VPN vs. EQIX
Compare and contrast key facts about Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Equinix, Inc. (EQIX).
VPN is a passively managed fund by Global X that tracks the performance of the Solactive Data Center REITs & Digital Infrastructure Index. It was launched on Oct 27, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPN or EQIX.
Key characteristics
| VPN | EQIX | |
|---|---|---|
| YTD Return | 19.55% | 16.13% |
| 1Y Return | 35.44% | 24.25% |
| 3Y Return (Ann) | 1.13% | 6.94% |
| Sharpe Ratio | 1.92 | 0.98 |
| Sortino Ratio | 2.77 | 1.67 |
| Omega Ratio | 1.33 | 1.20 |
| Calmar Ratio | 1.26 | 0.98 |
| Martin Ratio | 7.26 | 2.29 |
| Ulcer Index | 4.78% | 10.36% |
| Daily Std Dev | 18.06% | 24.23% |
| Max Drawdown | -39.01% | -99.44% |
| Current Drawdown | -2.08% | 0.00% |
Correlation
The correlation between VPN and EQIX 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.
Performance
VPN vs. EQIX - Performance Comparison
In the year-to-date period, VPN achieves a 19.55% return, which is significantly higher than EQIX's 16.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VPN vs. EQIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Equinix, Inc. (EQIX). 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.
Dividends
VPN vs. EQIX - Dividend Comparison
VPN's dividend yield for the trailing twelve months is around 1.17%, less than EQIX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VPN Global X Data Center REITs & Digital Infrastructure ETF | 1.17% | 1.18% | 2.57% | 0.85% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQIX Equinix, Inc. | 1.85% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
Drawdowns
VPN vs. EQIX - Drawdown Comparison
The maximum VPN drawdown since its inception was -39.01%, smaller than the maximum EQIX drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for VPN and EQIX. For additional features, visit the drawdowns tool.
Volatility
VPN vs. EQIX - Volatility Comparison
Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a higher volatility of 5.93% compared to Equinix, Inc. (EQIX) at 5.63%. This indicates that VPN's price experiences larger fluctuations and is considered to be riskier than EQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.