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BETZ vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BETZ vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Sports Betting & iGaming ETF (BETZ) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BETZ achieves a -9.29% return, which is significantly lower than VCR's 0.01% return.


BETZ

1D
-0.47%
1M
-1.76%
YTD
-9.29%
6M
-6.63%
1Y
-5.17%
3Y*
5.35%
5Y*
-8.45%
10Y*

VCR

1D
-0.34%
1M
-0.28%
YTD
0.01%
6M
0.97%
1Y
11.24%
3Y*
15.28%
5Y*
6.49%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETZ vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BETZ
Roundhill Sports Betting & iGaming ETF
-9.29%15.75%10.22%21.17%-42.02%-3.91%60.54%
VCR
Vanguard Consumer Discretionary ETF
0.01%5.77%24.27%40.38%-35.15%24.86%41.18%

Correlation

The correlation between BETZ and VCR is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2020

0.71

The correlation between BETZ and VCR shifts across timeframes, from 0.53 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BETZ vs. VCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BETZ
BETZ Risk / Return Rank: 66
Overall Rank
BETZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BETZ Sortino Ratio Rank: 66
Sortino Ratio Rank
BETZ Omega Ratio Rank: 66
Omega Ratio Rank
BETZ Calmar Ratio Rank: 77
Calmar Ratio Rank
BETZ Martin Ratio Rank: 77
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 1919
Overall Rank
VCR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCR Omega Ratio Rank: 1818
Omega Ratio Rank
VCR Calmar Ratio Rank: 1818
Calmar Ratio Rank
VCR Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BETZ vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Sports Betting & iGaming ETF (BETZ) 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.


BETZVCRDifference

Sharpe ratio

Return per unit of total volatility

-0.25

0.61

-0.86

Sortino ratio

Return per unit of downside risk

-0.22

0.97

-1.19

Omega ratio

Gain probability vs. loss probability

0.97

1.12

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.22

0.73

-0.95

Martin ratio

Return relative to average drawdown

-0.38

2.28

-2.66

BETZ vs. VCR - Sharpe Ratio Comparison

The current BETZ Sharpe Ratio is -0.25, which is lower than the VCR Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BETZ and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BETZVCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.61

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.27

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.51

-0.37

Drawdowns

BETZ vs. VCR - Drawdown Comparison

The maximum BETZ drawdown since its inception was -60.82%, roughly equal to the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for BETZ and VCR.


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Drawdown Indicators


BETZVCRDifference

Max Drawdown

Largest peak-to-trough decline

-60.82%

-61.54%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-29.20%

-15.59%

-13.61%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-27.36%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-60.35%

-39.20%

-21.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

-38.64%

-4.54%

-34.10%

Average Drawdown

Average peak-to-trough decline

-33.81%

-9.40%

-24.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

4.96%

+11.97%

Volatility

BETZ vs. VCR - Volatility Comparison

Roundhill Sports Betting & iGaming ETF (BETZ) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 5.46% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BETZVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

5.22%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

13.06%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

18.46%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

23.99%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.95%

22.41%

+5.54%

BETZ vs. VCR - Expense Ratio Comparison

BETZ has a 0.75% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

BETZ vs. VCR - Dividend Comparison

BETZ's dividend yield for the trailing twelve months is around 5.04%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
BETZ
Roundhill Sports Betting & iGaming ETF
5.04%4.57%0.86%0.00%0.66%0.00%0.28%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


BETZ and VCR have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BETZ has higher volatility (5.46%) compared to VCR (5.22%). In terms of maximum drawdown, BETZ dropped -60.82% vs VCR's -61.54%.

On 5-year performance, VCR leads with 6.49% vs -8.45% for BETZ. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 5.22%. 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 6.49% return vs -8.45%. 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 BETZ.

BETZ has the higher dividend yield at 5.04%, compared with 0.73% for VCR.

BETZ tracks Roundhill Sports Betting & iGaming Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Roundhill Investments and Vanguard. Their fees differ too: 0.75% for BETZ and 0.10% for VCR.

VCR currently has the higher Sharpe Ratio (0.61 vs -0.25), 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.

Portfolio Optimizer

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