Snapshot*
Top 10 Holdings
What is VNQ?
Vanguard Real Estate ETF seeks to provide a high level of income and moderate long-term capital appreciation by tracking the performance of a benchmark index that measures the performance of publicly traded equity REITs and other real estate-related investments.
VNQPerformance Measures**
for the time period Sep 29, 2004 to Dec 4, 2025
1M Trailing Return: 0.9%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -0.7%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -73.1%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 28.6%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.39
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.10
The annualized return divided by the max drawdown for the selected time period.
ETFs related toVNQ
ETFs correlated to VNQ include FREL, IYR, SCHH
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toVNQ
Aggressive Battleship III/ Sort WM 74
Category
Tactical allocation, trend-following, momentum rotation, multi-asset, leveraged ETFs, crash-hedge, commodities tilt, daily rebalanced
OOS Cumulative Return
147.42%
FTLT V5 W/ Frontrunner V4 + Aggressive Battleship V2 WM74
Category
Trend-following, momentum, mean-reversion, volatility hedge, leveraged/inverse ETFs, tactical allocation, commodities, daily rebalancing
OOS Cumulative Return
137.85%
Create your own algorithmic trading strategy with VNQ using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.