HAUS vs. VDC

Last updated Apr 1, 2026

Compare and contrast key facts about Residential REIT ETF (HAUS) and Vanguard Consumer Staples ETF (VDC).

HAUS and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HAUS is an actively managed fund by Armada ETF Advisors. It was launched on Feb 28, 2022. 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.

Performance

HAUS vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Residential REIT ETF (HAUS) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

HAUS vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HAUS Residential REIT ETF	-3.10%	-1.14%	15.93%	13.14%	-22.47%
VDC Vanguard Consumer Staples ETF	6.90%	2.17%	13.30%	2.38%	1.86%

Returns By Period

In the year-to-date period, HAUS achieves a -3.10% return, which is significantly lower than VDC's 6.90% return.

HAUS

• 1D: 0.84%
• 1M: -6.69%
• YTD: -3.10%
• 6M: -1.15%
• 1Y: -7.88%
• 3Y*: 7.51%
• 5Y*: —
• 10Y*: —

VDC

• 1D: 0.23%
• 1M: -7.52%
• YTD: 6.90%
• 6M: 6.26%
• 1Y: 4.94%
• 3Y*: 7.68%
• 5Y*: 7.34%
• 10Y*: 7.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUS vs. VDC - Expense Ratio Comparison

HAUS has a 0.60% expense ratio, which is higher than VDC's 0.10% expense ratio.

HAUS

Residential REIT ETF

VDC

Vanguard Consumer Staples ETF

Return for Risk

HAUS vs. VDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAUS

HAUS Risk / Return Rank: 4
HAUS Sharpe Ratio Rank: 4
HAUS Sortino Ratio Rank: 4
HAUS Omega Ratio Rank: 4
HAUS Calmar Ratio Rank: 3
HAUS Martin Ratio Rank: 3

VDC

VDC Risk / Return Rank: 25
VDC Sharpe Ratio Rank: 24
VDC Sortino Ratio Rank: 24
VDC Omega Ratio Rank: 22
VDC Calmar Ratio Rank: 31
VDC Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAUS vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) 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.

	HAUS	VDC	Difference
Sharpe ratio Return per unit of total volatility	-0.47	0.36	-0.83
Sortino ratio Return per unit of downside risk	-0.54	0.62	-1.17
Omega ratio Gain probability vs. loss probability	0.93	1.08	-0.14
Calmar ratio Return relative to maximum drawdown	-0.56	0.71	-1.27
Martin ratio Return relative to average drawdown	-1.14	1.76	-2.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAUS vs. VDC - Sharpe Ratio Comparison

The current HAUS Sharpe Ratio is -0.47, which is lower than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HAUS and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HAUS	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	0.36	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.67	-0.71

Correlation

The correlation between HAUS and VDC is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HAUS vs. VDC - Dividend Comparison

HAUS's dividend yield for the trailing twelve months is around 5.05%, more than VDC's 2.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUS Residential REIT ETF	5.05%	4.42%	2.08%	2.61%	2.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.15%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Drawdowns

HAUS vs. VDC - Drawdown Comparison

The maximum HAUS drawdown since its inception was -35.91%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for HAUS and VDC.

Drawdown Indicators

	HAUS	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-35.91%	-34.24%	-1.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.86%	-9.28%	-3.58%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.31%	—
Current Drawdown Current decline from peak	-13.95%	-7.52%	-6.43%
Average Drawdown Average peak-to-trough decline	-18.17%	-3.71%	-14.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.37%	3.73%	+2.64%

Volatility

HAUS vs. VDC - Volatility Comparison

Residential REIT ETF (HAUS) and Vanguard Consumer Staples ETF (VDC) have volatilities of 3.75% and 3.89%, 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.

Volatility by Period

	HAUS	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	3.89%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	8.98%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	16.99%	13.75%	+3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.68%	12.98%	+6.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	14.59%	+5.09%