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. Over the past year, VCR returned 11.97% vs 10.54% for XLYI. Their 0.97 correlation means they have historically moved very closely together. VCR charges 0.10%/yr vs 0.35%/yr for XLYI.
Performance
VCR vs. XLYI - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a 1.85% return, which is significantly higher than XLYI's 1.38% return.
VCR
- 1D
- 2.14%
- 1M
- 1.04%
- 6M
- -0.18%
- YTD
- 1.85%
- 1Y
- 11.97%
- 3Y*
- 12.25%
- 5Y*
- 5.83%
- 10Y*
- 13.40%
- ALL TIME*
- 11.09%
XLYI
- 1D
- 1.69%
- 1M
- 1.30%
- 6M
- -1.42%
- YTD
- 1.38%
- 1Y
- 10.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.52M | $25.91M | $23.87M | |
| $80.11K | $62.91K | $60.52K |
VCR vs. XLYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 1.85% | 5.73% |
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF | 1.38% | 5.63% |
Correlation
The correlation between VCR and XLYI is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.97 |
The correlation between VCR and XLYI has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
VCR vs. XLYI — Risk / Return Rank
VCR
XLYI
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 | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.86 | -0.09 |
| Martin ratioReturn relative to average drawdown | 2.22 | 2.44 | -0.22 |
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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% | -12.32% | -3.27% |
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 | -2.79% | -2.24% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -3.29% | -6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 4.33% | +1.08% |
Volatility
VCR vs. XLYI - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 7.05% compared to State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) at 6.61%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than XLYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCR | XLYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 6.61% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 13.08% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 16.31% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 16.37% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 16.37% | +6.14% |
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 0.72%, less than XLYI's 15.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.72% | 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 | 15.73% | 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.
VCR has higher volatility (7.05%) compared to XLYI (6.61%). In terms of maximum drawdown, VCR dropped -61.54% vs XLYI's -12.32%.
On 1-year performance, VCR leads with 11.97% vs 10.54% for XLYI. On fees, VCR is cheaper at 0.10% per year. On volatility, XLYI has been the lower-risk option at 6.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VCR has performed better with a 11.97% return vs 10.54%. 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 XLYI.
XLYI has the higher dividend yield at 15.73%, compared with 0.72% 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.
XLYI currently has the higher Sharpe Ratio (0.65 vs 0.62), 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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