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VRE.TO vs. REIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRE.TO vs. REIT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Canadian Capped REIT Index ETF (VRE.TO) and ALPS Active REIT ETF (REIT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VRE.TO is traded in CAD, while REIT is traded in USD. To make them comparable, the REIT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VRE.TO achieves a 5.92% return, which is significantly lower than REIT's 21.40% return.


VRE.TO

1D
0.39%
1M
2.67%
6M
1.44%
YTD
5.92%
1Y
5.38%
3Y*
6.86%
5Y*
1.39%
10Y*
4.67%

REIT

1D
-0.90%
1M
2.09%
6M
17.04%
YTD
21.40%
1Y
23.54%
3Y*
12.38%
5Y*
6.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRE.TO vs. REIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VRE.TO
Vanguard FTSE Canadian Capped REIT Index ETF
5.92%4.62%7.38%9.26%-22.66%27.97%
REIT
ALPS Active REIT ETF
21.40%-5.09%16.17%11.03%-16.24%34.44%

Correlation

The correlation between VRE.TO and REIT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2021

0.58

The correlation between VRE.TO and REIT has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

VRE.TO vs. REIT — Risk / Return Rank

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

VRE.TO
VRE.TO Risk / Return Rank: 1515
Overall Rank
VRE.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VRE.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
VRE.TO Omega Ratio Rank: 1515
Omega Ratio Rank
VRE.TO Calmar Ratio Rank: 1414
Calmar Ratio Rank
VRE.TO Martin Ratio Rank: 1414
Martin Ratio Rank

REIT
REIT Risk / Return Rank: 5858
Overall Rank
REIT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
REIT Sortino Ratio Rank: 5252
Sortino Ratio Rank
REIT Omega Ratio Rank: 5353
Omega Ratio Rank
REIT Calmar Ratio Rank: 6969
Calmar Ratio Rank
REIT Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRE.TO vs. REIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian Capped REIT Index ETF (VRE.TO) and ALPS Active REIT ETF (REIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VRE.TOREITDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.08

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

0.37

3.57

-3.20

Martin ratioReturn relative to average drawdown

0.78

8.99

-8.22

VRE.TO vs. REIT - Sharpe Ratio Comparison

The current VRE.TO Sharpe Ratio is 0.41, which is lower than the REIT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VRE.TO and REIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VRE.TO vs. REIT - Drawdown Comparison

The maximum VRE.TO drawdown since its inception was -48.06%, which is greater than REIT's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for VRE.TO and REIT.


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Drawdown Indicators


VRE.TOREITDifference

Max Drawdown

Largest peak-to-trough decline

-48.06%

-22.65%

-25.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-6.62%

-7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

-17.12%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

-22.65%

-7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.06%

Current Drawdown

Current decline from peak

-3.26%

-2.08%

-1.18%

Average Drawdown

Average peak-to-trough decline

-8.22%

-8.05%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

2.62%

+4.33%

Volatility

VRE.TO vs. REIT - Volatility Comparison

The current volatility for Vanguard FTSE Canadian Capped REIT Index ETF (VRE.TO) is 3.83%, while ALPS Active REIT ETF (REIT) has a volatility of 5.03%. This indicates that VRE.TO experiences smaller price fluctuations and is considered to be less risky than REIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRE.TOREITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

5.03%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

10.58%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

14.03%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

19.39%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

19.16%

-1.62%

VRE.TO vs. REIT - Expense Ratio Comparison

VRE.TO has a 0.30% expense ratio, which is lower than REIT's 0.68% expense ratio.


Dividends

VRE.TO vs. REIT - Dividend Comparison

VRE.TO's dividend yield for the trailing twelve months is around 2.68%, which matches REIT's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
REIT
ALPS Active REIT ETF
2.69%3.20%3.06%3.13%2.81%4.71%0.00%0.00%0.00%0.00%0.00%0.00%
VRE.TO
Vanguard FTSE Canadian Capped REIT Index ETF
2.68%2.84%2.97%2.65%4.75%2.73%3.74%5.15%3.83%3.72%4.10%2.01%

Frequently Asked Questions


VRE.TO and REIT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VRE.TO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VRE.TO is cheaper with a 0.30% expense ratio, compared with 0.68% for REIT.

They also come from different issuers: Vanguard and ALPS. Their fees differ too: 0.30% for VRE.TO and 0.68% for REIT.

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