IBTE vs. VCR
Compare and contrast key facts about iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and Vanguard Consumer Discretionary ETF (VCR).
IBTE and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTE is a passively managed fund by iShares that tracks the performance of the ICE 2024 Maturity US Treasury Index. It was launched on Feb 25, 2020. 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 IBTE 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: IBTE or VCR.
Performance
IBTE vs. VCR - Performance Comparison
Returns By Period
In the year-to-date period, IBTE achieves a 4.47% return, which is significantly lower than VCR's 19.62% return.
IBTE
4.47%
0.38%
2.56%
5.21%
N/A
N/A
VCR
19.62%
7.92%
19.21%
29.60%
16.23%
13.73%
Key characteristics
| IBTE | VCR | |
|---|---|---|
| Sharpe Ratio | 9.15 | 1.64 |
| Sortino Ratio | 22.16 | 2.26 |
| Omega Ratio | 4.75 | 1.28 |
| Calmar Ratio | 2.20 | 1.50 |
| Martin Ratio | 319.51 | 8.29 |
| Ulcer Index | 0.02% | 3.51% |
| Daily Std Dev | 0.57% | 17.70% |
| Max Drawdown | -6.78% | -61.54% |
| Current Drawdown | 0.00% | -2.20% |
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IBTE vs. VCR - Expense Ratio Comparison
IBTE has a 0.07% expense ratio, which is lower than VCR's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IBTE and VCR is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IBTE vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) 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
IBTE vs. VCR - Dividend Comparison
IBTE's dividend yield for the trailing twelve months is around 4.73%, more than VCR's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 4.73% | 4.22% | 2.00% | 0.46% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.75% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
IBTE vs. VCR - Drawdown Comparison
The maximum IBTE drawdown since its inception was -6.78%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for IBTE and VCR. For additional features, visit the drawdowns tool.
Volatility
IBTE vs. VCR - Volatility Comparison
The current volatility for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) is 0.17%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.35%. This indicates that IBTE 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.