IYC vs. VCAR

Last updated Jun 24, 2026

IYC (iShares U.S. Consumer Discretionary ETF) and VCAR (Simplify Volt RoboCar Disruption and Tech ETF) are both Consumer Discretionary Equities funds. IYC is passively managed, while VCAR is actively managed. Over the past 5 years, IYC returned 5.77%/yr vs 8.82%/yr for VCAR. A 0.65 correlation means they provide meaningful diversification when combined. IYC charges 0.38%/yr vs 0.95%/yr for VCAR.

Performance

IYC vs. VCAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Discretionary ETF (IYC) and Simplify Volt RoboCar Disruption and Tech ETF (VCAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IYC achieves a -3.42% return, which is significantly higher than VCAR's -12.28% return.

IYC

• 1D: -0.27%
• 1M: -2.64%
• YTD: -3.42%
• 6M: -4.50%
• 1Y: 2.57%
• 3Y*: 13.50%
• 5Y*: 5.77%
• 10Y*: 11.80%

VCAR

• 1D: -6.80%
• 1M: -14.12%
• YTD: -12.28%
• 6M: -17.99%
• 1Y: -31.81%
• 3Y*: 26.19%
• 5Y*: 8.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYC vs. VCAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IYC iShares U.S. Consumer Discretionary ETF	-3.42%	7.85%	27.54%	34.03%	-31.78%	19.65%	0.43%
VCAR Simplify Volt RoboCar Disruption and Tech ETF	-12.28%	-14.73%	152.27%	58.33%	-61.11%	18.52%	2.57%

Correlation

The correlation between IYC and VCAR is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020	0.65

The correlation between IYC and VCAR shifts across timeframes, from 0.50 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

IYC vs. VCAR - Sectors Allocation Comparison

Sectors	IYC	VCAR
Consumer Cyclical	67.8%	100.0%
Communication Services	13.4%	-
Consumer Defensive	11.2%	-
Technology	3.8%	-
Industrials	3.6%	-
Energy	0.1%	-
Basic Materials	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

IYC vs. VCAR — Risk / Return Rank

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

IYC

IYC Risk / Return Rank: 11
IYC Sharpe Ratio Rank: 11
IYC Sortino Ratio Rank: 10
IYC Omega Ratio Rank: 10
IYC Calmar Ratio Rank: 11
IYC Martin Ratio Rank: 11

VCAR

VCAR Risk / Return Rank: 5
VCAR Sharpe Ratio Rank: 4
VCAR Sortino Ratio Rank: 5
VCAR Omega Ratio Rank: 5
VCAR Calmar Ratio Rank: 4
VCAR Martin Ratio Rank: 5

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.

IYC vs. VCAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and Simplify Volt RoboCar Disruption and Tech ETF (VCAR). 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.

	IYC	VCAR	Difference
Sharpe ratio: Return per unit of total volatility	0.18	-0.57	+0.74
Sortino ratio: Return per unit of downside risk	0.36	-0.56	+0.91
Omega ratio: Gain probability vs. loss probability	1.04	0.93	+0.11
Calmar ratio: Return relative to maximum drawdown	0.22	-0.57	+0.78
Martin ratio: Return relative to average drawdown	0.62	-0.98	+1.60

IYC vs. VCAR - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.18, which is higher than the VCAR Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of IYC and VCAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IYC vs. VCAR - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum VCAR drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for IYC and VCAR.

Drawdown Indicators

	IYC	VCAR	Difference
Max Drawdown Largest peak-to-trough decline	-53.10%	-69.11%	+16.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-56.12%	+44.15%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-56.12%	+34.50%
Max Drawdown (5Y) Largest decline over 5 years	-35.90%	-69.11%	+33.21%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	—	—
Current Drawdown Current decline from peak	-7.07%	-45.57%	+38.50%
Average Drawdown Average peak-to-trough decline	-9.94%	-37.71%	+27.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	32.64%	-28.47%

Volatility

IYC vs. VCAR - Volatility Comparison

The current volatility for iShares U.S. Consumer Discretionary ETF (IYC) is 4.93%, while Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a volatility of 15.88%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than VCAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYC	VCAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	15.88%	-10.95%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	41.68%	-30.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	57.85%	-43.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.80%	51.05%	-30.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	50.14%	-30.23%

IYC vs. VCAR - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is lower than VCAR's 0.95% expense ratio.

Dividends

IYC vs. VCAR - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.52%, less than VCAR's 26.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYC iShares U.S. Consumer Discretionary ETF	0.52%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
VCAR Simplify Volt RoboCar Disruption and Tech ETF	26.22%	23.87%	0.62%	0.00%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IYC and VCAR in my portfolio?

IYC and VCAR have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYC or VCAR?

VCAR has higher volatility (15.88%) compared to IYC (4.93%). In terms of maximum drawdown, IYC dropped -53.10% vs VCAR's -69.11%.

Which ETF is better, IYC or VCAR?

On 5-year performance, VCAR leads with 8.82% vs 5.77% for IYC. On fees, IYC is cheaper at 0.38% per year. On volatility, IYC has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYC or VCAR?

Over the 5-year period, VCAR has performed better with a 8.82% return vs 5.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYC or VCAR?

IYC is cheaper with a 0.38% expense ratio, compared with 0.95% for VCAR.

Which ETF pays a higher dividend yield, IYC or VCAR?

VCAR has the higher dividend yield at 26.22%, compared with 0.52% for IYC.

What is the main difference between IYC and VCAR?

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.38% for IYC and 0.95% for VCAR.

Which has better risk-adjusted returns?

IYC currently has the higher Sharpe Ratio (0.18 vs -0.57), 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.