DVXY vs. VCR
DVXY (WEBs Consumer Discretionary XLY Defined Volatility ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - DVXY tracks the Syntax Defined Volatility XLY Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. With a 0.98 correlation, they move nearly in lockstep. DVXY charges 0.89%/yr vs 0.10%/yr for VCR.
Performance
DVXY vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, DVXY achieves a -12.70% return, which is significantly lower than VCR's -2.41% return.
DVXY
- 1D
- -1.04%
- 1M
- -6.12%
- YTD
- -12.70%
- 6M
- -16.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCR
- 1D
- -0.91%
- 1M
- -2.81%
- YTD
- -2.41%
- 6M
- -4.50%
- 1Y
- 8.02%
- 3Y*
- 12.53%
- 5Y*
- 5.14%
- 10Y*
- 13.68%
DVXY vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVXY WEBs Consumer Discretionary XLY Defined Volatility ETF | -12.70% | 1.31% |
VCR Vanguard Consumer Discretionary ETF | -2.41% | 5.08% |
Correlation
The correlation between DVXY and VCR is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.98 |
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Return for Risk
DVXY vs. VCR — Risk / Return Rank
DVXY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VCR
DVXY vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Consumer Discretionary XLY Defined Volatility ETF (DVXY) 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.
| DVXY | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.09 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.52 | — |
| Martin ratioReturn relative to average drawdown | — | 1.57 | — |
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Drawdowns
DVXY vs. VCR - Drawdown Comparison
The maximum DVXY drawdown since its inception was -23.09%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for DVXY and VCR.
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Drawdown Indicators
| DVXY | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -61.54% | +38.45% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.59% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -18.78% | -6.85% | -11.93% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -9.39% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.11% | — |
Volatility
DVXY vs. VCR - Volatility Comparison
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Volatility by Period
| DVXY | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.09% | 18.86% | +8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 24.10% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.09% | 22.44% | +4.65% |
DVXY vs. VCR - Expense Ratio Comparison
DVXY has a 0.89% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
DVXY vs. VCR - Dividend Comparison
DVXY has not paid dividends to shareholders, while VCR's dividend yield for the trailing twelve months is around 0.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVXY WEBs Consumer Discretionary XLY Defined Volatility ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.75% | 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
With a correlation of 0.98, DVXY and VCR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VCR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VCR is cheaper with a 0.10% expense ratio, compared with 0.89% for DVXY.
VCR has the higher dividend yield at 0.75%, compared with 0.00% for DVXY.
DVXY tracks Syntax Defined Volatility XLY Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: WEBs and Vanguard. Their fees differ too: 0.89% for DVXY and 0.10% for VCR.
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