EPRT vs VNQ: Correlation
How closely do Essential Properties Realty Trust, Inc. (EPRT) and Vanguard Real Estate ETF (VNQ) trade together? Their weekly returns over three years give a correlation of 0.73, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EPRT and VNQ?
On 3 years of weekly data the EPRT/VNQ correlation comes out at 0.73, strong. Little has changed lately, as the 1-year reading of 0.73 lands near the 3-year figure. The 5-year figure is 0.77, and annualized covariance runs at 244.9 %².
VNQ is one of the assets that tracks EPRT most closely: it ranks #2 out of the 17 assets we track against EPRT. On 12-month performance VNQ holds a 9.1-point edge, +1.2% against +10.3%.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EPRT vs VNQ: side by side
| EPRT (Essential Properties Realty Trust, Inc.) | VNQ (Vanguard Real Estate ETF) | |
|---|---|---|
| 1-year return | +1.2% | +10.3% |
| 5-year return | +16.4% | +9.5% |
| Volatility (ann.) | 20.1% | 16.6% |
| Beta vs S&P 500 | 0.40 | 0.59 |
| Max drawdown (3Y) | -15.5% | -17.5% |
| Market cap | $6.6B | – |
| P/E (trailing) | 23.7 | – |
| Dividend yield | 4.04% | 3.51% |
| Expense ratio | – | 0.13% |
| Assets under management | – | $73.1B |
| Sector / category | US Listed | ETF · Real Estate |
VNQ is a Real Estate fund from Vanguard: $73.1B under management, 140 holdings, a 0.13% expense ratio, a 3.51% trailing dividend yield.
Year-by-year returns
| Year | EPRT | VNQ |
|---|---|---|
| 2022 | -14.6% | -26.3% |
| 2023 | +14.2% | +11.9% |
| 2024 | +27.3% | +4.8% |
| 2025 | -1.4% | +3.2% |
| 2026 | +4.5% | +12.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
EPRT represents 0.34% of VNQ's portfolio, so part of any move in VNQ is EPRT itself, and the correlation between them is partly mechanical.
Are EPRT and VNQ good diversifiers for each other?
To a limited degree. At 0.73 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between EPRT and VNQ?
The EPRT/VNQ correlation stands at 0.73 on a 3-year window (1 year: 0.73, 5 years: 0.77), computed from weekly returns as of 2026-08-27.
Is VNQ a good diversifier for EPRT?
To a limited degree. At 0.73 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.73 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/eprt-vs-vnq.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/eprt-vs-vnq/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EPRT correlations · VNQ correlations
