VPN vs. XLRE
Compare and contrast key facts about Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Real Estate Select Sector SPDR Fund (XLRE).
VPN and XLRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XLRE is a passively managed fund by State Street that tracks the performance of the Real Estate Select Sector Index. It was launched on Oct 7, 2015. Both VPN and XLRE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPN or XLRE.
Performance
VPN vs. XLRE - Performance Comparison
Returns By Period
In the year-to-date period, VPN achieves a 17.35% return, which is significantly higher than XLRE's 11.88% return.
VPN
17.35%
-3.17%
17.39%
24.14%
N/A
N/A
XLRE
11.88%
-0.30%
19.18%
25.19%
6.34%
N/A
Key characteristics
| VPN | XLRE | |
|---|---|---|
| Sharpe Ratio | 1.31 | 1.58 |
| Sortino Ratio | 1.94 | 2.20 |
| Omega Ratio | 1.23 | 1.28 |
| Calmar Ratio | 1.02 | 0.99 |
| Martin Ratio | 4.80 | 6.08 |
| Ulcer Index | 4.84% | 4.20% |
| Daily Std Dev | 17.76% | 16.23% |
| Max Drawdown | -39.01% | -38.83% |
| Current Drawdown | -3.88% | -7.28% |
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VPN vs. XLRE - Expense Ratio Comparison
VPN has a 0.50% expense ratio, which is higher than XLRE's 0.13% expense ratio.
Correlation
The correlation between VPN and XLRE is 0.74, 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.
Risk-Adjusted Performance
VPN vs. XLRE - 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 Real Estate Select Sector SPDR Fund (XLRE). 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. XLRE - Dividend Comparison
VPN's dividend yield for the trailing twelve months is around 1.20%, less than XLRE's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPN Global X Data Center REITs & Digital Infrastructure ETF | 1.20% | 1.18% | 2.57% | 0.85% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% |
Drawdowns
VPN vs. XLRE - Drawdown Comparison
The maximum VPN drawdown since its inception was -39.01%, roughly equal to the maximum XLRE drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for VPN and XLRE. For additional features, visit the drawdowns tool.
Volatility
VPN vs. XLRE - Volatility Comparison
Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a higher volatility of 6.25% compared to Real Estate Select Sector SPDR Fund (XLRE) at 5.22%. This indicates that VPN's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.