IEDI vs. VDC
Compare and contrast key facts about iShares Evolved U.S. Discretionary Spending ETF (IEDI) and Vanguard Consumer Staples ETF (VDC).
IEDI and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEDI is an actively managed fund by iShares. It was launched on Mar 21, 2018. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEDI or VDC.
Key characteristics
| IEDI | VDC | |
|---|---|---|
| YTD Return | 22.58% | 14.87% |
| 1Y Return | 36.88% | 21.08% |
| 3Y Return (Ann) | 5.65% | 6.98% |
| 5Y Return (Ann) | 13.69% | 9.38% |
| Sharpe Ratio | 2.88 | 2.17 |
| Sortino Ratio | 3.97 | 3.11 |
| Omega Ratio | 1.50 | 1.38 |
| Calmar Ratio | 2.33 | 2.43 |
| Martin Ratio | 12.93 | 14.33 |
| Ulcer Index | 2.83% | 1.50% |
| Daily Std Dev | 12.68% | 9.91% |
| Max Drawdown | -30.60% | -34.24% |
| Current Drawdown | -0.10% | -2.05% |
Correlation
The correlation between IEDI and VDC is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IEDI vs. VDC - Performance Comparison
In the year-to-date period, IEDI achieves a 22.58% return, which is significantly higher than VDC's 14.87% 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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IEDI vs. VDC - Expense Ratio Comparison
IEDI has a 0.18% expense ratio, which is higher than VDC'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%.
Risk-Adjusted Performance
IEDI vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Discretionary Spending ETF (IEDI) 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
IEDI vs. VDC - Dividend Comparison
IEDI's dividend yield for the trailing twelve months is around 1.01%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDI iShares Evolved U.S. Discretionary Spending ETF | 1.01% | 1.13% | 3.04% | 0.70% | 0.83% | 1.58% | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
IEDI vs. VDC - Drawdown Comparison
The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IEDI and VDC. For additional features, visit the drawdowns tool.
Volatility
IEDI vs. VDC - Volatility Comparison
iShares Evolved U.S. Discretionary Spending ETF (IEDI) and Vanguard Consumer Staples ETF (VDC) have volatilities of 2.90% and 2.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.