EBIZ vs. VCR
EBIZ (Global X E-commerce ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - EBIZ tracks the Solactive E-commerce Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 5 years, EBIZ returned -4.29%/yr vs 5.14%/yr for VCR. A 0.76 correlation means they provide meaningful diversification when combined. EBIZ charges 0.50%/yr vs 0.10%/yr for VCR.
Performance
EBIZ vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, EBIZ achieves a -16.65% return, which is significantly lower than VCR's -2.41% return.
EBIZ
- 1D
- 0.21%
- 1M
- -2.00%
- YTD
- -16.65%
- 6M
- -17.86%
- 1Y
- -8.55%
- 3Y*
- 15.19%
- 5Y*
- -4.29%
- 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%
EBIZ vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | -16.65% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -10.56% |
VCR Vanguard Consumer Discretionary ETF | -2.41% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -8.35% |
Correlation
The correlation between EBIZ and VCR is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.76 |
The correlation between EBIZ and VCR has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
EBIZ vs. VCR — Risk / Return Rank
EBIZ
VCR
EBIZ vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) 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.
| EBIZ | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.09 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.52 | -0.83 |
| Martin ratioReturn relative to average drawdown | -0.59 | 1.57 | -2.17 |
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Drawdowns
EBIZ vs. VCR - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, roughly equal to the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for EBIZ and VCR.
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Drawdown Indicators
| EBIZ | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.58% | -61.54% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -15.59% | -12.14% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -27.36% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -58.21% | -39.20% | -19.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -26.95% | -6.85% | -20.10% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -9.39% | -14.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 5.11% | +9.32% |
Volatility
EBIZ vs. VCR - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 5.25%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.34%. This indicates that EBIZ 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
| EBIZ | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 6.34% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 13.88% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 18.86% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.95% | 24.10% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.62% | 22.44% | +6.18% |
EBIZ vs. VCR - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
EBIZ vs. VCR - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.61%, less than VCR's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.61% | 0.51% | 0.23% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 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
EBIZ and VCR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.34%) compared to EBIZ (5.25%). In terms of maximum drawdown, EBIZ dropped -61.58% vs VCR's -61.54%.
On 5-year performance, VCR leads with 5.14% vs -4.29% for EBIZ. On fees, VCR is cheaper at 0.10% per year. On volatility, EBIZ has been the lower-risk option at 5.25%. 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 5.14% return vs -4.29%. 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 0.50% for EBIZ.
VCR has the higher dividend yield at 0.75%, compared with 0.61% for EBIZ.
EBIZ tracks Solactive E-commerce Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.50% for EBIZ and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.43 vs -0.43), 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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