PortfolioMetrics

VNQI vs. RWO - ETF Comparison

VNQI - Vanguard Global ex-U.S. Real Estate ETF

The Vanguard Global ex-U.S. Real Estate ETF provides diversified exposure to real estate markets in developed countries outside the United States, with a focus on Europe, Asia Pacific, and Canada. The fund offers a broad-based approach to investing in global real estate, with a market capitalization-weighted portfolio of over 645 holdings. This ETF may be suitable for investors seeking to complement their U.S. real estate holdings with international exposure, and offers a cost-effective solution with a low expense ratio.

RWO - SPDR Dow Jones Global Real Estate ETF

The SPDR Dow Jones Global Real Estate ETF provides broad-based exposure to global real estate markets, with a diversified portfolio of over 200 securities. The fund offers a balanced split between U.S. REITs and companies domiciled in developed markets, with a significant allocation to the Asia Pacific region. This ETF is suitable for investors seeking a blend of U.S. and international real estate exposure, with a low expense ratio and robust assets under management.

VNQIRWO
Fund NameVanguard Global ex-U.S. Real Estate ETFSPDR Dow Jones Global Real Estate ETF
Fund ProviderVanguardState Street
IndexS&P Global ex-U.S. Property IndexDJ Global Select Real Estate Securities Index (RESI)
Asset ClassReal EstateReal Estate
ListingUS-listedUS-listed
Expense Ratio0.12%0.50%
Inception Date2010-11-012008-05-07
Number Of Holdings645232
RegionDeveloped MarketsDeveloped Markets
Investment StyleBlendBlend
Market CapBlendBlend
SectorReal EstateReal Estate
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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