VCR vs. IBUY
VCR (Vanguard Consumer Discretionary ETF) and IBUY (Amplify Online Retail ETF) are both Consumer Discretionary Equities funds - VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index while IBUY tracks the EQM Online Retail Index. Both are passively managed. Over the past 10 years, VCR returned 13.68%/yr vs 11.07%/yr for IBUY. A 0.79 correlation means they provide meaningful diversification when combined. VCR charges 0.10%/yr vs 0.65%/yr for IBUY.
Performance
VCR vs. IBUY - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -2.41% return, which is significantly higher than IBUY's -9.12% return. Over the past 10 years, VCR has outperformed IBUY with an annualized return of 13.68%, while IBUY has yielded a comparatively lower 11.07% annualized return.
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%
IBUY
- 1D
- 0.18%
- 1M
- 3.20%
- YTD
- -9.12%
- 6M
- -9.86%
- 1Y
- 2.17%
- 3Y*
- 15.47%
- 5Y*
- -12.18%
- 10Y*
- 11.07%
VCR vs. IBUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBUY Amplify Online Retail ETF | -9.12% | 15.26% | 20.14% | 38.01% | -55.71% | -22.99% | 123.79% | 28.47% | -1.93% | 50.27% |
Correlation
The correlation between VCR and IBUY is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2016 | 0.79 |
The correlation between VCR and IBUY has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
VCR vs. IBUY — Risk / Return Rank
VCR
IBUY
VCR vs. IBUY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and Amplify Online Retail ETF (IBUY). 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 | IBUY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.03 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.09 | +0.42 |
| Martin ratioReturn relative to average drawdown | 1.57 | 0.20 | +1.37 |
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Drawdowns
VCR vs. IBUY - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for VCR and IBUY.
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Drawdown Indicators
| VCR | IBUY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -73.00% | +11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -23.23% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -28.87% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -71.15% | +31.95% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -73.00% | +33.80% |
Current DrawdownCurrent decline from peak | -6.85% | -51.33% | +44.48% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -29.75% | +20.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 10.99% | -5.88% |
Volatility
VCR vs. IBUY - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) and Amplify Online Retail ETF (IBUY) have volatilities of 6.34% and 6.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | IBUY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.65% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 16.52% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 21.87% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.10% | 32.13% | -8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 29.18% | -6.74% |
VCR vs. IBUY - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than IBUY's 0.65% expense ratio.
Dividends
VCR vs. IBUY - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.75%, more than IBUY's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBUY Amplify Online Retail ETF | 0.12% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VCR and IBUY have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBUY has higher volatility (6.65%) compared to VCR (6.34%). In terms of maximum drawdown, VCR dropped -61.54% vs IBUY's -73.00%.
On 10-year performance, VCR leads with 13.68% vs 11.07% for IBUY. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 6.34%. 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 11.07%. 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 0.65% for IBUY.
VCR has the higher dividend yield at 0.75%, compared with 0.12% for IBUY.
VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while IBUY tracks EQM Online Retail Index. They also come from different issuers: Vanguard and Amplify. Their fees differ too: 0.10% for VCR and 0.65% for IBUY.
VCR currently has the higher Sharpe Ratio (0.43 vs 0.10), 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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