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IBUY vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBUY vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Online Retail ETF (IBUY) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBUY achieves a -9.26% return, which is significantly lower than VCR's 0.01% return. Over the past 10 years, IBUY has underperformed VCR with an annualized return of 10.58%, while VCR has yielded a comparatively higher 13.55% annualized return.


IBUY

1D
-0.83%
1M
-0.97%
YTD
-9.26%
6M
-8.03%
1Y
-0.11%
3Y*
16.50%
5Y*
-10.95%
10Y*
10.58%

VCR

1D
-0.34%
1M
-0.28%
YTD
0.01%
6M
0.97%
1Y
11.24%
3Y*
15.28%
5Y*
6.49%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBUY vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBUY
Amplify Online Retail ETF
-9.26%15.26%20.14%38.01%-55.71%-22.99%123.79%28.47%-1.93%50.27%
VCR
Vanguard Consumer Discretionary ETF
0.01%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 0.75, 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

0.75

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 0.75 to 0.82 - a consistent structural relationship.

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Return for Risk

IBUY vs. VCR — Risk / Return Rank

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

IBUY
IBUY Risk / Return Rank: 99
Overall Rank
IBUY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 99
Sortino Ratio Rank
IBUY Omega Ratio Rank: 99
Omega Ratio Rank
IBUY Calmar Ratio Rank: 99
Calmar Ratio Rank
IBUY Martin Ratio Rank: 99
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 1919
Overall Rank
VCR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCR Omega Ratio Rank: 1818
Omega Ratio Rank
VCR Calmar Ratio Rank: 1818
Calmar Ratio Rank
VCR Martin Ratio Rank: 1919
Martin Ratio Rank
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.

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.


IBUYVCRDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.61

-0.62

Sortino ratio

Return per unit of downside risk

0.14

0.97

-0.83

Omega ratio

Gain probability vs. loss probability

1.02

1.12

-0.10

Calmar ratio

Return relative to maximum drawdown

0.03

0.73

-0.70

Martin ratio

Return relative to average drawdown

0.06

2.28

-2.22

IBUY vs. VCR - Sharpe Ratio Comparison

The current IBUY Sharpe Ratio is -0.01, which is lower than the VCR Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IBUY and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBUYVCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.61

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.27

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.61

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

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


IBUYVCRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-51.40%

-4.54%

-46.86%

Average Drawdown

Average peak-to-trough decline

-29.64%

-9.40%

-20.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

4.96%

+5.49%

Volatility

IBUY vs. VCR - Volatility Comparison

Amplify Online Retail ETF (IBUY) has a higher volatility of 5.59% compared to Vanguard Consumer Discretionary ETF (VCR) at 5.22%. 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


IBUYVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.22%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

13.06%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

18.46%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.09%

23.99%

+8.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

22.41%

+6.75%

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.


PositionTTM20252024202320222021202020192018201720162015
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 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBUY has higher volatility (5.59%) compared to VCR (5.22%). In terms of maximum drawdown, IBUY dropped -73.00% vs VCR's -61.54%.

On 10-year performance, VCR leads with 13.55% vs 10.58% for IBUY. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 5.22%. 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 13.55% return vs 10.58%. 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 (0.61 vs -0.01), 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.

Portfolio Optimizer

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