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VDC vs. XLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VDC vs. XLP

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Consumer Staples ETF (VDC) and State Street Consumer Staples Select Sector SPDR ETF (XLP).

VDC and XLP 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. XLP is a passively managed fund by State Street that tracks the performance of the S&P Consumer Staples Select Sector. It was launched on Dec 16, 1998. Both VDC and XLP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VDC vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

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VDC vs. XLP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VDC
Vanguard Consumer Staples ETF		6.90%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%
XLP
State Street Consumer Staples Select Sector SPDR ETF		6.13%1.52%12.20%-0.82%-0.81%17.20%10.11%27.43%-8.07%12.98%

Returns By Period

In the year-to-date period, VDC achieves a 6.90% return, which is significantly higher than XLP's 6.13% return. Over the past 10 years, VDC has outperformed XLP with an annualized return of 7.72%, while XLP has yielded a comparatively lower 7.17% annualized return.

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%

XLP

1D
0.12%
1M
-8.41%
YTD
6.13%
6M
6.04%
1Y
3.16%
3Y*
5.99%
5Y*
6.59%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Consumer Staples ETF

State Street Consumer Staples Select Sector SPDR ETF

Often compared with VDC:
VDC vs. VOOVDC vs. FSTAVDC vs. VCRVDC vs. IYKVDC vs. XST.TOVDC vs. KXIVDC vs. VTV
Often compared with XLP:
XLP vs. XLYXLP vs. XLUXLP vs. SPYXLP vs. VOOXLP vs. IYKXLP vs. XLFXLP vs. WMT

VDC vs. XLP - Expense Ratio Comparison

VDC has a 0.10% expense ratio, which is higher than XLP's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VDC
Vanguard Consumer Staples ETF
XLP
State Street Consumer Staples Select Sector SPDR ETF

Return for Risk

VDC vs. XLP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
Martin Ratio Rank
XLP
XLP Risk / Return Rank: 2020
Overall Rank
XLP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLP Omega Ratio Rank: 1717
Omega Ratio Rank
XLP Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLP Martin Ratio Rank: 2222
Martin Ratio Rank
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. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.

VDCXLPDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.23

+0.13

Sortino ratio

Return per unit of downside risk

0.62

0.42

+0.20

Omega ratio

Gain probability vs. loss probability

1.08

1.05

+0.02

Calmar ratio

Return relative to maximum drawdown

0.71

0.49

+0.21

Martin ratio

Return relative to average drawdown

1.76

1.19

+0.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDC vs. XLP - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.36, which is higher than the XLP Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VDC and XLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VDCXLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.23

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.50

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.49

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.44

+0.24

Correlation

The correlation between VDC and XLP is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VDC vs. XLP - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.15%, less than XLP's 2.65% yield.

TTM20252024202320222021202020192018201720162015
VDC
Vanguard Consumer Staples ETF		2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%
XLP
State Street Consumer Staples Select Sector SPDR ETF		2.65%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Drawdowns

VDC vs. XLP - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, roughly equal to the maximum XLP drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VDC and XLP.

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Drawdown Indicators

VDCXLPDifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-35.90%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.69%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.55%

-16.30%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

-24.51%

-0.80%

Current Drawdown

Current decline from peak

-7.52%

-8.41%

+0.89%

Average Drawdown

Average peak-to-trough decline

-3.71%

-7.06%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

4.03%

-0.30%

Volatility

VDC vs. XLP - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) and State Street Consumer Staples Select Sector SPDR ETF (XLP) have volatilities of 3.89% and 3.93%, 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.

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Volatility by Period

VDCXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

3.93%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

9.34%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

13.90%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

13.14%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

14.69%

-0.10%