VDC vs. METL
VDC (Vanguard Consumer Staples ETF) and METL (Sprott Active Metals & Miners ETF) are both exchange-traded funds - VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while METL is a Commodity Producers Equities fund actively managed by Sprott. VDC is passively managed, while METL is actively managed. At a correlation of -0.03, they often move in opposite directions. VDC charges 0.09%/yr vs 0.89%/yr for METL.
Performance
VDC vs. METL - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with VDC having a 7.19% return and METL slightly higher at 7.51%.
VDC
- 1D
- -0.25%
- 1M
- -2.19%
- YTD
- 7.19%
- 6M
- 7.44%
- 1Y
- 4.07%
- 3Y*
- 8.08%
- 5Y*
- 6.63%
- 10Y*
- 7.63%
METL
- 1D
- 0.05%
- 1M
- -9.97%
- YTD
- 7.51%
- 6M
- 15.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDC vs. METL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDC Vanguard Consumer Staples ETF | 7.19% | -2.01% |
METL Sprott Active Metals & Miners ETF | 7.51% | 27.04% |
Correlation
The correlation between VDC and METL is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | -0.03 |
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. METL — Risk / Return Rank
VDC
METL
VDC vs. METL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Sprott Active Metals & Miners ETF (METL). 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 | METL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | — | — |
| Martin ratioReturn relative to average drawdown | 0.90 | — | — |
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 charts...
Sharpe Ratios by Period
| VDC | METL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.18 | -0.51 |
Drawdowns
VDC vs. METL - Drawdown Comparison
The maximum VDC drawdown since its inception was -34.24%, which is greater than METL's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for VDC and METL.
Loading charts...
Drawdown Indicators
| VDC | METL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -27.39% | -6.85% |
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 | -7.27% | -18.48% | +11.21% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -8.24% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | — | — |
Volatility
VDC vs. METL - Volatility Comparison
Loading charts...
Volatility by Period
| VDC | METL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 44.85% | -32.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 44.85% | -31.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.65% | 44.85% | -30.20% |
VDC vs. METL - Expense Ratio Comparison
VDC has a 0.09% expense ratio, which is lower than METL's 0.89% expense ratio.
Dividends
VDC vs. METL - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.14%, more than METL's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
METL Sprott Active Metals & Miners ETF | 0.92% | 0.99% | 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 | 2.14% | 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 METL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 METL.
VDC has the higher dividend yield at 2.14%, compared with 0.92% for METL.
VDC is categorized as Consumer Staples Equities, while METL is Commodity Producers Equities. They also come from different issuers: Vanguard and Sprott. Their fees differ too: 0.09% for VDC and 0.89% for METL.
Find the right allocation for VDC and METL
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