CDI.PA vs. VDC
Compare and contrast key facts about Christian Dior SE (CDI.PA) and Vanguard Consumer Staples ETF (VDC).
VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDI.PA or VDC.
Key characteristics
| CDI.PA | VDC | |
|---|---|---|
| YTD Return | -20.11% | 13.27% |
| 1Y Return | -16.02% | 19.40% |
| 3Y Return (Ann) | -5.34% | 6.34% |
| 5Y Return (Ann) | 5.67% | 9.24% |
| 10Y Return (Ann) | 17.63% | 8.39% |
| Sharpe Ratio | -0.56 | 1.99 |
| Sortino Ratio | -0.74 | 2.86 |
| Omega Ratio | 0.91 | 1.34 |
| Calmar Ratio | -0.44 | 2.03 |
| Martin Ratio | -0.90 | 13.30 |
| Ulcer Index | 16.53% | 1.47% |
| Daily Std Dev | 26.81% | 9.85% |
| Max Drawdown | -69.37% | -34.24% |
| Current Drawdown | -33.66% | -3.41% |
Correlation
The correlation between CDI.PA and VDC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CDI.PA vs. VDC - Performance Comparison
In the year-to-date period, CDI.PA achieves a -20.11% return, which is significantly lower than VDC's 13.27% return. Over the past 10 years, CDI.PA has outperformed VDC with an annualized return of 17.63%, while VDC has yielded a comparatively lower 8.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CDI.PA vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Christian Dior SE (CDI.PA) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
CDI.PA vs. VDC - Dividend Comparison
CDI.PA's dividend yield for the trailing twelve months is around 2.32%, less than VDC's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDI.PA Christian Dior SE | 2.32% | 1.77% | 1.76% | 0.96% | 1.01% | 1.36% | 1.62% | 0.99% | 1.78% | 2.04% | 1.93% | 2.11% |
VDC Vanguard Consumer Staples ETF | 2.60% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
CDI.PA vs. VDC - Drawdown Comparison
The maximum CDI.PA drawdown since its inception was -69.37%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for CDI.PA and VDC. For additional features, visit the drawdowns tool.
Volatility
CDI.PA vs. VDC - Volatility Comparison
Christian Dior SE (CDI.PA) has a higher volatility of 7.15% compared to Vanguard Consumer Staples ETF (VDC) at 2.58%. This indicates that CDI.PA's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.