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

Correlation

The correlation between VNQI and RWO 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.


Performance

VNQI vs. RWO - 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 SPDR Dow Jones Global Real Estate ETF (RWO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
52.80%
99.31%
VNQI
RWO

Key characteristics

Sharpe Ratio

VNQI:

0.55

RWO:

0.65

Sortino Ratio

VNQI:

0.77

RWO:

0.95

Omega Ratio

VNQI:

1.10

RWO:

1.12

Calmar Ratio

VNQI:

0.27

RWO:

0.44

Martin Ratio

VNQI:

0.93

RWO:

1.67

Ulcer Index

VNQI:

7.83%

RWO:

6.08%

Daily Std Dev

VNQI:

15.28%

RWO:

16.44%

Max Drawdown

VNQI:

-38.35%

RWO:

-68.60%

Current Drawdown

VNQI:

-16.92%

RWO:

-13.39%

Returns By Period

In the year-to-date period, VNQI achieves a 9.00% return, which is significantly higher than RWO's 2.48% return. Over the past 10 years, VNQI has underperformed RWO with an annualized return of 1.00%, while RWO has yielded a comparatively higher 2.58% annualized return.


VNQI

YTD

9.00%

1M

14.16%

6M

3.14%

1Y

8.31%

5Y*

2.57%

10Y*

1.00%

RWO

YTD

2.48%

1M

12.38%

6M

-2.45%

1Y

10.64%

5Y*

6.43%

10Y*

2.58%

*Annualized

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VNQI vs. RWO - Expense Ratio Comparison

VNQI has a 0.12% expense ratio, which is lower than RWO's 0.50% expense ratio.


Risk-Adjusted Performance

VNQI vs. RWO — Risk-Adjusted Performance Rank

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

VNQI
The Risk-Adjusted Performance Rank of VNQI is 5050
Overall Rank
The Sharpe Ratio Rank of VNQI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 4141
Martin Ratio Rank

RWO
The Risk-Adjusted Performance Rank of RWO is 6161
Overall Rank
The Sharpe Ratio Rank of RWO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of RWO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of RWO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of RWO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of RWO is 5555
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.

VNQI vs. RWO - 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 SPDR Dow Jones Global Real Estate ETF (RWO). 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 current VNQI Sharpe Ratio is 0.55, which is comparable to the RWO Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VNQI and RWO, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.55
0.65
VNQI
RWO

Dividends

VNQI vs. RWO - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 4.73%, more than RWO's 3.69% yield.


TTM20242023202220212020201920182017201620152014
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.73%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%
RWO
SPDR Dow Jones Global Real Estate ETF
3.69%3.68%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%3.08%

Drawdowns

VNQI vs. RWO - Drawdown Comparison

The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum RWO drawdown of -68.60%. Use the drawdown chart below to compare losses from any high point for VNQI and RWO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-16.92%
-13.39%
VNQI
RWO

Volatility

VNQI vs. RWO - Volatility Comparison

The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 6.15%, while SPDR Dow Jones Global Real Estate ETF (RWO) has a volatility of 7.28%. This indicates that VNQI experiences smaller price fluctuations and is considered to be less risky than RWO 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%December2025FebruaryMarchAprilMay
6.15%
7.28%
VNQI
RWO