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.
Performance
VCR vs. XRT - Performance Comparison
Loading graphics...
VCR vs. XRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -8.68% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
XRT SPDR S&P Retail ETF | -5.40% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
Returns By Period
In the year-to-date period, VCR achieves a -8.68% return, which is significantly lower than XRT's -5.40% return. Over the past 10 years, VCR has outperformed XRT with an annualized return of 12.47%, while XRT has yielded a comparatively lower 7.33% annualized return.
VCR
- 1D
- 3.26%
- 1M
- -6.39%
- YTD
- -8.68%
- 6M
- -9.02%
- 1Y
- 11.14%
- 3Y*
- 13.37%
- 5Y*
- 4.71%
- 10Y*
- 12.47%
XRT
- 1D
- 2.68%
- 1M
- -7.23%
- YTD
- -5.40%
- 6M
- -6.19%
- 1Y
- 17.47%
- 3Y*
- 9.68%
- 5Y*
- -0.58%
- 10Y*
- 7.33%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VCR vs. XRT - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than XRT's 0.35% expense ratio.
Return for Risk
VCR vs. XRT — Risk / Return Rank
VCR
XRT
VCR vs. XRT - Risk-Adjusted Trends 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.
| VCR | XRT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.71 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.21 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.36 | -0.66 |
Martin ratioReturn relative to average drawdown | 2.31 | 3.60 | -1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VCR | XRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.02 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.27 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.34 | +0.15 |
Correlation
The correlation between VCR and XRT is 0.83, 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.
Dividends
VCR vs. XRT - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.80%, less than XRT's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.80% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
XRT SPDR S&P Retail ETF | 0.86% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Drawdowns
VCR vs. XRT - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum XRT drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for VCR and XRT.
Loading graphics...
Drawdown Indicators
| VCR | XRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -65.81% | +4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -13.53% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -44.57% | +5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -47.02% | +7.82% |
Current DrawdownCurrent decline from peak | -12.83% | -16.82% | +3.99% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -15.01% | +5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 5.11% | -0.39% |
Volatility
VCR vs. XRT - Volatility Comparison
Vanguard Consumer Discretionary ETF (VCR) has a higher volatility of 7.36% compared to SPDR S&P Retail ETF (XRT) at 5.65%. This indicates that VCR's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VCR | XRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 5.65% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.95% | 14.65% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.27% | 24.75% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 27.01% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 27.17% | -4.84% |