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

Correlation

The correlation between VDC and XLP is 0.67, 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. XLP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VDC:

0.65

XLP:

0.54

Sortino Ratio

VDC:

1.03

XLP:

0.86

Omega Ratio

VDC:

1.13

XLP:

1.11

Calmar Ratio

VDC:

0.98

XLP:

0.88

Martin Ratio

VDC:

3.12

XLP:

2.34

Ulcer Index

VDC:

2.79%

XLP:

3.16%

Daily Std Dev

VDC:

13.25%

XLP:

13.41%

Max Drawdown

VDC:

-34.24%

XLP:

-35.89%

Current Drawdown

VDC:

-2.24%

XLP:

-2.24%

Returns By Period

In the year-to-date period, VDC achieves a 4.60% return, which is significantly higher than XLP's 3.97% return. Both investments have delivered pretty close results over the past 10 years, with VDC having a 8.31% annualized return and XLP not far behind at 7.97%.


VDC

YTD

4.60%

1M

-0.68%

6M

2.04%

1Y

8.58%

3Y*

8.58%

5Y*

11.25%

10Y*

8.31%

XLP

YTD

3.97%

1M

-1.14%

6M

1.55%

1Y

7.19%

3Y*

6.88%

5Y*

10.05%

10Y*

7.97%

*Annualized

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Vanguard Consumer Staples ETF

VDC vs. XLP - Expense Ratio Comparison

VDC has a 0.10% expense ratio, which is lower than XLP's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VDC vs. XLP — 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 7070
Overall Rank
The Sharpe Ratio Rank of VDC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7575
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 6161
Overall Rank
The Sharpe Ratio Rank of XLP is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 7979
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 6464
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. XLP - Risk-Adjusted Performance Comparison

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


The current VDC Sharpe Ratio is 0.65, which is comparable to the XLP Sharpe Ratio of 0.54. 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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Dividends

VDC vs. XLP - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.38%, less than XLP's 2.51% yield.


TTM20242023202220212020201920182017201620152014
VDC
Vanguard Consumer Staples ETF
2.38%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
XLP
Consumer Staples Select Sector SPDR Fund
2.51%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%

Drawdowns

VDC vs. XLP - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, roughly equal to the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for VDC and XLP. For additional features, visit the drawdowns tool.


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Volatility

VDC vs. XLP - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) and Consumer Staples Select Sector SPDR Fund (XLP) have volatilities of 3.67% and 3.69%, 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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