VCR vs. GDE
VCR (Vanguard Consumer Discretionary ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index, while GDE is a Gold fund actively managed by WisdomTree. VCR is passively managed, while GDE is actively managed. Over the past 3 years, VCR returned 13.30%/yr vs 42.64%/yr for GDE. A 0.54 correlation means they provide meaningful diversification when combined. VCR charges 0.10%/yr vs 0.20%/yr for GDE.
Performance
VCR vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -0.09% return, which is significantly lower than GDE's 3.16% return.
VCR
- 1D
- 0.20%
- 1M
- 0.16%
- YTD
- -0.09%
- 6M
- -1.17%
- 1Y
- 12.37%
- 3Y*
- 13.30%
- 5Y*
- 6.00%
- 10Y*
- 13.76%
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
VCR vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -0.09% | 5.77% | 24.27% | 40.38% | -24.44% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between VCR and GDE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.54 |
The correlation between VCR and GDE shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VCR vs. GDE — Risk / Return Rank
VCR
GDE
VCR vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.83 | -1.12 |
| Martin ratioReturn relative to average drawdown | 2.21 | 5.36 | -3.15 |
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Drawdowns
VCR vs. GDE - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than GDE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for VCR and GDE.
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Drawdown Indicators
| VCR | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -32.01% | -29.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -22.66% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -22.66% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | — | — |
Current DrawdownCurrent decline from peak | -4.64% | -16.53% | +11.89% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -7.93% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 7.73% | -2.68% |
Volatility
VCR vs. GDE - Volatility Comparison
The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 6.17%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.77%. This indicates that VCR experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 10.77% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 25.97% | -12.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 29.88% | -11.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 27.09% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 27.09% | -4.66% |
VCR vs. GDE - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than GDE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VCR vs. GDE - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, less than GDE's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 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 GDE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to VCR (6.17%). In terms of maximum drawdown, VCR dropped -61.54% vs GDE's -32.01%.
On 3-year performance, GDE leads with 42.64% vs 13.30% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 6.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 42.64% return vs 13.30%. 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 0.20% for GDE.
GDE has the higher dividend yield at 4.19%, compared with 0.73% for VCR.
VCR is categorized as Consumer Discretionary Equities, while GDE is Gold. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.10% for VCR and 0.20% for GDE.
GDE currently has the higher Sharpe Ratio (1.39 vs 0.60), 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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