VWCG.DE vs. VNQ
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and Vanguard Real Estate ETF (VNQ).
VWCG.DE and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWCG.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on Jul 23, 2019. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both VWCG.DE and VNQ 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: VWCG.DE or VNQ.
Key characteristics
| VWCG.DE | VNQ | |
|---|---|---|
| YTD Return | 8.75% | 11.73% |
| 1Y Return | 16.49% | 33.45% |
| 3Y Return (Ann) | 4.95% | -0.66% |
| 5Y Return (Ann) | 7.34% | 4.94% |
| Sharpe Ratio | 1.53 | 1.83 |
| Sortino Ratio | 2.11 | 2.62 |
| Omega Ratio | 1.27 | 1.33 |
| Calmar Ratio | 2.21 | 1.01 |
| Martin Ratio | 9.14 | 7.04 |
| Ulcer Index | 1.68% | 4.45% |
| Daily Std Dev | 10.16% | 17.13% |
| Max Drawdown | -35.68% | -73.07% |
| Current Drawdown | -3.81% | -7.83% |
Correlation
The correlation between VWCG.DE and VNQ is 0.43, 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.
Performance
VWCG.DE vs. VNQ - Performance Comparison
In the year-to-date period, VWCG.DE achieves a 8.75% return, which is significantly lower than VNQ's 11.73% 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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VWCG.DE vs. VNQ - Expense Ratio Comparison
VWCG.DE has a 0.10% expense ratio, which is lower than VNQ's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VWCG.DE vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) 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.
Dividends
VWCG.DE vs. VNQ - Dividend Comparison
VWCG.DE has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
VWCG.DE vs. VNQ - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.68%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and VNQ. For additional features, visit the drawdowns tool.
Volatility
VWCG.DE vs. VNQ - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 3.90%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.30%. This indicates that VWCG.DE experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.