VDC vs. DVXP
VDC (Vanguard Consumer Staples ETF) and DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) are both Consumer Staples Equities funds - VDC tracks the MSCI US Investable Market Consumer Staples 25/50 Index while DVXP tracks the Syntax Defined Volatility XLP Index. Both are passively managed. With a 0.97 correlation, they move nearly in lockstep. VDC charges 0.09%/yr vs 0.89%/yr for DVXP.
Performance
VDC vs. DVXP - Performance Comparison
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Returns By Period
In the year-to-date period, VDC achieves a 5.75% return, which is significantly lower than DVXP's 8.96% return.
VDC
- 1D
- 0.61%
- 1M
- -3.32%
- YTD
- 5.75%
- 6M
- 4.31%
- 1Y
- 1.24%
- 3Y*
- 7.43%
- 5Y*
- 6.06%
- 10Y*
- 7.59%
DVXP
- 1D
- 0.56%
- 1M
- -3.05%
- YTD
- 8.96%
- 6M
- 7.24%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDC vs. DVXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDC Vanguard Consumer Staples ETF | 5.75% | -3.23% |
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 8.96% | -10.24% |
Correlation
The correlation between VDC and DVXP 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 24, 2025 | 0.97 |
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Return for Risk
VDC vs. DVXP — Risk / Return Rank
VDC
DVXP
VDC vs. DVXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and WEBs Consumer Staples XLP Defined Volatility ETF (DVXP). 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.
| VDC | DVXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | — | — |
| Martin ratioReturn relative to average drawdown | 0.28 | — | — |
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
| VDC | DVXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | -0.12 | +0.78 |
Drawdowns
VDC vs. DVXP - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for VDC and DVXP.
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Drawdown Indicators
| VDC | DVXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -16.36% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.31% | — | — |
Current DrawdownCurrent decline from peak | -8.52% | -12.38% | +3.86% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -8.26% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | — | — |
Volatility
VDC vs. DVXP - Volatility Comparison
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Volatility by Period
| VDC | DVXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 21.03% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 21.03% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 21.03% | -6.39% |
VDC vs. DVXP - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than DVXP's 0.89% expense ratio.
Dividends
VDC vs. DVXP - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.17%, more than DVXP's 0.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 0.17% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.17% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
With a correlation of 0.97, VDC and DVXP 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, VDC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDC is cheaper with a 0.09% expense ratio, compared with 0.89% for DVXP.
VDC has the higher dividend yield at 2.17%, compared with 0.17% for DVXP.
VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: Vanguard and WEBs. Their fees differ too: 0.09% for VDC and 0.89% for DVXP.
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