VCR vs. RTH
VCR (Vanguard Consumer Discretionary ETF) and RTH (VanEck Vectors Retail ETF) are both Consumer Discretionary Equities funds - VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index while RTH tracks the MVIS US Listed Retail 25 Index. Both are passively managed. Over the past 10 years, VCR returned 13.55%/yr vs 13.83%/yr for RTH. Their correlation of 0.84 suggests significant overlap in exposure. VCR charges 0.10%/yr vs 0.35%/yr for RTH.
Performance
VCR vs. RTH - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a 0.01% return, which is significantly lower than RTH's 1.52% return. Both investments have delivered pretty close results over the past 10 years, with VCR having a 13.55% annualized return and RTH not far ahead at 13.83%.
VCR
- 1D
- -0.34%
- 1M
- -0.28%
- YTD
- 0.01%
- 6M
- 0.97%
- 1Y
- 11.24%
- 3Y*
- 15.28%
- 5Y*
- 6.49%
- 10Y*
- 13.55%
RTH
- 1D
- -0.77%
- 1M
- -5.88%
- YTD
- 1.52%
- 6M
- 0.41%
- 1Y
- 8.07%
- 3Y*
- 15.96%
- 5Y*
- 9.32%
- 10Y*
- 13.83%
VCR vs. RTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.01% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
RTH VanEck Vectors Retail ETF | 1.52% | 12.36% | 20.02% | 20.07% | -17.67% | 24.94% | 31.62% | 29.06% | 3.87% | 22.45% |
Correlation
The correlation between VCR and RTH is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.84 |
The correlation between VCR and RTH shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VCR vs. RTH — Risk / Return Rank
VCR
RTH
VCR vs. RTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and VanEck Vectors Retail ETF (RTH). 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 | RTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.67 | -0.06 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.08 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.13 | -0.41 |
Martin ratioReturn relative to average drawdown | 2.28 | 3.98 | -1.70 |
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 | RTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.67 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.56 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.50 | +0.01 |
Drawdowns
VCR vs. RTH - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than RTH's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for VCR and RTH.
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Drawdown Indicators
| VCR | RTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -42.32% | -19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -7.83% | -7.76% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -13.80% | -13.56% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -25.00% | -14.20% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -25.00% | -14.20% |
Current DrawdownCurrent decline from peak | -4.54% | -6.18% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -7.34% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.23% | +2.73% |
Volatility
VCR vs. RTH - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 5.22% compared to VanEck Vectors Retail ETF (RTH) at 3.80%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | RTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.80% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 9.22% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 12.09% | +6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 16.80% | +7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.41% | 17.54% | +4.87% |
VCR vs. RTH - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than RTH's 0.35% expense ratio.
Dividends
VCR vs. RTH - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, less than RTH's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.96% | 0.97% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% |
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 RTH have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (5.22%) compared to RTH (3.80%). In terms of maximum drawdown, VCR dropped -61.54% vs RTH's -42.32%.
On 10-year performance, RTH leads with 13.83% vs 13.55% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, RTH has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RTH has performed better with a 13.83% return vs 13.55%. 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 0.35% for RTH.
RTH has the higher dividend yield at 0.96%, compared with 0.73% for VCR.
VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while RTH tracks MVIS US Listed Retail 25 Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.10% for VCR and 0.35% for RTH.
RTH currently has the higher Sharpe Ratio (0.67 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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