AWAY vs. VCR
AWAY (ETFMG Travel Tech ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - AWAY tracks the Prime Travel Technology Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 5 years, AWAY returned -11.20%/yr vs 6.17%/yr for VCR. A 0.70 correlation means they provide meaningful diversification when combined. AWAY charges 0.75%/yr vs 0.10%/yr for VCR.
Performance
AWAY vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, AWAY achieves a -16.40% return, which is significantly lower than VCR's -0.77% return.
AWAY
- 1D
- -2.20%
- 1M
- -1.42%
- YTD
- -16.40%
- 6M
- -17.29%
- 1Y
- -18.42%
- 3Y*
- 0.30%
- 5Y*
- -11.20%
- 10Y*
- —
VCR
- 1D
- -0.78%
- 1M
- -0.06%
- YTD
- -0.77%
- 6M
- -0.95%
- 1Y
- 9.75%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 13.46%
AWAY vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | -16.40% | -3.36% | 10.44% | 17.94% | -32.25% | -5.91% | 4.41% |
VCR Vanguard Consumer Discretionary ETF | -0.77% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 38.80% |
Correlation
The correlation between AWAY and VCR is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.70 |
The correlation between AWAY and VCR has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
AWAY vs. VCR — Risk / Return Rank
AWAY
VCR
AWAY vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) and Vanguard Consumer Discretionary ETF (VCR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AWAY | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.10 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.63 | -1.19 |
| Martin ratioReturn relative to average drawdown | -1.13 | 1.97 | -3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AWAY | VCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | 0.53 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.26 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.51 | -0.68 |
Drawdowns
AWAY vs. VCR - Drawdown Comparison
The maximum AWAY drawdown since its inception was -56.57%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for AWAY and VCR.
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Drawdown Indicators
| AWAY | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -61.54% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -32.83% | -15.59% | -17.24% |
Max Drawdown (3Y)Largest decline over 3 years | -32.83% | -27.36% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -52.49% | -39.20% | -13.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -49.57% | -5.29% | -44.28% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -9.40% | -26.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.33% | 4.97% | +11.36% |
Volatility
AWAY vs. VCR - Volatility Comparison
ETFMG Travel Tech ETF (AWAY) has a higher volatility of 7.18% compared to Vanguard Consumer Discretionary ETF (VCR) at 5.18%. This indicates that AWAY's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWAY | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.18% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 13.09% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 18.48% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.82% | 23.99% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 22.40% | +9.41% |
AWAY vs. VCR - Expense Ratio Comparison
AWAY has a 0.75% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
AWAY vs. VCR - Dividend Comparison
AWAY has not paid dividends to shareholders, while VCR's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | 0.00% | 0.00% | 0.28% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
Frequently Asked Questions
AWAY and VCR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AWAY has higher volatility (7.18%) compared to VCR (5.18%). In terms of maximum drawdown, AWAY dropped -56.57% vs VCR's -61.54%.
On 5-year performance, VCR leads with 6.17% vs -11.20% for AWAY. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 5.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCR has performed better with a 6.17% return vs -11.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.75% for AWAY.
VCR has the higher dividend yield at 0.73%, compared with 0.00% for AWAY.
AWAY tracks Prime Travel Technology Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: ETFMG and Vanguard. Their fees differ too: 0.75% for AWAY and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.53 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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