IBUY vs. VCR
IBUY (Amplify Online Retail ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - IBUY tracks the EQM Online Retail Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, IBUY returned 10.38%/yr vs 13.46%/yr for VCR. A 0.79 correlation means they provide meaningful diversification when combined. IBUY charges 0.65%/yr vs 0.10%/yr for VCR.
Performance
IBUY vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, IBUY achieves a -10.92% return, which is significantly lower than VCR's -0.77% return. Over the past 10 years, IBUY has underperformed VCR with an annualized return of 10.38%, while VCR has yielded a comparatively higher 13.46% annualized return.
IBUY
- 1D
- -1.83%
- 1M
- -1.00%
- YTD
- -10.92%
- 6M
- -10.14%
- 1Y
- -2.54%
- 3Y*
- 15.79%
- 5Y*
- -11.36%
- 10Y*
- 10.38%
VCR
- 1D
- -0.78%
- 1M
- -0.06%
- YTD
- -0.77%
- 6M
- -0.95%
- 1Y
- 9.75%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 13.46%
IBUY vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBUY Amplify Online Retail ETF | -10.92% | 15.26% | 20.14% | 38.01% | -55.71% | -22.99% | 123.79% | 28.47% | -1.93% | 50.27% |
VCR Vanguard Consumer Discretionary ETF | -0.77% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between IBUY and VCR is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2016 | 0.79 |
The correlation between IBUY and VCR has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
IBUY vs. VCR — Risk / Return Rank
IBUY
VCR
IBUY vs. VCR - Risk-Adjusted Trends 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.
| IBUY | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.63 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.24 | 1.97 | -2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBUY | VCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.53 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.26 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.60 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.51 | -0.16 |
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.
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Drawdown Indicators
| IBUY | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.00% | -61.54% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -15.59% | -7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.87% | -27.36% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -71.15% | -39.20% | -31.95% |
Max Drawdown (10Y)Largest decline over 10 years | -73.00% | -39.20% | -33.80% |
Current DrawdownCurrent decline from peak | -52.29% | -5.29% | -47.00% |
Average DrawdownAverage peak-to-trough decline | -29.65% | -9.40% | -20.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.50% | 4.97% | +5.53% |
Volatility
IBUY vs. VCR - Volatility Comparison
Amplify Online Retail ETF (IBUY) has a higher volatility of 5.60% compared to Vanguard Consumer Discretionary ETF (VCR) at 5.18%. This indicates that IBUY's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBUY | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.18% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.70% | 13.09% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 18.48% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.07% | 23.99% | +8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.16% | 22.40% | +6.76% |
IBUY vs. VCR - Expense Ratio Comparison
IBUY has a 0.65% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
IBUY vs. VCR - Dividend Comparison
IBUY's dividend yield for the trailing twelve months is around 0.12%, less than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBUY Amplify Online Retail ETF | 0.12% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
Frequently Asked Questions
IBUY and VCR have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBUY has higher volatility (5.60%) compared to VCR (5.18%). In terms of maximum drawdown, IBUY dropped -73.00% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.46% vs 10.38% for IBUY. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 5.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCR has performed better with a 13.46% return vs 10.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.65% for IBUY.
VCR has the higher dividend yield at 0.73%, compared with 0.12% for IBUY.
IBUY tracks EQM Online Retail Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Amplify and Vanguard. Their fees differ too: 0.65% for IBUY and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.53 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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