PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IYZ vs. VDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYZ vs. VDC

Last updated Jun 4, 2026

IYZ (iShares U.S. Telecommunications ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 10 years, IYZ returned 6.28%/yr vs 7.59%/yr for VDC. A 0.57 correlation means they provide meaningful diversification when combined. IYZ charges 0.42%/yr vs 0.09%/yr for VDC.

Performance

IYZ vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYZ achieves a 32.03% return, which is significantly higher than VDC's 5.75% return. Over the past 10 years, IYZ has underperformed VDC with an annualized return of 6.28%, while VDC has yielded a comparatively higher 7.59% annualized return.

IYZ

1D
-2.96%
1M
4.94%
YTD
32.03%
6M
38.73%
1Y
59.79%
3Y*
30.34%
5Y*
8.18%
10Y*
6.28%

VDC

1D
0.61%
1M
-3.32%
YTD
5.75%
6M
4.31%
1Y
1.24%
3Y*
7.43%
5Y*
6.06%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. VDC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYZ
iShares U.S. Telecommunications ETF		32.03%29.28%20.53%3.90%-30.29%11.69%4.13%16.14%-8.59%-11.86%
VDC
Vanguard Consumer Staples ETF		5.75%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Correlation

The correlation between IYZ and VDC is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.33

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

0.46

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

0.50

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

0.57

Over the past year, the correlation between IYZ and VDC has dropped to 0.15 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Telecommunications ETF

Vanguard Consumer Staples ETF

Often compared with IYZ:
IYZ vs. XTLIYZ vs. VOXIYZ vs. XLCIYZ vs. IXPIYZ vs. IYRIYZ vs. FBMPXIYZ vs. SPY
Often compared with VDC:
VDC vs. XLPVDC vs. VOOVDC vs. VCRVDC vs. FSTAVDC vs. IYKVDC vs. VTVVDC vs. KXI

Return for Risk

IYZ vs. VDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYZ
IYZ Risk / Return Rank: 9393
Overall Rank
IYZ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9090
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
Martin Ratio Rank
VDC
VDC Risk / Return Rank: 99
Overall Rank
VDC Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 99
Sortino Ratio Rank
VDC Omega Ratio Rank: 99
Omega Ratio Rank
VDC Calmar Ratio Rank: 1010
Calmar Ratio Rank
VDC Martin Ratio Rank: 1010
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.

IYZ vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) 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.

IYZVDCDifference
Sharpe ratioReturn per unit of total volatility
3.35
0.10

+3.25

Sortino ratioReturn per unit of downside risk
4.45
0.23

+4.22

Omega ratioGain probability vs. loss probability

1.58

1.03

+0.56

Calmar ratioReturn relative to maximum drawdown

9.54

0.13

+9.41

Martin ratioReturn relative to average drawdown

32.08

0.28

+31.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYZ vs. VDC - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 3.35, which is higher than the VDC Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of IYZ and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IYZVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

0.10

+3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.46

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.52

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.66

-0.59

Drawdowns

IYZ vs. VDC - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IYZ and VDC.

Loading charts...

Drawdown Indicators

IYZVDCDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-34.24%

-42.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-9.28%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-11.78%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-16.55%

-23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

-25.31%

-14.43%

Current Drawdown

Current decline from peak

-2.96%

-8.52%

+5.56%

Average Drawdown

Average peak-to-trough decline

-40.14%

-3.73%

-36.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

4.49%

-2.62%

Volatility

IYZ vs. VDC - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 7.44% compared to Vanguard Consumer Staples ETF (VDC) at 4.09%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IYZVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

4.09%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

9.76%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

12.36%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

13.13%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

14.64%

+4.61%

IYZ vs. VDC - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

IYZ vs. VDC - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.50%, less than VDC's 2.17% yield.

PositionTTM20252024202320222021202020192018201720162015
IYZ
iShares U.S. Telecommunications ETF		1.50%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%
VDC
Vanguard Consumer Staples ETF		2.17%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Frequently Asked Questions

IYZ and VDC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYZ has higher volatility (7.44%) compared to VDC (4.09%). In terms of maximum drawdown, IYZ dropped -77.11% vs VDC's -34.24%.

On 10-year performance, VDC leads with 7.59% vs 6.28% for IYZ. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VDC has performed better with a 7.59% return vs 6.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VDC is cheaper with a 0.09% expense ratio, compared with 0.42% for IYZ.

VDC has the higher dividend yield at 2.17%, compared with 1.50% for IYZ.

IYZ is categorized as Communications Equities, while VDC is Consumer Staples Equities. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.42% for IYZ and 0.09% for VDC.

IYZ currently has the higher Sharpe Ratio (3.35 vs 0.10), 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 IYZ and VDC

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

Open Portfolio Optimizer