Vanguard Real Estate ETF (VNQ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Vanguard Real Estate ETF, an S&P 500 component in the Macro sector. Data as of 2026-07-30.
| Last close price | $99.46 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +9.58% |
| Total return over period | +31.38% |
| Annualized volatility | 16.89% |
| Sharpe ratio | 0.35 |
| Sortino ratio | 0.50 |
| Max drawdown | -17.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.43% |
| Correlation with the S&P 500 | 0.52 |
| Period range | $63.70 – $100.95 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Vanguard Real Estate ETF (VNQ) has posted an annualized return of +9.58% with annual volatility of 16.89%, a Sharpe ratio of 0.35. Its worst stretch (max drawdown from a peak) was -17.45%. Its correlation with the S&P 500 is 0.52, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how VNQ would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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