EQL vs. VDC
Compare and contrast key facts about Alps Equal Sector Weight ETF (EQL) and Vanguard Consumer Staples ETF (VDC).
EQL and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQL is a passively managed fund by SS&C that tracks the performance of the NYSE Select Sector Equal Weight Index. It was launched on Jul 7, 2009. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both EQL and VDC 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: EQL or VDC.
Key characteristics
| EQL | VDC | |
|---|---|---|
| YTD Return | 5.49% | 6.39% |
| 1Y Return | 19.60% | 4.73% |
| 3Y Return (Ann) | 7.55% | 6.14% |
| 5Y Return (Ann) | 11.56% | 9.16% |
| 10Y Return (Ann) | 10.60% | 8.77% |
| Sharpe Ratio | 1.76 | 0.43 |
| Daily Std Dev | 10.66% | 10.42% |
| Max Drawdown | -35.65% | -34.24% |
| Current Drawdown | -2.47% | -0.90% |
Correlation
The correlation between EQL and VDC is 0.72, 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
EQL vs. VDC - Performance Comparison
In the year-to-date period, EQL achieves a 5.49% return, which is significantly lower than VDC's 6.39% return. Over the past 10 years, EQL has outperformed VDC with an annualized return of 10.60%, while VDC has yielded a comparatively lower 8.77% annualized 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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EQL vs. VDC - Expense Ratio Comparison
EQL has a 0.28% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
EQL vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alps Equal Sector Weight ETF (EQL) and Vanguard Consumer Staples ETF (VDC). 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
EQL vs. VDC - Dividend Comparison
EQL's dividend yield for the trailing twelve months is around 1.83%, less than VDC's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQL Alps Equal Sector Weight ETF | 1.83% | 1.96% | 2.14% | 1.69% | 2.29% | 1.95% | 2.39% | 1.97% | 2.89% | 2.07% | 1.68% | 1.55% |
VDC Vanguard Consumer Staples ETF | 2.51% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
EQL vs. VDC - Drawdown Comparison
The maximum EQL drawdown since its inception was -35.65%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for EQL and VDC. For additional features, visit the drawdowns tool.
Volatility
EQL vs. VDC - Volatility Comparison
Alps Equal Sector Weight ETF (EQL) has a higher volatility of 3.22% compared to Vanguard Consumer Staples ETF (VDC) at 2.65%. This indicates that EQL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.