RSPD vs. VCR
RSPD (Invesco S&P 500 Equal Weight Consumer Discretionary ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - RSPD tracks the S&P 500 Equal Weighted / Consumer Discretionary -SEC while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, RSPD returned 8.53%/yr vs 13.68%/yr for VCR. Their correlation of 0.87 suggests significant overlap in exposure. RSPD charges 0.40%/yr vs 0.10%/yr for VCR.
Performance
RSPD vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, RSPD achieves a -3.06% return, which is significantly lower than VCR's -2.41% return. Over the past 10 years, RSPD has underperformed VCR with an annualized return of 8.53%, while VCR has yielded a comparatively higher 13.68% annualized return.
RSPD
- 1D
- -0.22%
- 1M
- 2.26%
- YTD
- -3.06%
- 6M
- -4.33%
- 1Y
- 6.74%
- 3Y*
- 8.83%
- 5Y*
- 3.43%
- 10Y*
- 8.53%
VCR
- 1D
- -0.91%
- 1M
- -2.81%
- YTD
- -2.41%
- 6M
- -4.50%
- 1Y
- 8.02%
- 3Y*
- 12.53%
- 5Y*
- 5.14%
- 10Y*
- 13.68%
RSPD vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF | -3.06% | 7.98% | 13.37% | 22.55% | -24.03% | 28.75% | 11.43% | 25.88% | -8.79% | 15.04% |
VCR Vanguard Consumer Discretionary ETF | -2.41% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between RSPD and VCR is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2006 | 0.87 |
The correlation between RSPD and VCR has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
RSPD vs. VCR — Risk / Return Rank
RSPD
VCR
RSPD vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) 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.
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.
| RSPD | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.52 | -0.03 |
| Martin ratioReturn relative to average drawdown | 1.17 | 1.57 | -0.40 |
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Drawdowns
RSPD vs. VCR - Drawdown Comparison
The maximum RSPD drawdown since its inception was -68.00%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for RSPD and VCR.
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Drawdown Indicators
| RSPD | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -61.54% | -6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -15.59% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.01% | -27.36% | +6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.41% | -39.20% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -48.00% | -39.20% | -8.80% |
Current DrawdownCurrent decline from peak | -7.89% | -6.85% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -9.39% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 5.11% | +0.66% |
Volatility
RSPD vs. VCR - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) is 5.66%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.34%. This indicates that RSPD 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.
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Volatility by Period
| RSPD | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 6.34% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 13.88% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 18.86% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.17% | 24.10% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 22.44% | +0.68% |
RSPD vs. VCR - Expense Ratio Comparison
RSPD has a 0.40% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
RSPD vs. VCR - Dividend Comparison
RSPD's dividend yield for the trailing twelve months is around 0.89%, more than VCR's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF | 0.89% | 1.08% | 0.84% | 1.09% | 0.99% | 0.53% | 0.81% | 1.59% | 1.67% | 1.45% | 1.27% | 1.37% |
VCR Vanguard Consumer Discretionary ETF | 0.75% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
Frequently Asked Questions
RSPD and VCR have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.34%) compared to RSPD (5.66%). In terms of maximum drawdown, RSPD dropped -68.00% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.68% vs 8.53% for RSPD. On fees, VCR is cheaper at 0.10% per year. On volatility, RSPD has been the lower-risk option at 5.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCR has performed better with a 13.68% return vs 8.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.40% for RSPD.
RSPD has the higher dividend yield at 0.89%, compared with 0.75% for VCR.
RSPD tracks S&P 500 Equal Weighted / Consumer Discretionary -SEC, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.40% for RSPD and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.43 vs 0.37), 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.
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