PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

VNQI vs. HAUZ

Last updated Sep 30, 2023

Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Xtrackers International Real Estate ETF (HAUZ).

VNQI and HAUZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. HAUZ is a passively managed fund by DWS that tracks the performance of the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. It was launched on Oct 1, 2013. Both VNQI and HAUZ 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: VNQI or HAUZ.

Key characteristics


VNQIHAUZ
YTD Return-5.83%-6.87%
1Y Return4.44%4.86%
5Y Return (Ann)-3.65%-3.80%
10Y Return (Ann)0.06%1.13%
Sharpe Ratio0.140.17
Daily Std Dev17.21%17.64%
Max Drawdown-38.35%-39.51%

Correlation

0.69
-1.001.00

The correlation between VNQI and HAUZ is 0.69, 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.

VNQI vs. HAUZ - Performance Comparison

In the year-to-date period, VNQI achieves a -5.83% return, which is significantly higher than HAUZ's -6.87% return. Over the past 10 years, VNQI has underperformed HAUZ with an annualized return of 0.06%, while HAUZ has yielded a comparatively higher 1.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%MayJuneJulyAugustSeptember
-5.09%
-6.60%
VNQI
HAUZ

Compare stocks, funds, or ETFs


Vanguard Global ex-U.S. Real Estate ETF

Xtrackers International Real Estate ETF

VNQI vs. HAUZ - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 0.60%, less than HAUZ's 3.35% yield.


TTM20222021202020192018201720162015201420132012
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.60%0.57%6.52%1.00%8.20%5.40%4.71%6.58%3.82%5.63%4.67%8.24%
HAUZ
Xtrackers International Real Estate ETF
3.35%2.03%5.03%3.67%4.16%2.26%3.09%2.67%11.81%6.81%0.08%0.00%

VNQI vs. HAUZ - Expense Ratio Comparison

VNQI has a 0.12% expense ratio, which is higher than HAUZ's 0.10% expense ratio.

0.12%
0.00%2.15%
0.10%
0.00%2.15%

VNQI vs. HAUZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Xtrackers International Real Estate ETF (HAUZ). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.14
HAUZ
Xtrackers International Real Estate ETF
0.17

VNQI vs. HAUZ - Sharpe Ratio Comparison

The current VNQI Sharpe Ratio is 0.14, which roughly equals the HAUZ Sharpe Ratio of 0.17. The chart below compares the 12-month rolling Sharpe Ratio of VNQI and HAUZ.


Rolling 12-month Sharpe Ratio-1.00-0.500.00MayJuneJulyAugustSeptember
0.14
0.17
VNQI
HAUZ

VNQI vs. HAUZ - Drawdown Comparison

The maximum VNQI drawdown for the period was -31.86%, roughly equal to the maximum HAUZ drawdown of -30.63%. The drawdown chart below compares losses from any high point along the way for VNQI and HAUZ


-32.00%-30.00%-28.00%-26.00%-24.00%MayJuneJulyAugustSeptember
-31.38%
-29.95%
VNQI
HAUZ

VNQI vs. HAUZ - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.11%, while Xtrackers International Real Estate ETF (HAUZ) has a volatility of 3.33%. This indicates that VNQI experiences smaller price fluctuations and is considered to be less risky than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptember
3.11%
3.33%
VNQI
HAUZ