ISHP vs. VCR
ISHP (First Trust S-Network Global E-Commerce ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - ISHP tracks the S-Network Global E-Commerce Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 5 years, ISHP returned 2.04%/yr vs 5.37%/yr for VCR. Their 0.64 correlation means they have sometimes moved together and sometimes differently. ISHP charges 0.60%/yr vs 0.10%/yr for VCR.
Performance
ISHP vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, ISHP achieves a -8.73% return, which is significantly lower than VCR's -0.28% return.
ISHP
- 1D
- -0.82%
- 1M
- 4.54%
- 6M
- -7.70%
- YTD
- -8.73%
- 1Y
- -8.31%
- 3Y*
- 8.87%
- 5Y*
- 2.04%
- 10Y*
- —
- ALL TIME*
- 7.29%
VCR
- 1D
- 2.71%
- 1M
- -1.07%
- 6M
- -1.60%
- YTD
- -0.28%
- 1Y
- 9.62%
- 3Y*
- 11.43%
- 5Y*
- 5.37%
- 10Y*
- 13.29%
- ALL TIME*
- 10.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.11K | $5.31K | $3.27K | |
| $24.44M | $25.79M | $24.81M |
ISHP vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISHP First Trust S-Network Global E-Commerce ETF | -8.73% | 12.27% | 24.17% | 22.24% | -33.79% | 30.09% | 15.33% | 19.74% | -2.04% | 7.66% |
VCR Vanguard Consumer Discretionary ETF | -0.28% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between ISHP and VCR is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2016 | 0.64 |
The correlation between ISHP and VCR has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.
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Return for Risk
ISHP vs. VCR — Risk / Return Rank
ISHP
VCR
ISHP vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) 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.
| ISHP | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.07 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.43 | -0.82 |
| Martin ratioReturn relative to average drawdown | -0.70 | 1.24 | -1.94 |
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Drawdowns
ISHP vs. VCR - Drawdown Comparison
The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for ISHP and VCR.
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Drawdown Indicators
| ISHP | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.57% | -61.54% | +13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -15.59% | -9.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -27.36% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -47.57% | -39.20% | -8.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -16.15% | -4.82% | -11.33% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -9.37% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.89% | 5.41% | +8.48% |
Volatility
ISHP vs. VCR - Volatility Comparison
The current volatility for First Trust S-Network Global E-Commerce ETF (ISHP) is 5.32%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.75%. This indicates that ISHP 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
| ISHP | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 6.75% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 14.76% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 19.57% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.32% | 24.21% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.03% | 22.50% | +1.53% |
ISHP vs. VCR - Expense Ratio Comparison
ISHP has a 0.60% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
ISHP vs. VCR - Dividend Comparison
ISHP's dividend yield for the trailing twelve months is around 1.14%, more than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISHP First Trust S-Network Global E-Commerce ETF | 1.14% | 1.34% | 1.02% | 1.58% | 0.76% | 0.53% | 0.82% | 1.16% | 0.89% | 1.65% | 0.23% | 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
ISHP and VCR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.75%) compared to ISHP (5.32%). In terms of maximum drawdown, ISHP dropped -47.57% vs VCR's -61.54%.
On 5-year performance, VCR leads with 5.37% vs 2.04% for ISHP. On fees, VCR is cheaper at 0.10% per year. On volatility, ISHP has been the lower-risk option at 5.32%. 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 5.37% return vs 2.04%. 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 0.60% for ISHP.
ISHP has the higher dividend yield at 1.14%, compared with 0.73% for VCR.
ISHP tracks S-Network Global E-Commerce Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.60% for ISHP and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.34 vs -0.53), 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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