VDC vs. TQQQ
Compare and contrast key facts about Vanguard Consumer Staples ETF (VDC) and ProShares UltraPro QQQ (TQQQ).
VDC and TQQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010. Both VDC and TQQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDC or TQQQ.
Key characteristics
| VDC | TQQQ | |
|---|---|---|
| YTD Return | 14.96% | 63.05% |
| 1Y Return | 19.76% | 93.36% |
| 3Y Return (Ann) | 7.00% | 0.71% |
| 5Y Return (Ann) | 9.37% | 35.20% |
| 10Y Return (Ann) | 8.54% | 35.62% |
| Sharpe Ratio | 2.14 | 2.04 |
| Sortino Ratio | 3.07 | 2.42 |
| Omega Ratio | 1.37 | 1.33 |
| Calmar Ratio | 2.49 | 2.06 |
| Martin Ratio | 14.09 | 8.51 |
| Ulcer Index | 1.50% | 12.40% |
| Daily Std Dev | 9.90% | 51.62% |
| Max Drawdown | -34.24% | -81.66% |
| Current Drawdown | -1.97% | -4.59% |
Correlation
The correlation between VDC and TQQQ is 0.55, 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.
Performance
VDC vs. TQQQ - Performance Comparison
In the year-to-date period, VDC achieves a 14.96% return, which is significantly lower than TQQQ's 63.05% return. Over the past 10 years, VDC has underperformed TQQQ with an annualized return of 8.54%, while TQQQ has yielded a comparatively higher 35.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
VDC vs. TQQQ - Dividend Comparison
VDC's dividend yield for the trailing twelve months is around 2.56%, more than TQQQ's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
TQQQ ProShares UltraPro QQQ | 1.16% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
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.
Volatility
VDC vs. TQQQ - Volatility Comparison
The current volatility for Vanguard Consumer Staples ETF (VDC) is 2.68%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 14.68%. 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.