EBIZ vs. VCR
Compare and contrast key facts about Global X E-commerce ETF (EBIZ) and Vanguard Consumer Discretionary ETF (VCR).
EBIZ and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both EBIZ and VCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBIZ or VCR.
Key characteristics
| EBIZ | VCR | |
|---|---|---|
| YTD Return | 30.09% | 18.74% |
| 1Y Return | 51.62% | 33.50% |
| 3Y Return (Ann) | -4.60% | 1.64% |
| 5Y Return (Ann) | 10.23% | 15.85% |
| Sharpe Ratio | 2.37 | 1.84 |
| Sortino Ratio | 3.21 | 2.52 |
| Omega Ratio | 1.39 | 1.32 |
| Calmar Ratio | 0.97 | 1.39 |
| Martin Ratio | 12.62 | 9.44 |
| Ulcer Index | 3.99% | 3.50% |
| Daily Std Dev | 21.25% | 17.97% |
| Max Drawdown | -61.58% | -61.54% |
| Current Drawdown | -26.23% | 0.00% |
Correlation
The correlation between EBIZ and VCR is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EBIZ vs. VCR - Performance Comparison
In the year-to-date period, EBIZ achieves a 30.09% return, which is significantly higher than VCR's 18.74% 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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EBIZ vs. VCR - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
EBIZ vs. VCR - Risk-Adjusted Performance 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.
Dividends
EBIZ vs. VCR - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.21%, less than VCR's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.21% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
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. For additional features, visit the drawdowns tool.
Volatility
EBIZ vs. VCR - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 4.68%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.68%. 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.