IEDI vs. VCR
IEDI (iShares Evolved U.S. Discretionary Spending ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds. IEDI is actively managed, while VCR is passively managed. Over the past 5 years, IEDI returned 6.21%/yr vs 6.23%/yr for VCR. Their correlation of 0.87 suggests significant overlap in exposure. IEDI charges 0.18%/yr vs 0.10%/yr for VCR.
Performance
IEDI vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, IEDI achieves a -1.47% return, which is significantly lower than VCR's -0.48% return.
IEDI
- 1D
- 0.43%
- 1M
- -3.26%
- YTD
- -1.47%
- 6M
- -1.79%
- 1Y
- 0.50%
- 3Y*
- 13.35%
- 5Y*
- 6.21%
- 10Y*
- —
VCR
- 1D
- 0.30%
- 1M
- -0.23%
- YTD
- -0.48%
- 6M
- -0.23%
- 1Y
- 10.34%
- 3Y*
- 15.07%
- 5Y*
- 6.23%
- 10Y*
- 13.48%
IEDI vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IEDI iShares Evolved U.S. Discretionary Spending ETF | -1.47% | 4.05% | 22.11% | 24.32% | -23.17% | 21.19% | 29.83% | 31.07% | 0.71% |
VCR Vanguard Consumer Discretionary ETF | -0.48% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -3.14% |
Correlation
The correlation between IEDI 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 | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.87 |
The correlation between IEDI and VCR shifts across timeframes, from 0.75 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IEDI vs. VCR — Risk / Return Rank
IEDI
VCR
IEDI vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Discretionary Spending ETF (IEDI) 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.
| IEDI | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 0.67 | -0.61 |
| Martin ratioReturn relative to average drawdown | 0.13 | 2.08 | -1.95 |
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
| IEDI | VCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 0.56 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.26 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.10 |
Drawdowns
IEDI vs. VCR - Drawdown Comparison
The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for IEDI and VCR.
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Drawdown Indicators
| IEDI | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.60% | -61.54% | +30.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -15.59% | +6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -27.36% | +8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.79% | -39.20% | +9.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -7.23% | -5.00% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -9.40% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 4.98% | -1.10% |
Volatility
IEDI vs. VCR - Volatility Comparison
The current volatility for iShares Evolved U.S. Discretionary Spending ETF (IEDI) is 3.95%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.17%. This indicates that IEDI 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.
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Volatility by Period
| IEDI | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.17% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 13.09% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 18.47% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 23.98% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 22.40% | -2.95% |
IEDI vs. VCR - Expense Ratio Comparison
IEDI has a 0.18% expense ratio, which is higher than VCR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IEDI vs. VCR - Dividend Comparison
IEDI's dividend yield for the trailing twelve months is around 0.98%, more than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDI iShares Evolved U.S. Discretionary Spending ETF | 0.98% | 0.95% | 0.90% | 1.13% | 3.38% | 0.70% | 0.83% | 2.07% | 1.57% | 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
IEDI 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.
VCR has higher volatility (5.17%) compared to IEDI (3.95%). In terms of maximum drawdown, IEDI dropped -30.60% vs VCR's -61.54%.
On 5-year performance, VCR leads with 6.23% vs 6.21% for IEDI. On fees, VCR is cheaper at 0.10% per year. On volatility, IEDI has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCR has performed better with a 6.23% return vs 6.21%. 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 0.18% for IEDI.
IEDI has the higher dividend yield at 0.98%, compared with 0.73% for VCR.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IEDI and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.56 vs 0.04), 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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