VCR vs. ETH-USD
VCR (Vanguard Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VCR returned 13.45%/yr vs 61.34%/yr for ETH-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
VCR vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -1.82% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, VCR has underperformed ETH-USD with an annualized return of 13.45%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
VCR
- 1D
- 0.64%
- 1M
- -3.13%
- YTD
- -1.82%
- 6M
- -0.68%
- 1Y
- 10.03%
- 3Y*
- 13.71%
- 5Y*
- 5.83%
- 10Y*
- 13.45%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VCR vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -1.82% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VCR and ETH-USD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.17 |
The correlation between VCR and ETH-USD shifts across timeframes, from 0.17 (all time) to 0.31 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VCR vs. ETH-USD — Risk / Return Rank
VCR
ETH-USD
VCR vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Ethereum (ETH-USD). 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.
| VCR | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.96 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | -0.50 | +1.15 |
| Martin ratioReturn relative to average drawdown | 2.01 | -0.88 | +2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCR | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.50 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.12 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.75 | -0.24 |
Drawdowns
VCR vs. ETH-USD - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VCR and ETH-USD.
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Drawdown Indicators
| VCR | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -94.01% | +32.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -67.53% | +51.94% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -67.53% | +40.17% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -79.35% | +40.15% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -94.01% | +54.81% |
Current DrawdownCurrent decline from peak | -6.29% | -65.60% | +59.31% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -50.89% | +41.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 44.58% | -39.57% |
Volatility
VCR vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 5.30%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VCR experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 16.88% | -11.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 46.80% | -33.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 56.55% | -38.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.00% | 59.65% | -35.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 78.04% | -55.62% |
Frequently Asked Questions
VCR and ETH-USD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to VCR (5.30%). In terms of maximum drawdown, VCR dropped -61.54% vs ETH-USD's -94.01%.
VCR currently has the higher Sharpe Ratio (0.55 vs -0.50), 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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