VCR vs. XRT
Compare and contrast key facts about Vanguard Consumer Discretionary ETF (VCR) and SPDR S&P Retail ETF (XRT).
VCR and XRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. Both VCR and XRT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VCR or XRT.
Key characteristics
| VCR | XRT | |
|---|---|---|
| YTD Return | 5.21% | 8.19% |
| 1Y Return | 15.95% | 25.57% |
| 3Y Return (Ann) | 0.99% | -5.13% |
| 5Y Return (Ann) | 13.61% | 16.08% |
| 10Y Return (Ann) | 12.57% | 7.36% |
| Sharpe Ratio | 0.89 | 1.21 |
| Daily Std Dev | 18.58% | 22.51% |
| Max Drawdown | -61.54% | -65.82% |
| Current Drawdown | -8.07% | -21.25% |
Correlation
The correlation between VCR and XRT is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VCR vs. XRT - Performance Comparison
In the year-to-date period, VCR achieves a 5.21% return, which is significantly lower than XRT's 8.19% return. Over the past 10 years, VCR has outperformed XRT with an annualized return of 12.57%, while XRT has yielded a comparatively lower 7.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VCR vs. XRT - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than XRT's 0.35% expense ratio.
Risk-Adjusted Performance
VCR vs. XRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) and SPDR S&P Retail ETF (XRT). 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.
Dividends
VCR vs. XRT - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.82%, less than XRT's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.82% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
XRT SPDR S&P Retail ETF | 1.31% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% | 0.74% | 0.60% |
Drawdowns
VCR vs. XRT - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum XRT drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for VCR and XRT. For additional features, visit the drawdowns tool.
Volatility
VCR vs. XRT - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) and SPDR S&P Retail ETF (XRT) have volatilities of 8.49% and 8.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.