VDC vs. TDV

Last updated Aug 2, 2026

VDC (Vanguard Consumer Staples ETF) and TDV (ProShares S&P Technology Dividend Aristocrats 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 TDV is a Technology Equities fund tracking the S&P Technology Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, VDC returned 6.96%/yr vs 11.48%/yr for TDV. Their 0.43 correlation means their historical movements had little consistent relationship. VDC charges 0.09%/yr vs 0.45%/yr for TDV.

Performance

VDC vs. TDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and ProShares S&P Technology Dividend Aristocrats ETF (TDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDC achieves a 10.27% return, which is significantly lower than TDV's 14.99% return.

VDC

• 1D: -0.41%
• 1M: -0.01%
• 6M: 2.65%
• YTD: 10.27%
• 1Y: 8.60%
• 3Y*: 7.73%
• 5Y*: 6.96%
• 10Y*: 7.72%
• ALL TIME*: 9.44%

TDV

• 1D: 0.75%
• 1M: -0.57%
• 6M: 11.45%
• YTD: 14.99%
• 1Y: 22.50%
• 3Y*: 14.78%
• 5Y*: 11.48%
• 10Y*: —
• ALL TIME*: 15.69%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TDV ProShares S&P Technology Dividend Aristocrats ETF	$551.98K	$539.76K	$593.04K
VDC Vanguard Consumer Staples ETF	$33.48M	$33.44M	$37.93M

VDC vs. TDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VDC Vanguard Consumer Staples ETF	10.27%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	4.18%
TDV ProShares S&P Technology Dividend Aristocrats ETF	14.99%	16.05%	9.72%	27.29%	-15.94%	28.29%	29.00%	2.86%

Correlation

The correlation between VDC and TDV is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (3Y) Balances recent behavior with more history.	0.17
Correlation (5Y) Shows whether the relationship held over a longer period.	0.35
Correlation (All Time) Calculated using the full available price history since Nov 7, 2019	0.43

The correlation between VDC and TDV shifts across timeframes, from -0.14 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

VDC vs. TDV - Sectors Allocation Comparison

Sectors	VDC	TDV
Consumer Defensive	97.1%	-
Consumer Cyclical	1.1%	-
Technology	0.5%	90.3%
Basic Materials	0.4%	-
Industrials	0.3%	4.6%
Healthcare	0.0%	-
Communication Services	-	-
Energy	-	-
Financial Services	-	5.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

VDC vs. TDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VDC

VDC Risk / Return Rank: 27
VDC Sharpe Ratio Rank: 28
VDC Sortino Ratio Rank: 28
VDC Omega Ratio Rank: 26
VDC Calmar Ratio Rank: 30
VDC Martin Ratio Rank: 24

TDV

TDV Risk / Return Rank: 48
TDV Sharpe Ratio Rank: 44
TDV Sortino Ratio Rank: 41
TDV Omega Ratio Rank: 42
TDV Calmar Ratio Rank: 63
TDV Martin Ratio Rank: 50

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VDC vs. TDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and ProShares S&P Technology Dividend Aristocrats ETF (TDV). 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	TDV	Difference
Sharpe ratio: Return per unit of total volatility	0.65	1.08	-0.42
Sortino ratio: Return per unit of downside risk	1.04	1.54	-0.49
Omega ratio: Gain probability vs. loss probability	1.12	1.19	-0.07
Calmar ratio: Return relative to maximum drawdown	0.97	2.19	-1.22
Martin ratio: Return relative to average drawdown	1.82	5.76	-3.94

VDC vs. TDV - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.65, which is lower than the TDV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VDC and TDV, 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. TDV - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, roughly equal to the maximum TDV drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for VDC and TDV.

Drawdown Indicators

	VDC	TDV	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-32.78%	-1.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-9.55%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-11.06%	-22.51%	+11.45%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-25.11%	+8.56%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	—	—
Current Drawdown Current decline from peak	-4.61%	-6.97%	+2.36%
Average Drawdown Average peak-to-trough decline	-3.74%	-5.37%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	3.63%	+1.32%

Volatility

VDC vs. TDV - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) and ProShares S&P Technology Dividend Aristocrats ETF (TDV) have volatilities of 5.87% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDC	TDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	5.85%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	15.38%	-3.95%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	19.42%	-5.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.44%	20.83%	-7.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.76%	23.27%	-8.51%

VDC vs. TDV - Expense Ratio Comparison

VDC has a 0.09% expense ratio, which is lower than TDV's 0.45% expense ratio.

Dividends

VDC vs. TDV - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, more than TDV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TDV ProShares S&P Technology Dividend Aristocrats ETF	1.06%	1.09%	1.16%	1.16%	1.67%	1.08%	1.10%	0.11%	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 TDV in my portfolio?

VDC and TDV have a correlation of -0.14, 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 TDV?

VDC has higher volatility (5.87%) compared to TDV (5.85%). In terms of maximum drawdown, VDC dropped -34.24% vs TDV's -32.78%.

Which ETF is better, VDC or TDV?

On 5-year performance, TDV leads with 11.48% vs 6.96% for VDC. On fees, VDC is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VDC or TDV?

Over the 5-year period, TDV has performed better with a 11.48% return vs 6.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VDC or TDV?

VDC is cheaper with a 0.09% expense ratio, compared with 0.45% for TDV.

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

VDC has the higher dividend yield at 2.08%, compared with 1.06% for TDV.

What is the main difference between VDC and TDV?

VDC is categorized as Consumer Staples Equities, while TDV is Technology Equities. VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index, while TDV tracks S&P Technology Dividend Aristocrats Index. They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.09% for VDC and 0.45% for TDV.

Which has better risk-adjusted returns?

TDV currently has the higher Sharpe Ratio (1.08 vs 0.65), 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.