index

VNQ:

5.24%

USRT:

5.26%

Daily Std Dev

VNQ:

18.18%

USRT:

18.50%

Max Drawdown

VNQ:

-73.07%

USRT:

-69.89%

Current Drawdown

VNQ:

-14.85%

USRT:

-11.09%

Returns By Period

In the year-to-date period, VNQ achieves a -1.51% return, which is significantly higher than USRT's -3.46% return. Over the past 10 years, VNQ has underperformed USRT with an annualized return of 4.64%, while USRT has yielded a comparatively higher 5.09% annualized return.


VNQ

YTD

-1.51%

1M

-4.29%

6M

-8.15%

1Y

12.44%

5Y*

7.67%

10Y*

4.64%

USRT

YTD

-3.46%

1M

-4.36%

6M

-9.18%

1Y

11.87%

5Y*

9.93%

10Y*

5.09%

*Annualized

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VNQ vs. USRT - Expense Ratio Comparison

VNQ has a 0.12% expense ratio, which is higher than USRT's 0.08% 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%.


Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%
Expense ratio chart for USRT: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USRT: 0.08%

Risk-Adjusted Performance

VNQ vs. USRT — Risk-Adjusted Performance Rank

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

VNQ
The Risk-Adjusted Performance Rank of VNQ is 7575
Overall Rank
The Sharpe Ratio Rank of VNQ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 7474
Martin Ratio Rank

USRT
The Risk-Adjusted Performance Rank of USRT is 7474
Overall Rank
The Sharpe Ratio Rank of USRT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of USRT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of USRT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of USRT is 7777
Calmar Ratio Rank
The Martin Ratio Rank of USRT is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VNQ vs. USRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and iShares Core U.S. REIT ETF (USRT). 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.


The chart of Sharpe ratio for VNQ, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
VNQ: 0.80
USRT: 0.75
The chart of Sortino ratio for VNQ, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
VNQ: 1.18
USRT: 1.13
The chart of Omega ratio for VNQ, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
VNQ: 1.16
USRT: 1.15
The chart of Calmar ratio for VNQ, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.00
VNQ: 0.58
USRT: 0.68
The chart of Martin ratio for VNQ, currently valued at 2.77, compared to the broader market0.0020.0040.0060.00
VNQ: 2.77
USRT: 2.64

The current VNQ Sharpe Ratio is 0.80, which is comparable to the USRT Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VNQ and USRT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.80
0.75
VNQ
USRT

Dividends

VNQ vs. USRT - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 4.18%, more than USRT's 2.92% yield.


TTM20242023202220212020201920182017201620152014
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
USRT
iShares Core U.S. REIT ETF
2.92%2.85%3.18%3.47%2.27%3.12%3.34%5.66%3.43%3.98%3.59%3.46%

Drawdowns

VNQ vs. USRT - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, roughly equal to the maximum USRT drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for VNQ and USRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.85%
-11.09%
VNQ
USRT

Volatility

VNQ vs. USRT - Volatility Comparison

The current volatility for Vanguard Real Estate ETF (VNQ) is 10.40%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 11.03%. This indicates that VNQ experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.40%
11.03%
VNQ
USRT