Summary
VNQI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.78% Volatility 14.40% Sharpe 0.80
Official loaded data — not a live quote.

VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX FUND ETF SHARES

Symbol: VNQI

Exchange: NASDAQ

Sector: Realestate

Category: Global Real Estate

Inception date: 01/11/2010

Latest date: 16/07/2026

Current price: $45.69

Expense ratio: 0.12%

Assets under management
$3.7B
0.26% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.02%

Ann. -67.84% (Sharpe / Sortino numerator)

Volatility

22.33%

Sharpe ratio

-3.201

VaR 95%

-2.74%

CVaR 95%: -2.84%
Max drawdown: -10.75%
Sortino ratio: -5.215
Calmar ratio: -6.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.99%

Ann. -10.18% (Sharpe / Sortino numerator)

Volatility

17.18%

Sharpe ratio

-0.804

VaR 95%

-2.03%

CVaR 95%: -2.48%
Max drawdown: -14.78%
Sortino ratio: -1.031
Calmar ratio: -0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.77%

Ann. -2.90% (Sharpe / Sortino numerator)

Volatility

13.56%

Sharpe ratio

-0.481

VaR 95%

-1.44%

CVaR 95%: -2.14%
Max drawdown: -14.78%
Sortino ratio: -0.617
Calmar ratio: -0.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.78%

Ann. 15.11% (Sharpe / Sortino numerator)

Volatility

14.40%

Sharpe ratio

0.797

VaR 95%

-1.25%

CVaR 95%: -2.13%
Max drawdown: -14.78%
Sortino ratio: 1.025
Calmar ratio: 1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.95%

Ann. 8.92% (Sharpe / Sortino numerator)

Volatility

14.07%

Sharpe ratio

0.376

VaR 95%

-1.32%

CVaR 95%: -2.01%
Max drawdown: -16.35%
Sortino ratio: 0.533
Calmar ratio: 0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.93%

Ann. 8.19% (Sharpe / Sortino numerator)

Volatility

14.39%

Sharpe ratio

0.317

VaR 95%

-1.47%

CVaR 95%: -1.99%
Max drawdown: -16.35%
Sortino ratio: 0.473
Calmar ratio: 0.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.022%

Best day

4.274%

08/04/2026
Worst day

-2.853%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.57 $45.78 $45.55 $45.69 178,800
15/07/2026 $45.54 $45.83 $45.53 $45.72 268,200
14/07/2026 $45.45 $45.60 $45.32 $45.34 234,000
13/07/2026 $45.34 $45.44 $45.07 $45.11 247,500
10/07/2026 $45.50 $45.59 $45.30 $45.54 279,900
09/07/2026 $45.02 $45.23 $44.98 $45.14 145,800
08/07/2026 $44.98 $45.09 $44.75 $45.08 171,000
07/07/2026 $45.70 $45.75 $45.42 $45.50 188,000
06/07/2026 $45.59 $45.74 $45.51 $45.71 314,200
02/07/2026 $45.35 $45.52 $45.08 $45.33 303,300