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VPN vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VPN and VNQ 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

VPN vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
18.36%
-1.27%
VPN
VNQ

Key characteristics

Sharpe Ratio

VPN:

1.50

VNQ:

0.82

Sortino Ratio

VPN:

2.04

VNQ:

1.17

Omega Ratio

VPN:

1.27

VNQ:

1.15

Calmar Ratio

VPN:

1.33

VNQ:

0.50

Martin Ratio

VPN:

5.67

VNQ:

2.76

Ulcer Index

VPN:

5.21%

VNQ:

4.68%

Daily Std Dev

VPN:

19.69%

VNQ:

15.87%

Max Drawdown

VPN:

-39.01%

VNQ:

-73.07%

Current Drawdown

VPN:

-1.77%

VNQ:

-10.71%

Returns By Period

In the year-to-date period, VPN achieves a 14.14% return, which is significantly higher than VNQ's 3.28% return.


VPN

YTD

14.14%

1M

9.25%

6M

17.78%

1Y

26.51%

5Y*

N/A

10Y*

N/A

VNQ

YTD

3.28%

1M

1.42%

6M

-1.13%

1Y

12.78%

5Y*

3.29%

10Y*

5.11%

*Annualized

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VPN vs. VNQ - Expense Ratio Comparison

VPN has a 0.50% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Expense ratio chart for VPN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VNQ: 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%

Risk-Adjusted Performance

VPN vs. VNQ — Risk-Adjusted Performance Rank

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

VPN
The Risk-Adjusted Performance Rank of VPN is 6060
Overall Rank
The Sharpe Ratio Rank of VPN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VPN is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VPN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VPN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VPN is 5656
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 3030
Overall Rank
The Sharpe Ratio Rank of VNQ is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 3131
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.

VPN vs. VNQ - 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 Vanguard Real Estate ETF (VNQ). 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 VPN, currently valued at 1.54, compared to the broader market0.002.004.001.540.82
The chart of Sortino ratio for VPN, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.0012.002.081.17
The chart of Omega ratio for VPN, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.15
The chart of Calmar ratio for VPN, currently valued at 1.36, compared to the broader market0.005.0010.0015.001.360.50
The chart of Martin ratio for VPN, currently valued at 5.80, compared to the broader market0.0020.0040.0060.0080.00100.005.802.76
VPN
VNQ

The current VPN Sharpe Ratio is 1.50, which is higher than the VNQ Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VPN and VNQ, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.54
0.82
VPN
VNQ

Dividends

VPN vs. VNQ - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 1.50%, less than VNQ's 3.73% yield.


TTM20242023202220212020201920182017201620152014
VPN
Global X Data Center REITs & Digital Infrastructure ETF
1.50%1.72%1.18%2.57%0.85%0.30%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.73%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

VPN vs. VNQ - Drawdown Comparison

The maximum VPN drawdown since its inception was -39.01%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VPN and VNQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.77%
-10.71%
VPN
VNQ

Volatility

VPN vs. VNQ - Volatility Comparison

Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a higher volatility of 7.83% compared to Vanguard Real Estate ETF (VNQ) at 3.64%. This indicates that VPN's price experiences larger fluctuations and is considered to be riskier than VNQ 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%SeptemberOctoberNovemberDecember2025February
7.83%
3.64%
VPN
VNQ