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INDY vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDY vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares India 50 ETF (INDY) 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, INDY achieves a -13.37% return, which is significantly lower than VCR's -0.09% return. Over the past 10 years, INDY has underperformed VCR with an annualized return of 6.65%, while VCR has yielded a comparatively higher 13.76% annualized return.


INDY

1D
1.16%
1M
0.02%
YTD
-13.37%
6M
-11.62%
1Y
-12.55%
3Y*
1.97%
5Y*
1.75%
10Y*
6.65%

VCR

1D
0.20%
1M
0.16%
YTD
-0.09%
6M
-1.17%
1Y
12.37%
3Y*
13.30%
5Y*
6.00%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDY vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDY
iShares India 50 ETF
-13.37%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%
VCR
Vanguard Consumer Discretionary ETF
-0.09%5.77%24.27%40.38%-35.15%24.86%48.36%27.45%-2.31%22.82%

Correlation

The correlation between INDY and VCR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2009

0.50

The correlation between INDY and VCR has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.

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Return for Risk

INDY vs. VCR — Risk / Return Rank

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

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 33
Calmar Ratio Rank
INDY Martin Ratio Rank: 11
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
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.

INDY vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India 50 ETF (INDY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INDYVCRDifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

0.85

1.11

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.73

0.72

-1.45

Martin ratioReturn relative to average drawdown

-1.59

2.21

-3.80

INDY vs. VCR - Sharpe Ratio Comparison

The current INDY Sharpe Ratio is -0.97, which is lower than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of INDY 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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Drawdowns

INDY vs. VCR - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for INDY and VCR.


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Drawdown Indicators


INDYVCRDifference

Max Drawdown

Largest peak-to-trough decline

-44.74%

-61.54%

+16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.95%

-15.59%

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.40%

-27.36%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-39.20%

+16.80%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

-39.20%

-4.30%

Current Drawdown

Current decline from peak

-19.12%

-4.64%

-14.48%

Average Drawdown

Average peak-to-trough decline

-12.23%

-9.39%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

5.05%

+3.67%

Volatility

INDY vs. VCR - Volatility Comparison

The current volatility for iShares India 50 ETF (INDY) is 3.98%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.17%. This indicates that INDY 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


INDYVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

6.17%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

13.48%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

18.62%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

24.03%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

22.43%

-2.85%

INDY vs. VCR - Expense Ratio Comparison

INDY has a 0.65% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

INDY vs. VCR - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 9.36%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
INDY
iShares India 50 ETF
9.36%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%
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


INDY and VCR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCR has higher volatility (6.17%) compared to INDY (3.98%). In terms of maximum drawdown, INDY dropped -44.74% vs VCR's -61.54%.

On 10-year performance, VCR leads with 13.76% vs 6.65% for INDY. On fees, VCR is cheaper at 0.10% per year. On volatility, INDY has been the lower-risk option at 3.98%. 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 13.76% return vs 6.65%. 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 INDY.

INDY has the higher dividend yield at 9.36%, compared with 0.73% for VCR.

INDY is categorized as Emerging Markets Equities, while VCR is Consumer Discretionary Equities. INDY tracks Nifty 50 Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for INDY and 0.10% for VCR.

VCR currently has the higher Sharpe Ratio (0.60 vs -0.97), 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

Find the right allocation for INDY and VCR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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