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VDC vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDC and TQQQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

VDC vs. TQQQ - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
385.46%
12,463.86%
VDC
TQQQ

Key characteristics

Sharpe Ratio

VDC:

0.91

TQQQ:

0.05

Sortino Ratio

VDC:

1.38

TQQQ:

0.60

Omega Ratio

VDC:

1.17

TQQQ:

1.08

Calmar Ratio

VDC:

1.33

TQQQ:

0.06

Martin Ratio

VDC:

4.34

TQQQ:

0.19

Ulcer Index

VDC:

2.73%

TQQQ:

20.26%

Daily Std Dev

VDC:

13.06%

TQQQ:

74.90%

Max Drawdown

VDC:

-34.24%

TQQQ:

-81.66%

Current Drawdown

VDC:

-2.86%

TQQQ:

-43.76%

Returns By Period

In the year-to-date period, VDC achieves a 3.93% return, which is significantly higher than TQQQ's -33.91% return. Over the past 10 years, VDC has underperformed TQQQ with an annualized return of 8.35%, while TQQQ has yielded a comparatively higher 27.38% annualized return.


VDC

YTD

3.93%

1M

3.26%

6M

2.29%

1Y

10.77%

5Y*

10.83%

10Y*

8.35%

TQQQ

YTD

-33.91%

1M

-22.31%

6M

-28.62%

1Y

-1.62%

5Y*

27.30%

10Y*

27.38%

*Annualized

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VDC vs. TQQQ - Expense Ratio Comparison

VDC has a 0.10% expense ratio, which is lower than TQQQ's 0.95% expense ratio.


Expense ratio chart for TQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TQQQ: 0.95%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

VDC vs. TQQQ — Risk-Adjusted Performance Rank

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

VDC
The Risk-Adjusted Performance Rank of VDC is 8181
Overall Rank
The Sharpe Ratio Rank of VDC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8282
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 3636
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDC vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and ProShares UltraPro QQQ (TQQQ). 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.


The chart of Sharpe ratio for VDC, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.00
VDC: 0.91
TQQQ: 0.05
The chart of Sortino ratio for VDC, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.00
VDC: 1.38
TQQQ: 0.60
The chart of Omega ratio for VDC, currently valued at 1.17, compared to the broader market0.501.001.502.00
VDC: 1.17
TQQQ: 1.08
The chart of Calmar ratio for VDC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.00
VDC: 1.33
TQQQ: 0.06
The chart of Martin ratio for VDC, currently valued at 4.34, compared to the broader market0.0020.0040.0060.00
VDC: 4.34
TQQQ: 0.19

The current VDC Sharpe Ratio is 0.91, which is higher than the TQQQ Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of VDC and TQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.91
0.05
VDC
TQQQ

Dividends

VDC vs. TQQQ - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.40%, more than TQQQ's 1.89% yield.


TTM20242023202220212020201920182017201620152014
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
TQQQ
ProShares UltraPro QQQ
1.89%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

VDC vs. TQQQ - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for VDC and TQQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.86%
-43.76%
VDC
TQQQ

Volatility

VDC vs. TQQQ - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 8.04%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 48.70%. This indicates that VDC experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
8.04%
48.70%
VDC
TQQQ