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VNQI vs. HAUZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNQI and HAUZ is 0.72, 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.


-0.50.00.51.00.7

Performance

VNQI vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.65%
1.93%
VNQI
HAUZ

Key characteristics

Sharpe Ratio

VNQI:

-0.05

HAUZ:

-0.21

Sortino Ratio

VNQI:

0.03

HAUZ:

-0.19

Omega Ratio

VNQI:

1.00

HAUZ:

0.98

Calmar Ratio

VNQI:

-0.02

HAUZ:

-0.12

Martin Ratio

VNQI:

-0.13

HAUZ:

-0.56

Ulcer Index

VNQI:

5.31%

HAUZ:

5.59%

Daily Std Dev

VNQI:

14.06%

HAUZ:

15.03%

Max Drawdown

VNQI:

-38.35%

HAUZ:

-39.51%

Current Drawdown

VNQI:

-23.60%

HAUZ:

-23.94%

Returns By Period

In the year-to-date period, VNQI achieves a -2.00% return, which is significantly higher than HAUZ's -4.87% return. Over the past 10 years, VNQI has underperformed HAUZ with an annualized return of 0.92%, while HAUZ has yielded a comparatively higher 1.06% annualized return.


VNQI

YTD

-2.00%

1M

-1.72%

6M

2.63%

1Y

-0.69%

5Y*

-4.34%

10Y*

0.92%

HAUZ

YTD

-4.87%

1M

-2.88%

6M

0.77%

1Y

-3.14%

5Y*

-4.00%

10Y*

1.06%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VNQI vs. HAUZ - Expense Ratio Comparison

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


VNQI
Vanguard Global ex-U.S. Real Estate ETF
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for HAUZ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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 ratio
The chart of Sharpe ratio for VNQI, currently valued at -0.05, compared to the broader market0.002.004.00-0.05-0.21
The chart of Sortino ratio for VNQI, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.0010.000.03-0.19
The chart of Omega ratio for VNQI, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.000.98
The chart of Calmar ratio for VNQI, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.02-0.12
The chart of Martin ratio for VNQI, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00100.00-0.13-0.56
VNQI
HAUZ

The current VNQI Sharpe Ratio is -0.05, which is higher than the HAUZ Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VNQI and HAUZ, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
-0.21
VNQI
HAUZ

Dividends

VNQI vs. HAUZ - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 5.15%, more than HAUZ's 4.48% yield.


TTM20232022202120202019201820172016201520142013
VNQI
Vanguard Global ex-U.S. Real Estate ETF
5.15%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%3.27%
HAUZ
Xtrackers International Real Estate ETF
4.48%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%0.06%

Drawdowns

VNQI vs. HAUZ - Drawdown Comparison

The maximum VNQI drawdown since its inception was -38.35%, roughly equal to the maximum HAUZ drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for VNQI and HAUZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.60%
-23.94%
VNQI
HAUZ

Volatility

VNQI vs. HAUZ - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.91%, while Xtrackers International Real Estate ETF (HAUZ) has a volatility of 4.34%. 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%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
4.34%
VNQI
HAUZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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