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LIT vs. VCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LITVCR
YTD Return-13.89%12.53%
1Y Return-19.93%27.47%
3Y Return (Ann)-18.09%3.86%
5Y Return (Ann)13.87%15.56%
10Y Return (Ann)7.49%13.62%
Sharpe Ratio-0.631.53
Daily Std Dev31.20%18.41%
Max Drawdown-62.61%-61.54%
Current Drawdown-53.45%-1.68%

Correlation

-0.50.00.51.00.6

The correlation between LIT and VCR is 0.64, 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

LIT vs. VCR - Performance Comparison

In the year-to-date period, LIT achieves a -13.89% return, which is significantly lower than VCR's 12.53% return. Over the past 10 years, LIT has underperformed VCR with an annualized return of 7.49%, while VCR has yielded a comparatively higher 13.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-3.77%
8.33%
LIT
VCR

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LIT vs. VCR - Expense Ratio Comparison

LIT has a 0.75% expense ratio, which is higher than VCR's 0.10% expense ratio.


LIT
Global X Lithium & Battery Tech ETF
Expense ratio chart for LIT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

LIT vs. VCR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Lithium & Battery Tech ETF (LIT) 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.


LIT
Sharpe ratio
The chart of Sharpe ratio for LIT, currently valued at -0.63, compared to the broader market0.002.004.00-0.63
Sortino ratio
The chart of Sortino ratio for LIT, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.79
Omega ratio
The chart of Omega ratio for LIT, currently valued at 0.92, compared to the broader market1.001.502.002.503.000.92
Calmar ratio
The chart of Calmar ratio for LIT, currently valued at -0.31, compared to the broader market0.005.0010.0015.00-0.31
Martin ratio
The chart of Martin ratio for LIT, currently valued at -0.92, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.92
VCR
Sharpe ratio
The chart of Sharpe ratio for VCR, currently valued at 1.53, compared to the broader market0.002.004.001.53
Sortino ratio
The chart of Sortino ratio for VCR, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.0012.002.08
Omega ratio
The chart of Omega ratio for VCR, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for VCR, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97
Martin ratio
The chart of Martin ratio for VCR, currently valued at 7.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.59

LIT vs. VCR - Sharpe Ratio Comparison

The current LIT Sharpe Ratio is -0.63, which is lower than the VCR Sharpe Ratio of 1.53. The chart below compares the 12-month rolling Sharpe Ratio of LIT and VCR.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00MayJuneJulyAugustSeptember
-0.63
1.53
LIT
VCR

Dividends

LIT vs. VCR - Dividend Comparison

LIT's dividend yield for the trailing twelve months is around 1.39%, more than VCR's 0.80% yield.


TTM20232022202120202019201820172016201520142013
LIT
Global X Lithium & Battery Tech ETF
1.39%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%
VCR
Vanguard Consumer Discretionary ETF
0.80%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%0.84%

Drawdowns

LIT vs. VCR - Drawdown Comparison

The maximum LIT drawdown since its inception was -62.61%, roughly equal to the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for LIT and VCR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-53.45%
-1.68%
LIT
VCR

Volatility

LIT vs. VCR - Volatility Comparison

Global X Lithium & Battery Tech ETF (LIT) has a higher volatility of 13.63% compared to Vanguard Consumer Discretionary ETF (VCR) at 4.92%. This indicates that LIT's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptember
13.63%
4.92%
LIT
VCR