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

Correlation

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.


-0.50.00.51.0
Correlation: 0.6

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%NovemberDecember2025FebruaryMarchApril
38.91%
680.32%
LIT
VCR

Key characteristics

Sharpe Ratio

LIT:

-0.35

VCR:

0.40

Sortino Ratio

LIT:

-0.32

VCR:

0.74

Omega Ratio

LIT:

0.96

VCR:

1.10

Calmar Ratio

LIT:

-0.18

VCR:

0.37

Martin Ratio

LIT:

-0.77

VCR:

1.19

Ulcer Index

LIT:

15.32%

VCR:

8.55%

Daily Std Dev

LIT:

33.42%

VCR:

25.74%

Max Drawdown

LIT:

-65.91%

VCR:

-61.54%

Current Drawdown

LIT:

-60.39%

VCR:

-18.48%

Returns By Period

In the year-to-date period, LIT achieves a -9.32% return, which is significantly higher than VCR's -12.98% return. Over the past 10 years, LIT has underperformed VCR with an annualized return of 5.39%, while VCR has yielded a comparatively higher 11.56% annualized return.


LIT

YTD

-9.32%

1M

-8.26%

6M

-15.13%

1Y

-11.55%

5Y*

9.81%

10Y*

5.39%

VCR

YTD

-12.98%

1M

-3.16%

6M

-3.53%

1Y

9.98%

5Y*

15.30%

10Y*

11.56%

*Annualized

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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.


Expense ratio chart for LIT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LIT: 0.75%
Expense ratio chart for VCR: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCR: 0.10%

Risk-Adjusted Performance

LIT vs. VCR — Risk-Adjusted Performance Rank

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

LIT
The Risk-Adjusted Performance Rank of LIT is 88
Overall Rank
The Sharpe Ratio Rank of LIT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LIT is 77
Sortino Ratio Rank
The Omega Ratio Rank of LIT is 88
Omega Ratio Rank
The Calmar Ratio Rank of LIT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LIT is 88
Martin Ratio Rank

VCR
The Risk-Adjusted Performance Rank of VCR is 4949
Overall Rank
The Sharpe Ratio Rank of VCR is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for LIT, currently valued at -0.35, compared to the broader market-1.000.001.002.003.004.00
LIT: -0.35
VCR: 0.40
The chart of Sortino ratio for LIT, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.00
LIT: -0.32
VCR: 0.74
The chart of Omega ratio for LIT, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
LIT: 0.96
VCR: 1.10
The chart of Calmar ratio for LIT, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
LIT: -0.18
VCR: 0.37
The chart of Martin ratio for LIT, currently valued at -0.77, compared to the broader market0.0020.0040.0060.00
LIT: -0.77
VCR: 1.19

The current LIT Sharpe Ratio is -0.35, which is lower than the VCR Sharpe Ratio of 0.40. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.35
0.40
LIT
VCR

Dividends

LIT vs. VCR - Dividend Comparison

LIT's dividend yield for the trailing twelve months is around 1.03%, more than VCR's 0.90% yield.


TTM20242023202220212020201920182017201620152014
LIT
Global X Lithium & Battery Tech ETF
1.03%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%
VCR
Vanguard Consumer Discretionary ETF
0.90%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%

Drawdowns

LIT vs. VCR - Drawdown Comparison

The maximum LIT drawdown since its inception was -65.91%, which is greater than VCR's maximum 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-60.39%
-18.48%
LIT
VCR

Volatility

LIT vs. VCR - Volatility Comparison

The current volatility for Global X Lithium & Battery Tech ETF (LIT) is 15.40%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 16.24%. This indicates that LIT 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.40%
16.24%
LIT
VCR