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

Correlation

The correlation between VNQI and RWX is 0.67, 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: 0.7

Performance

VNQI vs. RWX - 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 DJ Wilshire International Real Estate ETF (RWX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
50.10%
33.33%
VNQI
RWX

Key characteristics

Sharpe Ratio

VNQI:

0.61

RWX:

0.42

Sortino Ratio

VNQI:

0.97

RWX:

0.71

Omega Ratio

VNQI:

1.12

RWX:

1.08

Calmar Ratio

VNQI:

0.35

RWX:

0.20

Martin Ratio

VNQI:

1.22

RWX:

0.68

Ulcer Index

VNQI:

7.78%

RWX:

9.47%

Daily Std Dev

VNQI:

15.62%

RWX:

15.22%

Max Drawdown

VNQI:

-38.35%

RWX:

-73.57%

Current Drawdown

VNQI:

-18.38%

RWX:

-21.25%

Returns By Period

In the year-to-date period, VNQI achieves a 7.08% return, which is significantly lower than RWX's 12.66% return. Over the past 10 years, VNQI has outperformed RWX with an annualized return of 0.63%, while RWX has yielded a comparatively lower -0.75% annualized return.


VNQI

YTD

7.08%

1M

3.80%

6M

1.95%

1Y

11.26%

5Y*

3.05%

10Y*

0.63%

RWX

YTD

12.66%

1M

5.19%

6M

2.74%

1Y

8.57%

5Y*

3.19%

10Y*

-0.75%

*Annualized

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VNQI vs. RWX - Expense Ratio Comparison

VNQI has a 0.12% expense ratio, which is lower than RWX's 0.59% expense ratio.


Expense ratio chart for RWX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RWX: 0.59%
Expense ratio chart for VNQI: 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%
VNQI: 0.12%

Risk-Adjusted Performance

VNQI vs. RWX — 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 5656
Overall Rank
The Sharpe Ratio Rank of VNQI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 4444
Martin Ratio Rank

RWX
The Risk-Adjusted Performance Rank of RWX is 4444
Overall Rank
The Sharpe Ratio Rank of RWX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RWX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of RWX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RWX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of RWX is 3434
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. RWX - 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 DJ Wilshire International Real Estate ETF (RWX). 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 VNQI, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
VNQI: 0.61
RWX: 0.42
The chart of Sortino ratio for VNQI, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.00
VNQI: 0.97
RWX: 0.71
The chart of Omega ratio for VNQI, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
VNQI: 1.12
RWX: 1.08
The chart of Calmar ratio for VNQI, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
VNQI: 0.35
RWX: 0.20
The chart of Martin ratio for VNQI, currently valued at 1.22, compared to the broader market0.0020.0040.0060.00
VNQI: 1.22
RWX: 0.68

The current VNQI Sharpe Ratio is 0.61, which is higher than the RWX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VNQI and RWX, 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.61
0.42
VNQI
RWX

Dividends

VNQI vs. RWX - Dividend Comparison

VNQI's dividend yield for the trailing twelve months is around 4.82%, more than RWX's 3.88% yield.


TTM20242023202220212020201920182017201620152014
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.82%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%
RWX
SPDR DJ Wilshire International Real Estate ETF
3.88%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%3.43%

Drawdowns

VNQI vs. RWX - Drawdown Comparison

The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum RWX drawdown of -73.57%. Use the drawdown chart below to compare losses from any high point for VNQI and RWX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-18.38%
-21.25%
VNQI
RWX

Volatility

VNQI vs. RWX - Volatility Comparison

Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a higher volatility of 8.62% compared to SPDR DJ Wilshire International Real Estate ETF (RWX) at 7.61%. This indicates that VNQI's price experiences larger fluctuations and is considered to be riskier than RWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.62%
7.61%
VNQI
RWX