PortfoliosLab logoPortfoliosLab logo
VDC vs. EXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDC vs. EXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Extra Space Storage Inc. (EXR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VDC achieves a 6.86% return, which is significantly lower than EXR's 14.71% return. Over the past 10 years, VDC has underperformed EXR with an annualized return of 7.74%, while EXR has yielded a comparatively higher 9.41% annualized return.


VDC

1D
-0.71%
1M
-2.26%
YTD
6.86%
6M
6.42%
1Y
5.06%
3Y*
7.47%
5Y*
6.96%
10Y*
7.74%

EXR

1D
0.52%
1M
3.05%
YTD
14.71%
6M
14.24%
1Y
4.67%
3Y*
5.47%
5Y*
1.60%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDC vs. EXR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDC
Vanguard Consumer Staples ETF
6.86%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%
EXR
Extra Space Storage Inc.
14.71%-8.92%-2.81%13.86%-32.82%100.98%13.64%20.71%7.29%17.83%

Correlation

The correlation between VDC and EXR is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2004

0.47

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VDC vs. EXR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDC
VDC Risk / Return Rank: 1414
Overall Rank
VDC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1313
Sortino Ratio Rank
VDC Omega Ratio Rank: 1313
Omega Ratio Rank
VDC Calmar Ratio Rank: 1515
Calmar Ratio Rank
VDC Martin Ratio Rank: 1313
Martin Ratio Rank

EXR
EXR Risk / Return Rank: 4646
Overall Rank
EXR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EXR Sortino Ratio Rank: 4141
Sortino Ratio Rank
EXR Omega Ratio Rank: 4141
Omega Ratio Rank
EXR Calmar Ratio Rank: 4949
Calmar Ratio Rank
EXR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VDC vs. EXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Extra Space Storage Inc. (EXR). 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.


VDCEXRDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.02

Calmar ratioReturn relative to maximum drawdown

0.55

0.28

+0.27

Martin ratioReturn relative to average drawdown

1.09

0.57

+0.52

VDC vs. EXR - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.40, which is higher than the EXR Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of VDC and EXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VDC vs. EXR - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum EXR drawdown of -71.22%. Use the drawdown chart below to compare losses from any high point for VDC and EXR.


Loading charts...

Drawdown Indicators


VDCEXRDifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-71.22%

+36.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-16.70%

+7.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.78%

-33.78%

+22.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-51.36%

+34.81%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

-51.36%

+26.05%

Current Drawdown

Current decline from peak

-7.56%

-22.32%

+14.76%

Average Drawdown

Average peak-to-trough decline

-3.73%

-13.39%

+9.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

8.17%

-3.52%

Volatility

VDC vs. EXR - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.82%, while Extra Space Storage Inc. (EXR) has a volatility of 5.60%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than EXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VDCEXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

5.60%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

16.83%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

24.93%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

28.22%

-15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

26.95%

-12.27%

Dividends

VDC vs. EXR - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.15%, less than EXR's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
EXR
Extra Space Storage Inc.
4.44%4.98%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%
VDC
Vanguard Consumer Staples ETF
2.15%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


VDC and EXR have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXR has higher volatility (5.60%) compared to VDC (4.82%). In terms of maximum drawdown, VDC dropped -34.24% vs EXR's -71.22%.

VDC currently has the higher Sharpe Ratio (0.40 vs 0.19), 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.

Portfolio Optimizer

Find the right allocation for VDC and EXR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer