VCR vs. EBIZ
VCR (Vanguard Consumer Discretionary ETF) and EBIZ (Global X E-commerce ETF) are both Consumer Discretionary Equities funds - VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index while EBIZ tracks the Solactive E-commerce Index. Both are passively managed. Over the past 5 years, VCR returned 5.12%/yr vs -4.42%/yr for EBIZ. A 0.76 correlation means they provide meaningful diversification when combined. VCR charges 0.10%/yr vs 0.50%/yr for EBIZ.
Performance
VCR vs. EBIZ - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -2.21% return, which is significantly higher than EBIZ's -16.81% return.
VCR
- 1D
- -1.10%
- 1M
- -3.07%
- YTD
- -2.21%
- 6M
- -4.61%
- 1Y
- 8.86%
- 3Y*
- 13.02%
- 5Y*
- 5.12%
- 10Y*
- 13.94%
EBIZ
- 1D
- -2.06%
- 1M
- -2.83%
- YTD
- -16.81%
- 6M
- -18.27%
- 1Y
- -10.27%
- 3Y*
- 15.26%
- 5Y*
- -4.42%
- 10Y*
- —
VCR vs. EBIZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -2.21% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -8.35% |
EBIZ Global X E-commerce ETF | -16.81% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -10.56% |
Correlation
The correlation between VCR and EBIZ is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.76 |
The correlation between VCR and EBIZ has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
VCR vs. EBIZ — Risk / Return Rank
VCR
EBIZ
VCR vs. EBIZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Global X E-commerce ETF (EBIZ). 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.
| VCR | EBIZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.93 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | -0.37 | +0.94 |
| Martin ratioReturn relative to average drawdown | 1.73 | -0.71 | +2.43 |
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Drawdowns
VCR vs. EBIZ - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, roughly equal to the maximum EBIZ drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for VCR and EBIZ.
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Drawdown Indicators
| VCR | EBIZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -61.58% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -27.73% | +12.14% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -27.73% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -58.21% | +19.01% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -27.09% | +20.43% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -24.33% | +14.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 14.59% | -9.45% |
Volatility
VCR vs. EBIZ - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 6.53% compared to Global X E-commerce ETF (EBIZ) at 5.93%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than EBIZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | EBIZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.93% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 15.65% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 20.01% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 28.97% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 28.62% | -6.18% |
VCR vs. EBIZ - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than EBIZ's 0.50% expense ratio.
Dividends
VCR vs. EBIZ - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.93%, more than EBIZ's 0.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.61% | 0.51% | 0.23% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.93% | 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
VCR and EBIZ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.53%) compared to EBIZ (5.93%). In terms of maximum drawdown, VCR dropped -61.54% vs EBIZ's -61.58%.
On 5-year performance, VCR leads with 5.12% vs -4.42% for EBIZ. On fees, VCR is cheaper at 0.10% per year. On volatility, EBIZ has been the lower-risk option at 5.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCR has performed better with a 5.12% return vs -4.42%. 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 0.50% for EBIZ.
VCR has the higher dividend yield at 0.93%, compared with 0.61% for EBIZ.
VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while EBIZ tracks Solactive E-commerce Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.10% for VCR and 0.50% for EBIZ.
VCR currently has the higher Sharpe Ratio (0.47 vs -0.52), 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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