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 -3.65%/yr vs 6.17%/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 -15.29% return, which is significantly lower than VCR's -0.77% return.
EBIZ
- 1D
- -2.05%
- 1M
- -2.71%
- YTD
- -15.29%
- 6M
- -15.50%
- 1Y
- -8.74%
- 3Y*
- 17.16%
- 5Y*
- -3.65%
- 10Y*
- —
VCR
- 1D
- -0.78%
- 1M
- -0.06%
- YTD
- -0.77%
- 6M
- -0.95%
- 1Y
- 9.75%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 13.46%
EBIZ vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | -15.29% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -11.01% |
VCR Vanguard Consumer Discretionary ETF | -0.77% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -8.88% |
Correlation
The correlation between EBIZ 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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2018 | 0.76 |
The correlation between EBIZ and VCR has been stable across timeframes, ranging from 0.71 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.
| EBIZ | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.10 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.63 | -0.94 |
| Martin ratioReturn relative to average drawdown | -0.65 | 1.97 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EBIZ | VCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.53 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.26 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.51 | -0.22 |
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 | -25.77% | -5.29% | -20.48% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -9.40% | -14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 4.97% | +8.44% |
Volatility
EBIZ vs. VCR - Volatility Comparison
Global X E-commerce ETF (EBIZ) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 5.39% and 5.18%, 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
| EBIZ | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.18% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 13.09% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 18.48% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.90% | 23.99% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 22.40% | +6.28% |
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 0.60%, less than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.60% | 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 | 0.73% | 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
EBIZ 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.
EBIZ has higher volatility (5.39%) compared to VCR (5.18%). In terms of maximum drawdown, EBIZ dropped -61.58% vs VCR's -61.54%.
On 5-year performance, VCR leads with 6.17% vs -3.65% for EBIZ. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 5.18%. 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 6.17% return vs -3.65%. 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 0.73%, compared with 0.60% 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 (0.53 vs -0.44), 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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