VDC vs. SETM

Last updated Jun 14, 2026

VDC (Vanguard Consumer Staples ETF) and SETM (Sprott Energy Transition Materials 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 SETM is a Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. Both are passively managed. Over the past 3 years, VDC returned 9.05%/yr vs 25.91%/yr for SETM. At a 0.13 correlation, their price movements are largely independent. VDC charges 0.09%/yr vs 0.65%/yr for SETM.

Performance

VDC vs. SETM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Sprott Energy Transition Materials ETF (SETM). 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 SETM's 18.27% return.

VDC

• 1D: 0.65%
• 1M: 0.43%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 8.56%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

SETM

• 1D: 3.04%
• 1M: -2.81%
• YTD: 18.27%
• 6M: 23.37%
• 1Y: 110.68%
• 3Y*: 25.91%
• 5Y*: —
• 10Y*: —

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

VDC vs. SETM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	1.70%
SETM Sprott Energy Transition Materials ETF	18.27%	95.27%	-13.24%	-13.11%

Correlation

The correlation between VDC and SETM is -0.02, 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 (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.13

The correlation between VDC and SETM shifts across timeframes, from -0.02 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

VDC vs. SETM - Sectors Allocation Comparison

Sectors	VDC	SETM
Consumer Defensive	97.5%	0.1%
Consumer Cyclical	1.8%	-
Industrials	0.3%	1.0%
Basic Materials	0.3%	76.0%
Healthcare	0.0%	-
Communication Services	-	-
Energy	-	22.9%
Financial Services	-	-
Real Estate	-	-
Technology	-	0.1%
Utilities	-	-

Return for Risk

VDC vs. SETM — 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

SETM

SETM Risk / Return Rank: 77
SETM Sharpe Ratio Rank: 85
SETM Sortino Ratio Rank: 67
SETM Omega Ratio Rank: 70
SETM Calmar Ratio Rank: 87
SETM Martin Ratio Rank: 77

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. SETM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and Sprott Energy Transition Materials ETF (SETM). 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	SETM	Difference
Sharpe ratio: Return per unit of total volatility	0.58	2.40	-1.81
Sortino ratio: Return per unit of downside risk	0.93	2.66	-1.73
Omega ratio: Gain probability vs. loss probability	1.11	1.36	-0.25
Calmar ratio: Return relative to maximum drawdown	0.79	4.32	-3.53
Martin ratio: Return relative to average drawdown	1.60	12.69	-11.09

VDC vs. SETM - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is lower than the SETM Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VDC and SETM, 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. SETM - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum SETM drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for VDC and SETM.

Drawdown Indicators

	VDC	SETM	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-42.81%	+8.57%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-25.85%	+16.57%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-42.81%	+31.03%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	—	—
Current Drawdown Current decline from peak	-4.37%	-13.82%	+9.45%
Average Drawdown Average peak-to-trough decline	-3.73%	-15.04%	+11.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	8.78%	-4.21%

Volatility

VDC vs. SETM - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.62%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 18.24%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	SETM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	18.24%	-13.62%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	37.36%	-27.34%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	46.57%	-34.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	37.22%	-24.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	37.22%	-22.56%

VDC vs. SETM - Expense Ratio Comparison

VDC has a 0.09% expense ratio, which is lower than SETM's 0.65% expense ratio.

Dividends

VDC vs. SETM - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, more than SETM's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SETM Sprott Energy Transition Materials ETF	1.32%	1.56%	2.07%	2.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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 SETM in my portfolio?

VDC and SETM have a correlation of -0.02, 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 SETM?

SETM has higher volatility (18.24%) compared to VDC (4.62%). In terms of maximum drawdown, VDC dropped -34.24% vs SETM's -42.81%.

Which ETF is better, VDC or SETM?

On 3-year performance, SETM leads with 25.91% vs 9.05% for VDC. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VDC or SETM?

Over the 3-year period, SETM has performed better with a 25.91% return vs 9.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VDC or SETM?

VDC is cheaper with a 0.09% expense ratio, compared with 0.65% for SETM.

Which ETF pays a higher dividend yield, VDC or SETM?

VDC has the higher dividend yield at 2.08%, compared with 1.32% for SETM.

What is the main difference between VDC and SETM?

VDC is categorized as Consumer Staples Equities, while SETM is Energy Equities. VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while SETM tracks Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. They also come from different issuers: Vanguard and Sprott. Their fees differ too: 0.09% for VDC and 0.65% for SETM.

Which has better risk-adjusted returns?

SETM currently has the higher Sharpe Ratio (2.40 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.