VCR vs. VICE
VCR (Vanguard Consumer Discretionary ETF) and VICE (AdvisorShares Vice ETF) are both Consumer Discretionary Equities funds. VCR is passively managed, while VICE is actively managed. Over the past 5 years, VCR returned 6.17%/yr vs -0.32%/yr for VICE. A 0.69 correlation means they provide meaningful diversification when combined. VCR charges 0.10%/yr vs 0.99%/yr for VICE.
Performance
VCR vs. VICE - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -0.77% return, which is significantly lower than VICE's 3.62% return.
VCR
- 1D
- -0.78%
- 1M
- -0.06%
- YTD
- -0.77%
- 6M
- -0.95%
- 1Y
- 9.75%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 13.46%
VICE
- 1D
- -0.84%
- 1M
- -0.02%
- YTD
- 3.62%
- 6M
- 2.59%
- 1Y
- -1.03%
- 3Y*
- 7.32%
- 5Y*
- -0.32%
- 10Y*
- —
VCR vs. VICE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -0.77% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 1.35% |
VICE AdvisorShares Vice ETF | 3.62% | 1.56% | 18.27% | 3.01% | -18.28% | 8.50% | 22.45% | 20.05% | -16.93% | 4.31% |
Correlation
The correlation between VCR and VICE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2017 | 0.69 |
Over the past year, the correlation between VCR and VICE has dropped to 0.49 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
VCR vs. VICE — Risk / Return Rank
VCR
VICE
VCR vs. VICE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and AdvisorShares Vice ETF (VICE). 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 | VICE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.00 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | -0.08 | +0.70 |
| Martin ratioReturn relative to average drawdown | 1.97 | -0.13 | +2.10 |
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 | VICE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | -0.08 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | -0.02 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.23 | +0.27 |
Drawdowns
VCR vs. VICE - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than VICE's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for VCR and VICE.
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Drawdown Indicators
| VCR | VICE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -38.27% | -23.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -13.59% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -19.55% | -7.81% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -35.23% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | -8.14% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -12.37% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 7.73% | -2.76% |
Volatility
VCR vs. VICE - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 5.18% compared to AdvisorShares Vice ETF (VICE) at 4.53%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than VICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | VICE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.53% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 9.10% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 13.19% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 17.79% | +6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.40% | 19.19% | +3.21% |
VCR vs. VICE - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than VICE's 0.99% expense ratio.
Dividends
VCR vs. VICE - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, less than VICE's 0.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VICE AdvisorShares Vice ETF | 0.76% | 0.79% | 1.46% | 1.69% | 0.96% | 0.99% | 0.00% | 2.47% | 1.72% | 0.17% | 0.00% | 0.00% |
Frequently Asked Questions
VCR and VICE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (5.18%) compared to VICE (4.53%). In terms of maximum drawdown, VCR dropped -61.54% vs VICE's -38.27%.
On 5-year performance, VCR leads with 6.17% vs -0.32% for VICE. On fees, VCR is cheaper at 0.10% per year. On volatility, VICE has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCR has performed better with a 6.17% return vs -0.32%. 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 0.99% for VICE.
VICE has the higher dividend yield at 0.76%, compared with 0.73% for VCR.
They also come from different issuers: Vanguard and AdvisorShares. Their fees differ too: 0.10% for VCR and 0.99% for VICE.
VCR currently has the higher Sharpe Ratio (0.53 vs -0.08), 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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