Simulation Settings
Category: Stocks
Period: January 1928 - June 2025 (~98 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Currency:
USD
Inflation: US
(Change Settings)
Results
Vanguard Real Estate (VNQ)
1.00$
Invested Capital
July 1995
July 1995
13.58$
Final Capital
June 2025
June 2025
9.08%
Yearly Return
19.56%
Std Deviation
-68.30%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
July 1995
July 1995
6.43$
Final Capital
June 2025
June 2025
6.40%
Yearly Return
19.56%
Std Deviation
-69.68%
Max Drawdown
75months
Recovery Period
1.00$
Invested Capital
January 1928
January 1928
733.01$
Final Capital
June 2025
June 2025
7.00%
Yearly Return
19.59%
Std Deviation
-68.30%
Max Drawdown
65months
Recovery Period
1.00$
Invested Capital
January 1928
January 1928
39.45$
Final Capital
June 2025
June 2025
3.84%
Yearly Return
19.59%
Std Deviation
-69.68%
Max Drawdown
75months
Recovery Period
---
1 Day: ---
---
Month: ---
The Vanguard Real Estate (VNQ) ETF covers to the following investment themes:
- Asset Class: Real Estate
- Size: Multi Cap
- Style: Blend
- Region: North America
- Country: U.S.
- Sector: Real Estate
- Industry: Broad Real Estate
As of June 2025, in the previous 30 Years, the Vanguard Real Estate (VNQ) ETF obtained a 9.08% compound annual return, with a 19.56% standard deviation. It suffered a maximum drawdown of -68.30% that required 65 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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The Vanguard Real Estate (VNQ) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VNQ Weightâ–ľ | Currency |
|---|---|---|---|
| Talmud Portfolio | Roger Gibson | 33.33% | USD |
| Marc Faber Portfolio | Marc Faber | 25.00% | USD |
| Ivy Portfolio | Mebane Faber | 20.00% | USD |
| Lazy Portfolio | David Swensen | 20.00% | USD |
| Yale Endowment | David Swensen | 20.00% | USD |
| Five Asset | Roger Gibson | 20.00% | USD |
| Dynamic 60/40 Income | The Lazy Team | 20.00% | USD |
| One-Decision Portfolio | Marvin Appel | 20.00% | USD |
| Nano Portfolio | John Wasik | 20.00% | USD |
| Five Fold | Scott Burns | 20.00% | USD |
| Weird Portfolio | Value Stock Geek | 20.00% | USD |
| Six Ways from Sunday | Scott Burns | 16.66% | USD |
| Pinwheel | Tyler | 15.00% | USD |
| Late Sixties and Beyond | Burton Malkiel | 15.00% | USD |
| Seven Value | Scott Burns | 14.25% | USD |
| Mid-Fifties | Burton Malkiel | 12.50% | USD |
| Coffeehouse | Bill Schultheis | 10.00% | USD |
| Robust | Alpha Architect | 10.00% | USD |
| Rob Arnott Portfolio | Rob Arnott | 10.00% | USD |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% | USD |
| Late Thirties to Early Forties | Burton Malkiel | 10.00% | USD |
| Mid-Twenties | Burton Malkiel | 10.00% | USD |
| Jane Bryant Quinn Portfolio | Jane Bryant Quinn | 10.00% | USD |
| Sheltered Sam 100/0 | Bill Bernstein | 10.00% | USD |
| Long Term Portfolio | Ben Stein | 10.00% | USD |
| Simple and Cheap | Time Money Inc | 10.00% | USD |
| Tilt Toward Value | Time Money Inc | 10.00% | USD |
| Odd-Stats Strategy | Aim Ways | 10.00% | USD |
| Golden Ratio Portfolio | Frank Vasquez | 10.00% | USD |
| Sheltered Sam 90/10 | Bill Bernstein | 9.00% | USD |
| 7Twelve Portfolio | Craig Israelsen | 8.34% | USD |
| Core Four | Rick Ferri | 8.00% | USD |
| Ideal Index | Frank Armstrong | 8.00% | USD |
| Sheltered Sam 80/20 | Bill Bernstein | 8.00% | USD |
| Sheltered Sam 70/30 | Bill Bernstein | 7.00% | USD |
| Ultimate Buy&Hold | FundAdvice | 6.00% | USD |
| Big Rocks Portfolio | Larry Swedroe | 6.00% | USD |
| Sheltered Sam 60/40 | Bill Bernstein | 6.00% | USD |
| Coward's Portfolio | Bill Bernstein | 5.00% | USD |
| Sandwich Portfolio | Bob Clyatt | 5.00% | USD |
| Conservative Income | Charles Schwab | 5.00% | USD |
| Gone Fishin' Portfolio | Alexander Green | 5.00% | USD |
| Global Market Portfolio | Credit Suisse | 5.00% | USD |
| Sheltered Sam 50/50 | Bill Bernstein | 5.00% | USD |
| GAA Global Asset Allocation | Mebane Faber | 4.50% | USD |
| Perfect Portfolio | Ben Stein | 4.00% | USD |
| Sheltered Sam 40/60 | Bill Bernstein | 4.00% | USD |
| Sheltered Sam 30/70 | Bill Bernstein | 3.00% | USD |
| Sheltered Sam 20/80 | Bill Bernstein | 2.00% | USD |
| Sheltered Sam 10/90 | Bill Bernstein | 1.00% | USD |
| Lifepath Fund | iShares | 0.51% | USD |
Evaluate your portfolio strategy in 7 different currencies
Investment Returns as of Jun 30, 2025
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD REAL ESTATE (VNQ) ETF
Capital Growth
Swipe left to see all data
| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Real Estate (VNQ) |
1 $ | 13.58 $ | 1 257.71% | 9.08% | |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Real Estate (VNQ) |
1 $ | 6.43 $ | 543.42% | 6.40% | |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Real Estate (VNQ) |
1 $ | 733.01 $ | 73 201.31% | 7.00% | |
| Jan 1928 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Real Estate (VNQ) |
1 $ | 39.45 $ | 3 845.03% | 3.84% | |
| Jan 1928 | Jun 2025 |
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|
Show Live Returns: July 2025
|
Chg (%) | Return (%) | Return (%) as of Jun 30, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (6M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~98Y) |
|||
| Investment Return | --- | --- | 2.00 | 0.69 | 2.00 | 10.45 | 6.52 | 5.94 | 9.08 | 7.00 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
In 2024, the Vanguard Real Estate (VNQ) ETF granted a 3.85% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Real Estate (VNQ) ETF: Dividend Yield page.
Investment Metrics as of Jun 30, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD REAL ESTATE (VNQ) ETF
Advanced Metrics
1 January 1928 - 30 June 2025 (~98 years)
Swipe left to see all data
| Metrics as of Jun 30, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(6M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~98Y) |
|
| Investment Return (%) | 2.00 | 0.69 | -0.67 | 2.00 | 10.45 | 3.52 | 6.52 | 5.94 | 6.56 | 9.08 | 7.00 |
| Growth of 1$ | 1.02 | 1.01 | 0.99 | 1.02 | 1.10 | 1.11 | 1.37 | 1.78 | 3.56 | 13.58 | 733.01 |
| US Inflation (%) | 1.23 | 0.29 | 0.59 | 1.23 | 2.73 | 2.92 | 4.59 | 3.07 | 2.57 | 2.52 | 3.04 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -11.83 | -8.37 | -22.11 | -32.77 | -32.77 | -68.30 | -68.30 | -68.30 | |||
| Start to Recovery (# months) | 42* | 7* | 25 | 42* | 42* | 65 | 65 | 65 | |||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 2007 02 | ||||
| Start to Bottom (# months) | 1 | 15 | 22 | 22 | 25 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 6 | 10 | 20 | 20 | 40 | 40 | 40 | ||||
| End (yyyy mm) | - | 2024 08 | - | - | 2012 06 | 2012 06 | 2012 06 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-64.90 | ||||
| Start to Recovery (# months) | 199 | ||||||||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 1929 09 | ||||
| Start to Bottom (# months) | 1 | 15 | 22 | 22 | 25 | 25 | 34 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 1932 06 | ||||
| Bottom to End (# months) | 6 | 10 | 20 | 20 | 40 | 40 | 165 | ||||
| End (yyyy mm) | - | 2024 08 | - | - | 2012 06 | 2012 06 | 1946 03 | ||||
| Longest negative period (# months) | 10* | 24 | 47* | 55 | 70 | 92 | 233 | ||||
| Start (yyyy mm) | 2024 09 | 2022 08 | 2021 08 | 2019 04 | 2007 02 | 2001 07 | 1955 08 | ||||
| End (yyyy mm) | 2025 06 | 2024 07 | 2025 06 | 2023 10 | 2012 11 | 2009 02 | 1974 12 | ||||
| Annualized Return (%) | -3.30 | -0.09 | -0.59 | -0.25 | -0.09 | -0.25 | -0.04 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -23.01 | -9.35 | -25.29 | -38.61 | -38.61 | -69.68 | -69.68 | -69.68 | |||
| Start to Recovery (# months) | 42* | 7* | 26 | 42* | 42* | 75 | 75 | 75 | |||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 2007 02 | ||||
| Start to Bottom (# months) | 5 | 15 | 22 | 22 | 25 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2025 04 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 2 | 11 | 20 | 20 | 50 | 50 | 50 | ||||
| End (yyyy mm) | - | 2024 09 | - | - | 2013 04 | 2013 04 | 2013 04 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-50.10 | ||||
| Start to Recovery (# months) | 260 | ||||||||||
| Start (yyyy mm) | 2024 12 | 2022 08 | 2022 01 | 2022 01 | 2007 02 | 2007 02 | 1957 08 | ||||
| Start to Bottom (# months) | 5 | 15 | 22 | 22 | 25 | 25 | 209 | ||||
| Bottom (yyyy mm) | 2025 04 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | 1974 12 | ||||
| Bottom to End (# months) | 2 | 11 | 20 | 20 | 50 | 50 | 51 | ||||
| End (yyyy mm) | - | 2024 09 | - | - | 2013 04 | 2013 04 | 1979 03 | ||||
| Longest negative period (# months) | 11* | 35* | 52 | 99 | 111 | 146 | 576 | ||||
| Start (yyyy mm) | 2024 08 | 2022 08 | 2021 01 | 2015 08 | 2015 02 | 1997 01 | 1928 01 | ||||
| End (yyyy mm) | 2025 06 | 2025 06 | 2025 04 | 2023 10 | 2024 04 | 2009 02 | 1975 12 | ||||
| Annualized Return (%) | -0.26 | -2.21 | -0.12 | -0.07 | -0.05 | -0.22 | -0.07 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 14.87 | 20.06 | 19.22 | 17.86 | 21.97 | 19.56 | 19.59 | ||||
| Sharpe Ratio | 0.39 | -0.05 | 0.20 | 0.23 | 0.23 | 0.35 | 0.19 | ||||
| Sortino Ratio | 0.51 | -0.07 | 0.28 | 0.31 | 0.30 | 0.46 | 0.26 | ||||
| Ulcer Index | 5.09 | 10.30 | 16.19 | 12.86 | 18.60 | 15.92 | 18.54 | ||||
| Ratio: Return / Standard Deviation | 0.70 | 0.18 | 0.34 | 0.33 | 0.30 | 0.46 | 0.36 | ||||
| Ratio: Return / Deepest Drawdown | 1.25 | 0.16 | 0.20 | 0.18 | 0.10 | 0.13 | 0.10 | ||||
| Positive Months (%) | 66.66 | 58.33 | 60.00 | 59.16 | 59.16 | 61.66 | 57.94 | ||||
| Positive Months | 8 | 21 | 36 | 71 | 142 | 222 | 678 | ||||
| Negative Months | 4 | 15 | 24 | 49 | 98 | 138 | 492 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 5.94 | 18.35 | 18.35 | 23.58 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.33 | 3.15 | -5.70 | ||||||||
| Best 10 Years Return (%) - Annualized | 2.79 | 16.25 | 16.25 | 16.25 | |||||||
| Worst 10 Years Return (%) - Annualized | 1.36 | 0.54 | -5.44 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Jun 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 110.54 | 43.49 | 29.54 | 18.35 | 11.34 | 9.08 | |||||
| Worst Rolling Return (%) - Annualized | -58.17 | -25.03 | -8.74 | 3.15 | 6.56 | ||||||
| Positive Periods (%) | 75.3 | 85.2 | 95.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 105.83 | 39.99 | 26.93 | 16.25 | 9.00 | 6.40 | |||||
| Worst Rolling Return (%) - Annualized | -57.99 | -26.57 | -11.03 | 0.54 | 3.89 | ||||||
| Positive Periods (%) | 69.6 | 74.7 | 84.7 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 8.40 | 13.41 | 17.40 | 20.17 | 28.82 | 1.11 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 10.74 | 17.47 | 23.14 | 38.74 | 41.56 | 12.32 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 12.24 | 20.08 | 26.83 | 48.92 | 45.42 | 17.61 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 14.69 | 24.32 | 32.83 | 57.59 | 57.64 | 36.14 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 56.98 | 19.84 | 12.78 | 7.95 | 7.16 | 8.84 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 0.85 | 3.82 | 7.47 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1928 - Jun 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 114.31 | 43.49 | 29.54 | 23.58 | 16.14 | 15.45 | |||||
| Worst Rolling Return (%) - Annualized | -58.17 | -25.90 | -12.64 | -5.70 | 0.23 | 2.11 | |||||
| Positive Periods (%) | 71.1 | 81.5 | 89.1 | 94.6 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 129.50 | 39.99 | 26.93 | 16.25 | 10.13 | 10.53 | |||||
| Worst Rolling Return (%) - Annualized | -57.99 | -26.57 | -11.03 | -5.44 | -3.04 | -0.88 | |||||
| Positive Periods (%) | 62.8 | 67.7 | 72.9 | 81.6 | 92.3 | 96.9 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 8.58 | 13.93 | 18.43 | 17.15 | 21.17 | 14.69 | 1.75 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 10.92 | 18.00 | 24.18 | 28.80 | 33.93 | 28.46 | 18.99 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 12.43 | 20.61 | 27.87 | 38.55 | 42.74 | 36.60 | 26.89 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 14.88 | 24.86 | 33.88 | 48.70 | 51.36 | 43.89 | 34.69 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 56.98 | 19.84 | 12.78 | 7.26 | 3.83 | 2.81 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Jun 30, 2025
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of Vanguard Real Estate (VNQ) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD REAL ESTATE (VNQ) ETF
Monthly correlations as of 30 June 2025
Swipe left to see all data
| Correlation vs VNQ | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VTI
|
US Total Stock Market | 0.53 | 0.84 | 0.79 | 0.63 |
|
SPY
|
US Large Cap Blend | 0.51 | 0.84 | 0.78 | 0.61 |
|
IJH
|
US Mid Cap Blend | 0.66 | 0.84 | 0.79 | 0.68 |
|
IJR
|
US Small Cap Blend | 0.69 | 0.78 | 0.74 | 0.65 |
|
QQQ
|
US Technology | 0.15 | 0.70 | 0.65 | 0.39 |
|
PFF
|
US Preferred Stocks | 0.80 | 0.78 | 0.78 | 0.53 |
|
EFA
|
EAFE Stocks | 0.54 | 0.80 | 0.72 | 0.62 |
|
VT
|
World All Countries | 0.61 | 0.85 | 0.79 | 0.62 |
|
EEM
|
Emerging Markets | 0.28 | 0.60 | 0.58 | 0.53 |
|
BND
|
US Total Bond Market | 0.82 | 0.70 | 0.59 | 0.34 |
|
TLT
|
US Long Term Treasuries | 0.84 | 0.66 | 0.41 | 0.12 |
|
BIL
|
US Cash | 0.33 | -0.05 | -0.06 | -0.01 |
|
TIP
|
US TIPS | 0.76 | 0.73 | 0.65 | 0.34 |
|
LQD
|
US Invest. Grade Bonds | 0.89 | 0.74 | 0.70 | 0.46 |
|
HYG
|
US High Yield Bonds | 0.85 | 0.76 | 0.73 | 0.69 |
|
CWB
|
US Convertible Bonds | 0.62 | 0.72 | 0.70 | 0.61 |
|
BNDX
|
International Bonds | 0.70 | 0.63 | 0.59 | 0.32 |
|
EMB
|
Emerg. Market Bonds | 0.88 | 0.78 | 0.72 | 0.53 |
|
GLD
|
Gold | 0.01 | 0.22 | 0.15 | 0.14 |
|
DBC
|
Commodities | -0.20 | 0.26 | 0.29 | 0.25 |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
VANGUARD REAL ESTATE (VNQ) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1928 - 30 June 2025 (~98 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Vanguard Real Estate (VNQ) ETF: Rolling Returns
Vanguard Real Estate (VNQ) ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
VANGUARD REAL ESTATE (VNQ) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1928 - 30 June 2025 (~98 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Vanguard Real Estate (VNQ) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1928 to June 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Real Estate (VNQ) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD REAL ESTATE (VNQ) ETF
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1928 - 30 June 2025 (~98 years)
222 Positive Months (62%) - 138 Negative Months (38%)
678 Positive Months (58%) - 492 Negative Months (42%)
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Methodology
Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
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