IBUY vs. VDC
Compare and contrast key facts about Amplify Online Retail ETF (IBUY) and Vanguard Consumer Staples ETF (VDC).
IBUY and VDC 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. 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. Both IBUY and VDC 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 VDC.
Key characteristics
| IBUY | VDC | |
|---|---|---|
| YTD Return | 21.57% | 13.68% |
| 1Y Return | 45.34% | 20.36% |
| 3Y Return (Ann) | -16.49% | 6.74% |
| 5Y Return (Ann) | 6.85% | 9.31% |
| Sharpe Ratio | 1.94 | 2.01 |
| Sortino Ratio | 2.67 | 2.89 |
| Omega Ratio | 1.32 | 1.35 |
| Calmar Ratio | 0.65 | 2.06 |
| Martin Ratio | 8.61 | 13.38 |
| Ulcer Index | 5.17% | 1.48% |
| Daily Std Dev | 22.92% | 9.86% |
| Max Drawdown | -73.00% | -34.24% |
| Current Drawdown | -52.98% | -3.06% |
Correlation
The correlation between IBUY and VDC is 0.34, 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.
Performance
IBUY vs. VDC - Performance Comparison
In the year-to-date period, IBUY achieves a 21.57% return, which is significantly higher than VDC's 13.68% return. 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. VDC - Expense Ratio Comparison
IBUY has a 0.65% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
IBUY vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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.
Dividends
IBUY vs. VDC - Dividend Comparison
IBUY has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.59%.
| 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% |
VDC Vanguard Consumer Staples ETF | 2.59% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
IBUY vs. VDC - Drawdown Comparison
The maximum IBUY drawdown since its inception was -73.00%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IBUY and VDC. For additional features, visit the drawdowns tool.
Volatility
IBUY vs. VDC - Volatility Comparison
Amplify Online Retail ETF (IBUY) has a higher volatility of 4.54% compared to Vanguard Consumer Staples ETF (VDC) at 2.52%. This indicates that IBUY's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.