VCR vs. XLYI
VCR (Vanguard Consumer Discretionary ETF) and XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) are both exchange-traded funds - VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index, while XLYI is a Derivative Income fund actively managed by State Street. VCR is passively managed, while XLYI is actively managed. With a 0.97 correlation, they move nearly in lockstep. VCR charges 0.10%/yr vs 0.35%/yr for XLYI.
Performance
VCR vs. XLYI - Performance Comparison
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Returns By Period
VCR
- 1D
- -0.85%
- 1M
- 0.09%
- 6M
- -4.48%
- YTD
- -0.00%
- 1Y
- 7.06%
- 3Y*
- 11.21%
- 5Y*
- 5.32%
- 10Y*
- 13.27%
XLYI
- 1D
- -1.08%
- 1M
- 0.69%
- 6M
- -4.22%
- YTD
- -0.73%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCR vs. XLYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -0.00% | 5.73% |
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF | -0.73% | 5.63% |
Correlation
The correlation between VCR and XLYI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.97 |
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Return for Risk
VCR vs. XLYI — Risk / Return Rank
VCR
XLYI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VCR vs. XLYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). 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 | XLYI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | — | — |
| Martin ratioReturn relative to average drawdown | 1.36 | — | — |
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Drawdowns
VCR vs. XLYI - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, which is greater than XLYI's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for VCR and XLYI.
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Drawdown Indicators
| VCR | XLYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -12.32% | -49.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | — | — |
Current DrawdownCurrent decline from peak | -4.55% | -4.27% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -3.14% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | — | — |
Volatility
VCR vs. XLYI - Volatility Comparison
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Volatility by Period
| VCR | XLYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 15.73% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.15% | 15.73% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 15.73% | +6.70% |
VCR vs. XLYI - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than XLYI's 0.35% expense ratio.
Dividends
VCR vs. XLYI - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, less than XLYI's 14.86% 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% |
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF | 14.86% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, VCR and XLYI 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.
On fees, VCR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VCR is cheaper with a 0.10% expense ratio, compared with 0.35% for XLYI.
XLYI has the higher dividend yield at 14.86%, compared with 0.73% for VCR.
VCR is categorized as Consumer Discretionary Equities, while XLYI is Derivative Income. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.10% for VCR and 0.35% for XLYI.
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