VCR vs. GXPD
VCR (Vanguard Consumer Discretionary ETF) and GXPD (Global X PureCap MSCI Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index while GXPD tracks the MSCI USA Consumer Discretionary PureCap Index. Both are passively managed. Over the past year, VCR returned 11.97% vs 13.18% for GXPD. Their 0.96 correlation means they have historically moved very closely together. VCR charges 0.10%/yr vs 0.15%/yr for GXPD.
Performance
VCR vs. GXPD - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a 1.85% return, which is significantly lower than GXPD's 2.35% return.
VCR
- 1D
- 2.14%
- 1M
- 1.04%
- 6M
- -0.18%
- YTD
- 1.85%
- 1Y
- 11.97%
- 3Y*
- 12.25%
- 5Y*
- 5.83%
- 10Y*
- 13.40%
- ALL TIME*
- 11.09%
GXPD
- 1D
- 2.58%
- 1M
- 3.48%
- 6M
- -0.02%
- YTD
- 2.35%
- 1Y
- 13.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.93M | $2.16M | $1.74M | |
| $24.52M | $25.91M | $23.87M |
VCR vs. GXPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 1.85% | 5.08% |
GXPD Global X PureCap MSCI Consumer Discretionary ETF | 2.35% | 5.36% |
Correlation
The correlation between VCR and GXPD is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.96 |
The correlation between VCR and GXPD has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
VCR vs. GXPD — Risk / Return Rank
VCR
GXPD
VCR vs. GXPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Global X PureCap MSCI Consumer Discretionary ETF (GXPD). 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 | GXPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.80 | -0.03 |
| Martin ratioReturn relative to average drawdown | 2.22 | 2.15 | +0.07 |
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Drawdowns
VCR vs. GXPD - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than GXPD's maximum drawdown of -16.61%. Use the drawdown chart below to compare losses from any high point for VCR and GXPD.
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Drawdown Indicators
| VCR | GXPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -16.61% | -44.93% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -16.61% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | — | — |
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 | -2.79% | -2.41% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -4.70% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 6.14% | -0.73% |
Volatility
VCR vs. GXPD - Volatility Comparison
The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 7.05%, while Global X PureCap MSCI Consumer Discretionary ETF (GXPD) has a volatility of 9.39%. This indicates that VCR experiences smaller price fluctuations and is considered to be less risky than GXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | GXPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 9.39% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 16.95% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 21.66% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 21.66% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 21.66% | +0.85% |
VCR vs. GXPD - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than GXPD's 0.15% 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. GXPD - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.72%, more than GXPD's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPD Global X PureCap MSCI Consumer Discretionary ETF | 0.33% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.72% | 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
With a correlation of 0.96, VCR and GXPD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GXPD has higher volatility (9.39%) compared to VCR (7.05%). In terms of maximum drawdown, VCR dropped -61.54% vs GXPD's -16.61%.
On 1-year performance, GXPD leads with 13.18% vs 11.97% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 7.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GXPD has performed better with a 13.18% return vs 11.97%. 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 0.15% for GXPD.
VCR has the higher dividend yield at 0.72%, compared with 0.33% for GXPD.
VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while GXPD tracks MSCI USA Consumer Discretionary PureCap Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.10% for VCR and 0.15% for GXPD.
VCR currently has the higher Sharpe Ratio (0.62 vs 0.61), 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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