Vanguard Real Estate ETF (VNQ): analysis and statistics
Return, volatility, Sharpe ratio and risk for Vanguard Real Estate ETF, in the Macro. Data as of 2026-10-29.
| Last close price | $91.79 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +12.91% |
| Total return over period | +43.68% |
| Annualized volatility | 16.47% |
| Period volatility | 28.45% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.10 |
| Sortino ratio | 1.59 |
| Max drawdown | -17.45% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.32% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $64.29 – $100.95 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Vanguard Real Estate ETF (VNQ) has posted an annualized return of +12.91% with annual volatility of 16.47%, a Sharpe ratio of 1.10. Its worst stretch (max drawdown from a peak) was -17.45%. Its correlation with the S&P 500 is 0.50, 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 stocks, try the optimizer.
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Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.