IBUY vs. VCR
Compare and contrast key facts about Amplify Online Retail ETF (IBUY) and Vanguard Consumer Discretionary ETF (VCR).
IBUY and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBUY is a passively managed fund by Amplify Investments that tracks the performance of the EQM Online Retail Index. It was launched on Apr 20, 2016. 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 IBUY 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: IBUY or VCR.
Key characteristics
| IBUY | VCR | |
|---|---|---|
| YTD Return | 19.67% | 20.31% |
| 1Y Return | 46.78% | 37.88% |
| 3Y Return (Ann) | -16.99% | 2.42% |
| 5Y Return (Ann) | 6.51% | 16.14% |
| Sharpe Ratio | 1.87 | 1.96 |
| Sortino Ratio | 2.59 | 2.66 |
| Omega Ratio | 1.31 | 1.33 |
| Calmar Ratio | 0.63 | 1.48 |
| Martin Ratio | 8.34 | 10.09 |
| Ulcer Index | 5.16% | 3.50% |
| Daily Std Dev | 22.98% | 18.00% |
| Max Drawdown | -73.00% | -61.54% |
| Current Drawdown | -53.72% | 0.00% |
Correlation
The correlation between IBUY and VCR is 0.79, 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
IBUY vs. VCR - Performance Comparison
The year-to-date returns for both investments are quite close, with IBUY having a 19.67% return and VCR slightly higher at 20.31%. 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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IBUY vs. VCR - Expense Ratio Comparison
IBUY has a 0.65% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
IBUY vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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
IBUY vs. VCR - Dividend Comparison
IBUY has not paid dividends to shareholders, while VCR's dividend yield for the trailing twelve months is around 0.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBUY Amplify Online Retail ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 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
IBUY vs. VCR - Drawdown Comparison
The maximum IBUY drawdown since its inception was -73.00%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for IBUY and VCR. For additional features, visit the drawdowns tool.
Volatility
IBUY vs. VCR - Volatility Comparison
The current volatility for Amplify Online Retail ETF (IBUY) is 4.83%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.72%. This indicates that IBUY 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.