VDC vs. O

Last updated Jun 13, 2026

VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, VDC returned 8.03%/yr vs 4.89%/yr for O. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

VDC vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDC achieves a 10.55% return, which is significantly lower than O's 13.70% return. Over the past 10 years, VDC has outperformed O with an annualized return of 8.03%, while O has yielded a comparatively lower 4.89% annualized return.

VDC

• 1D: 0.65%
• 1M: 0.13%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 8.56%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

O

• 1D: 1.31%
• 1M: 1.67%
• YTD: 13.70%
• 6M: 11.57%
• 1Y: 14.88%
• 3Y*: 6.59%
• 5Y*: 3.49%
• 10Y*: 4.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDC vs. O - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
O Realty Income Corporation	13.70%	12.20%	-2.11%	-4.55%	-7.38%	23.95%	-11.60%	21.27%	15.94%	3.67%

Correlation

The correlation between VDC and O is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.50

The correlation between VDC and O has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

Return for Risk

VDC vs. O — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

O

O Risk / Return Rank: 66
O Sharpe Ratio Rank: 71
O Sortino Ratio Rank: 62
O Omega Ratio Rank: 61
O Calmar Ratio Rank: 68
O Martin Ratio Rank: 69

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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Realty Income Corporation (O). 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	O	Difference
Sharpe ratio: Return per unit of total volatility	0.58	0.88	-0.30
Sortino ratio: Return per unit of downside risk	0.93	1.26	-0.33
Omega ratio: Gain probability vs. loss probability	1.11	1.15	-0.05
Calmar ratio: Return relative to maximum drawdown	0.79	1.29	-0.50
Martin ratio: Return relative to average drawdown	1.60	3.12	-1.51

VDC vs. O - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is lower than the O Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VDC and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VDC vs. O - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for VDC and O.

Drawdown Indicators

	VDC	O	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-48.45%	+14.21%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-11.10%	+1.82%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-26.49%	+14.71%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-34.48%	+17.93%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-48.28%	+22.97%
Current Drawdown Current decline from peak	-4.37%	-5.94%	+1.57%
Average Drawdown Average peak-to-trough decline	-3.73%	-9.20%	+5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	4.58%	-0.01%

Volatility

VDC vs. O - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.62%, while Realty Income Corporation (O) has a volatility of 5.29%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	O	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	5.29%	-0.67%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	11.98%	-1.96%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	16.21%	-3.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	18.92%	-5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	25.64%	-10.98%

Dividends

VDC vs. O - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, less than O's 5.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
O Realty Income Corporation	5.16%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
VDC Vanguard Consumer Staples ETF	2.08%	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

Can I hold both VDC and O in my portfolio?

VDC and O have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDC or O?

O has higher volatility (5.29%) compared to VDC (4.62%). In terms of maximum drawdown, VDC dropped -34.24% vs O's -48.45%.

Which has better risk-adjusted returns?

O currently has the higher Sharpe Ratio (0.88 vs 0.58), 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.