VCR vs. ICLN
Compare and contrast key facts about Vanguard Consumer Discretionary ETF (VCR) and iShares Global Clean Energy ETF (ICLN).
VCR and ICLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. Both VCR and ICLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCR or ICLN.
Performance
VCR vs. ICLN - Performance Comparison
Returns By Period
In the year-to-date period, VCR achieves a 18.75% return, which is significantly higher than ICLN's -21.88% return. Over the past 10 years, VCR has outperformed ICLN with an annualized return of 13.78%, while ICLN has yielded a comparatively lower 3.67% annualized return.
VCR
18.75%
6.46%
16.67%
29.90%
15.83%
13.78%
ICLN
-21.88%
-10.08%
-14.10%
-12.36%
3.61%
3.67%
Key characteristics
| VCR | ICLN | |
|---|---|---|
| Sharpe Ratio | 1.62 | -0.47 |
| Sortino Ratio | 2.23 | -0.53 |
| Omega Ratio | 1.28 | 0.94 |
| Calmar Ratio | 1.42 | -0.17 |
| Martin Ratio | 8.18 | -1.06 |
| Ulcer Index | 3.50% | 11.11% |
| Daily Std Dev | 17.73% | 24.92% |
| Max Drawdown | -61.54% | -87.16% |
| Current Drawdown | -2.91% | -68.03% |
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VCR vs. ICLN - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than ICLN's 0.46% expense ratio.
Correlation
The correlation between VCR and ICLN is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VCR vs. ICLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and iShares Global Clean Energy ETF (ICLN). 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.
Dividends
VCR vs. ICLN - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.76%, less than ICLN's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.76% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
ICLN iShares Global Clean Energy ETF | 1.81% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
Drawdowns
VCR vs. ICLN - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum ICLN drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for VCR and ICLN. For additional features, visit the drawdowns tool.
Volatility
VCR vs. ICLN - Volatility Comparison
The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 6.52%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.44%. This indicates that VCR experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.