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

Correlation

The correlation between LIT and VCR is 0.63, 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.


-0.50.00.51.00.6

Performance

LIT vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Lithium & Battery Tech ETF (LIT) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
57.88%
815.57%
LIT
VCR

Key characteristics

Sharpe Ratio

LIT:

-0.36

VCR:

1.51

Sortino Ratio

LIT:

-0.32

VCR:

2.05

Omega Ratio

LIT:

0.97

VCR:

1.26

Calmar Ratio

LIT:

-0.19

VCR:

1.72

Martin Ratio

LIT:

-0.63

VCR:

7.85

Ulcer Index

LIT:

18.59%

VCR:

3.54%

Daily Std Dev

LIT:

32.92%

VCR:

18.43%

Max Drawdown

LIT:

-62.61%

VCR:

-61.54%

Current Drawdown

LIT:

-54.98%

VCR:

-4.35%

Returns By Period

In the year-to-date period, LIT achieves a -16.72% return, which is significantly lower than VCR's 26.89% return. Over the past 10 years, LIT has underperformed VCR with an annualized return of 8.00%, while VCR has yielded a comparatively higher 14.11% annualized return.


LIT

YTD

-16.72%

1M

-6.89%

6M

7.21%

1Y

-13.77%

5Y*

9.97%

10Y*

8.00%

VCR

YTD

26.89%

1M

5.85%

6M

23.52%

1Y

26.52%

5Y*

16.65%

10Y*

14.11%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for LIT, currently valued at -0.36, compared to the broader market0.002.004.00-0.361.51
The chart of Sortino ratio for LIT, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.0010.00-0.322.05
The chart of Omega ratio for LIT, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.26
The chart of Calmar ratio for LIT, currently valued at -0.19, compared to the broader market0.005.0010.0015.00-0.191.72
The chart of Martin ratio for LIT, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00100.00-0.637.85
LIT
VCR

The current LIT Sharpe Ratio is -0.36, which is lower than the VCR Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of LIT and VCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
1.51
LIT
VCR

Dividends

LIT vs. VCR - Dividend Comparison

LIT's dividend yield for the trailing twelve months is around 1.44%, more than VCR's 0.73% yield.


TTM20232022202120202019201820172016201520142013
LIT
Global X Lithium & Battery Tech ETF
1.44%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
0.73%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%JulyAugustSeptemberOctoberNovemberDecember
-54.98%
-4.35%
LIT
VCR

Volatility

LIT vs. VCR - Volatility Comparison

Global X Lithium & Battery Tech ETF (LIT) has a higher volatility of 8.82% compared to Vanguard Consumer Discretionary ETF (VCR) at 6.54%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.82%
6.54%
LIT
VCR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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