VDC vs. IYK
Compare and contrast key facts about Vanguard Consumer Staples ETF (VDC) and iShares U.S. Consumer Goods ETF (IYK).
VDC and IYK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. Both VDC and IYK 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: VDC or IYK.
Key characteristics
| VDC | IYK | |
|---|---|---|
| YTD Return | 14.96% | 9.23% |
| 1Y Return | 19.76% | 12.48% |
| 3Y Return (Ann) | 7.00% | 5.43% |
| 5Y Return (Ann) | 9.37% | 12.42% |
| 10Y Return (Ann) | 8.54% | 9.49% |
| Sharpe Ratio | 2.14 | 1.27 |
| Sortino Ratio | 3.07 | 1.88 |
| Omega Ratio | 1.37 | 1.22 |
| Calmar Ratio | 2.49 | 1.48 |
| Martin Ratio | 14.09 | 6.29 |
| Ulcer Index | 1.50% | 2.08% |
| Daily Std Dev | 9.90% | 10.27% |
| Max Drawdown | -34.24% | -42.64% |
| Current Drawdown | -1.97% | -4.21% |
Correlation
The correlation between VDC and IYK is 0.90, 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
VDC vs. IYK - Performance Comparison
In the year-to-date period, VDC achieves a 14.96% return, which is significantly higher than IYK's 9.23% return. Over the past 10 years, VDC has underperformed IYK with an annualized return of 8.54%, while IYK has yielded a comparatively higher 9.49% 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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VDC vs. IYK - Expense Ratio Comparison
VDC has a 0.10% expense ratio, which is lower than IYK's 0.42% expense ratio.
Risk-Adjusted Performance
VDC vs. IYK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and iShares U.S. Consumer Goods ETF (IYK). 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
VDC vs. IYK - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.56%, which matches IYK's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
IYK iShares U.S. Consumer Goods ETF | 2.54% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
Drawdowns
VDC vs. IYK - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for VDC and IYK. For additional features, visit the drawdowns tool.
Volatility
VDC vs. IYK - Volatility Comparison
Vanguard Consumer Staples ETF (VDC) has a higher volatility of 2.68% compared to iShares U.S. Consumer Goods ETF (IYK) at 2.55%. This indicates that VDC's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.