VCR vs. RXI
VCR (Vanguard Consumer Discretionary ETF) and RXI (iShares Global Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index while RXI tracks the S&P Global Consumer Discretionary Index. Both are passively managed. Over the past 10 years, VCR returned 13.29%/yr vs 9.87%/yr for RXI. Their correlation of 0.89 means they have usually moved in the same direction. VCR charges 0.10%/yr vs 0.46%/yr for RXI.
Performance
VCR vs. RXI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VCR achieves a -0.28% return, which is significantly higher than RXI's -1.88% return. Over the past 10 years, VCR has outperformed RXI with an annualized return of 13.29%, while RXI has yielded a comparatively lower 9.87% annualized return.
VCR
- 1D
- 2.71%
- 1M
- -1.07%
- 6M
- -1.60%
- YTD
- -0.28%
- 1Y
- 9.62%
- 3Y*
- 11.43%
- 5Y*
- 5.37%
- 10Y*
- 13.29%
- ALL TIME*
- 10.99%
RXI
- 1D
- 2.25%
- 1M
- 2.64%
- 6M
- -2.71%
- YTD
- -1.88%
- 1Y
- 9.15%
- 3Y*
- 9.30%
- 5Y*
- 4.61%
- 10Y*
- 9.87%
- ALL TIME*
- 8.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.27M | $3.01M | $2.20M | |
| $24.44M | $25.79M | $24.81M |
VCR vs. RXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -0.28% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
RXI iShares Global Consumer Discretionary ETF | -1.88% | 13.16% | 17.26% | 27.57% | -29.08% | 16.32% | 24.46% | 26.78% | -6.30% | 22.94% |
Correlation
The correlation between VCR and RXI is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2006 | 0.89 |
The correlation between VCR and RXI has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VCR vs. RXI — Risk / Return Rank
VCR
RXI
VCR vs. RXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and iShares Global Consumer Discretionary ETF (RXI). 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 | RXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.53 | -0.10 |
| Martin ratioReturn relative to average drawdown | 1.24 | 1.33 | -0.09 |
Loading charts...
Drawdowns
VCR vs. RXI - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, roughly equal to the maximum RXI drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for VCR and RXI.
Loading charts...
Drawdown Indicators
| VCR | RXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -60.36% | -1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -15.17% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -19.64% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -35.78% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -35.78% | -3.42% |
Current DrawdownCurrent decline from peak | -4.82% | -5.69% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -10.52% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 5.99% | -0.58% |
Volatility
VCR vs. RXI - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 6.75% compared to iShares Global Consumer Discretionary ETF (RXI) at 5.36%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than RXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VCR | RXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.36% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 13.61% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 17.04% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.21% | 21.06% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.50% | 20.10% | +2.40% |
VCR vs. RXI - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than RXI's 0.46% expense ratio.
Dividends
VCR vs. RXI - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, less than RXI's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.42% | 1.55% | 1.07% | 1.00% | 1.00% | 0.89% | 0.65% | 1.48% | 1.73% | 1.26% | 1.77% | 1.17% |
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
With a correlation of 0.93, VCR and RXI 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.
VCR has higher volatility (6.75%) compared to RXI (5.36%). In terms of maximum drawdown, VCR dropped -61.54% vs RXI's -60.36%.
On 10-year performance, VCR leads with 13.29% vs 9.87% for RXI. On fees, VCR is cheaper at 0.10% per year. On volatility, RXI has been the lower-risk option at 5.36%. 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 13.29% return vs 9.87%. 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 0.46% for RXI.
RXI has the higher dividend yield at 1.42%, compared with 0.73% for VCR.
VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while RXI tracks S&P Global Consumer Discretionary Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VCR and 0.46% for RXI.
RXI currently has the higher Sharpe Ratio (0.47 vs 0.34), 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.
Find the right allocation for VCR and RXI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer