VDC vs. GXPS
VDC (Vanguard Consumer Staples ETF) and GXPS (Global X PureCap MSCI Consumer Staples ETF) are both Consumer Staples Equities funds - VDC tracks the MSCI US Investable Market Consumer Staples 25/50 Index while GXPS tracks the MSCI USA Consumer Staples Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. VDC charges 0.09%/yr vs 0.25%/yr for GXPS.
Performance
VDC vs. GXPS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VDC having a 11.19% return and GXPS slightly higher at 11.55%.
VDC
- 1D
- 2.65%
- 1M
- 0.84%
- 6M
- 5.06%
- YTD
- 11.19%
- 1Y
- 9.36%
- 3Y*
- 8.68%
- 5Y*
- 7.29%
- 10Y*
- 7.63%
GXPS
- 1D
- 2.86%
- 1M
- -0.21%
- 6M
- 5.56%
- YTD
- 11.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDC vs. GXPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDC Vanguard Consumer Staples ETF | 11.19% | -3.06% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 11.55% | -1.72% |
Correlation
The correlation between VDC and GXPS is 0.96 - 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 23, 2025 | 0.96 |
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Return for Risk
VDC vs. GXPS — Risk / Return Rank
VDC
GXPS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VDC vs. GXPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Global X PureCap MSCI Consumer Staples ETF (GXPS). 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.
| VDC | GXPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | — | — |
| Martin ratioReturn relative to average drawdown | 1.93 | — | — |
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Drawdowns
VDC vs. GXPS - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for VDC and GXPS.
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Drawdown Indicators
| VDC | GXPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -9.20% | -25.04% |
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 | -3.81% | -4.18% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -4.08% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | — | — |
Volatility
VDC vs. GXPS - Volatility Comparison
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Volatility by Period
| VDC | GXPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 14.71% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.35% | 14.71% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 14.71% | +0.01% |
VDC vs. GXPS - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than GXPS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VDC vs. GXPS - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.07%, more than GXPS's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 1.24% | 0.59% | 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 | 2.07% | 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 0.96, VDC and GXPS 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 0.25% for GXPS.
VDC has the higher dividend yield at 2.07%, compared with 1.24% for GXPS.
VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while GXPS tracks MSCI USA Consumer Staples Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.09% for VDC and 0.25% for GXPS.
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