DIA vs. VCR
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) and VCR (Vanguard Consumer Discretionary ETF) are both exchange-traded funds - DIA is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, DIA returned 13.70%/yr vs 13.79%/yr for VCR. A 0.79 correlation means they provide meaningful diversification when combined. DIA charges 0.16%/yr vs 0.10%/yr for VCR.
Performance
DIA vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, DIA achieves a 8.40% return, which is significantly higher than VCR's -1.51% return. Both investments have delivered pretty close results over the past 10 years, with DIA having a 13.70% annualized return and VCR not far ahead at 13.79%.
DIA
- 1D
- 0.30%
- 1M
- 2.44%
- YTD
- 8.40%
- 6M
- 7.75%
- 1Y
- 24.46%
- 3Y*
- 17.24%
- 5Y*
- 10.75%
- 10Y*
- 13.70%
VCR
- 1D
- -1.81%
- 1M
- -1.91%
- YTD
- -1.51%
- 6M
- -3.86%
- 1Y
- 10.99%
- 3Y*
- 12.87%
- 5Y*
- 5.42%
- 10Y*
- 13.79%
DIA vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 8.40% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
VCR Vanguard Consumer Discretionary ETF | -1.51% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between DIA and VCR is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.79 |
The correlation between DIA and VCR has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
DIA vs. VCR — Risk / Return Rank
DIA
VCR
DIA vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIA | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.71 | +1.81 |
| Martin ratioReturn relative to average drawdown | 9.72 | 2.16 | +7.56 |
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Drawdowns
DIA vs. VCR - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for DIA and VCR.
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Drawdown Indicators
| DIA | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -61.54% | +9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -15.59% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -27.36% | +11.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -39.20% | +18.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -39.20% | +2.50% |
Current DrawdownCurrent decline from peak | -0.57% | -5.99% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -9.39% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 5.10% | -2.58% |
Volatility
DIA vs. VCR - Volatility Comparison
The current volatility for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) is 4.16%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.35%. This indicates that DIA experiences smaller price fluctuations and is considered to be less risky 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
| DIA | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 6.35% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 13.92% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 18.87% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 24.10% | -9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 22.47% | -4.90% |
DIA vs. VCR - Expense Ratio Comparison
DIA has a 0.16% expense ratio, which is higher than VCR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DIA vs. VCR - Dividend Comparison
DIA's dividend yield for the trailing twelve months is around 1.39%, more than VCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.39% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
VCR Vanguard Consumer Discretionary ETF | 0.74% | 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
DIA and VCR have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.35%) compared to DIA (4.16%). In terms of maximum drawdown, DIA dropped -51.87% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.79% vs 13.70% for DIA. On fees, VCR is cheaper at 0.10% per year. On volatility, DIA has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCR has performed better with a 13.79% return vs 13.70%. 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 0.16% for DIA.
DIA has the higher dividend yield at 1.39%, compared with 0.74% for VCR.
DIA is categorized as Large Cap Blend Equities, while VCR is Consumer Discretionary Equities. DIA tracks Dow Jones Industrial Average, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.16% for DIA and 0.10% for VCR.
DIA currently has the higher Sharpe Ratio (1.98 vs 0.59), 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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