VGK vs. VDC

Last updated Jun 14, 2026

VGK (Vanguard FTSE Europe ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - VGK is a Europe Equities fund tracking the FTSE Developed Europe All Cap Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 10 years, VGK returned 10.28%/yr vs 8.03%/yr for VDC. A 0.58 correlation means they provide meaningful diversification when combined. VGK charges 0.06%/yr vs 0.09%/yr for VDC.

Performance

VGK vs. VDC - Performance Comparison

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

Returns By Period

In the year-to-date period, VGK achieves a 7.69% return, which is significantly lower than VDC's 10.55% return. Over the past 10 years, VGK has outperformed VDC with an annualized return of 10.28%, while VDC has yielded a comparatively lower 8.03% annualized return.

VGK

• 1D: 0.18%
• 1M: 4.46%
• YTD: 7.69%
• 6M: 9.92%
• 1Y: 19.73%
• 3Y*: 16.69%
• 5Y*: 8.50%
• 10Y*: 10.28%

VDC

• 1D: 0.65%
• 1M: 0.43%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 8.56%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

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

VGK vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VGK Vanguard FTSE Europe ETF	7.69%	35.83%	1.88%	20.19%	-15.98%	16.89%	5.43%	24.85%	-14.89%	26.98%
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Correlation

The correlation between VGK and VDC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005	0.58

Over the past year, the correlation between VGK and VDC has dropped to 0.19 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

VGK vs. VDC - Sectors Allocation Comparison

Sectors	VGK	VDC
Financial Services	23.6%	-
Industrials	19.3%	0.3%
Healthcare	11.9%	0.0%
Consumer Defensive	8.4%	97.5%
Technology	8.2%	-
Consumer Cyclical	6.8%	1.8%
Basic Materials	5.3%	0.3%
Energy	5.3%	-
Utilities	4.7%	-
Communication Services	3.3%	-
Real Estate	1.5%	-

Return for Risk

VGK vs. VDC — Risk / Return Rank

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

VGK

VGK Risk / Return Rank: 36
VGK Sharpe Ratio Rank: 36
VGK Sortino Ratio Rank: 36
VGK Omega Ratio Rank: 34
VGK Calmar Ratio Rank: 34
VGK Martin Ratio Rank: 39

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

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.

VGK vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and Vanguard Consumer Staples ETF (VDC). 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.

	VGK	VDC	Difference
Sharpe ratio: Return per unit of total volatility	1.13	0.58	+0.55
Sortino ratio: Return per unit of downside risk	1.68	0.93	+0.75
Omega ratio: Gain probability vs. loss probability	1.20	1.11	+0.10
Calmar ratio: Return relative to maximum drawdown	1.49	0.79	+0.70
Martin ratio: Return relative to average drawdown	5.52	1.60	+3.92

VGK vs. VDC - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.13, which is higher than the VDC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VGK and VDC, 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

VGK vs. VDC - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for VGK and VDC.

Drawdown Indicators

	VGK	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-63.61%	-34.24%	-29.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-9.28%	-2.81%
Max Drawdown (3Y) Largest decline over 3 years	-14.31%	-11.78%	-2.53%
Max Drawdown (5Y) Largest decline over 5 years	-32.74%	-16.55%	-16.19%
Max Drawdown (10Y) Largest decline over 10 years	-37.24%	-25.31%	-11.93%
Current Drawdown Current decline from peak	-0.50%	-4.37%	+3.87%
Average Drawdown Average peak-to-trough decline	-13.33%	-3.73%	-9.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	4.57%	-1.30%

Volatility

VGK vs. VDC - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) has a higher volatility of 5.82% compared to Vanguard Consumer Staples ETF (VDC) at 4.62%. This indicates that VGK's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGK	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	4.62%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	10.02%	+3.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.92%	12.57%	+3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.98%	13.17%	+4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	14.66%	+4.29%

VGK vs. VDC - Expense Ratio Comparison

VGK has a 0.06% expense ratio, which is lower than VDC's 0.09% 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%.

Dividends

VGK vs. VDC - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.76%, more than VDC's 2.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VGK Vanguard FTSE Europe ETF	2.76%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%

Frequently Asked Questions

Can I hold both VGK and VDC in my portfolio?

VGK and VDC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGK or VDC?

VGK has higher volatility (5.82%) compared to VDC (4.62%). In terms of maximum drawdown, VGK dropped -63.61% vs VDC's -34.24%.

Which ETF is better, VGK or VDC?

On 10-year performance, VGK leads with 10.28% vs 8.03% for VDC. On fees, VGK is cheaper at 0.06% per year. On volatility, VDC has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VGK or VDC?

Over the 10-year period, VGK has performed better with a 10.28% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VGK or VDC?

VGK is cheaper with a 0.06% expense ratio, compared with 0.09% for VDC.

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

VGK has the higher dividend yield at 2.76%, compared with 2.08% for VDC.

What is the main difference between VGK and VDC?

VGK is categorized as Europe Equities, while VDC is Consumer Staples Equities. VGK tracks FTSE Developed Europe All Cap Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. Their fees differ too: 0.06% for VGK and 0.09% for VDC.

Which has better risk-adjusted returns?

VGK currently has the higher Sharpe Ratio (1.13 vs 0.58), 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.