VICE vs. VCR
VICE (AdvisorShares Vice ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds. VICE is actively managed, while VCR is passively managed. Over the past 5 years, VICE returned -0.32%/yr vs 6.17%/yr for VCR. A 0.69 correlation means they provide meaningful diversification when combined. VICE charges 0.99%/yr vs 0.10%/yr for VCR.
Performance
VICE vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, VICE achieves a 3.62% return, which is significantly higher than VCR's -0.77% return.
VICE
- 1D
- -0.84%
- 1M
- -0.02%
- YTD
- 3.62%
- 6M
- 2.59%
- 1Y
- -1.03%
- 3Y*
- 7.32%
- 5Y*
- -0.32%
- 10Y*
- —
VCR
- 1D
- -0.78%
- 1M
- -0.06%
- YTD
- -0.77%
- 6M
- -0.95%
- 1Y
- 9.75%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 13.46%
VICE vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VICE AdvisorShares Vice ETF | 3.62% | 1.56% | 18.27% | 3.01% | -18.28% | 8.50% | 22.45% | 20.05% | -16.93% | 4.31% |
VCR Vanguard Consumer Discretionary ETF | -0.77% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 1.35% |
Correlation
The correlation between VICE and VCR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2017 | 0.69 |
Over the past year, the correlation between VICE and VCR has dropped to 0.49 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
VICE vs. VCR — Risk / Return Rank
VICE
VCR
VICE vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and Vanguard Consumer Discretionary ETF (VCR). 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.
| VICE | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.63 | -0.70 |
| Martin ratioReturn relative to average drawdown | -0.13 | 1.97 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VICE | VCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.53 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.26 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.51 | -0.27 |
Drawdowns
VICE vs. VCR - Drawdown Comparison
The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for VICE and VCR.
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Drawdown Indicators
| VICE | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.27% | -61.54% | +23.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -15.59% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -27.36% | +7.81% |
Max Drawdown (5Y)Largest decline over 5 years | -35.23% | -39.20% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -8.14% | -5.29% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -9.40% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 4.97% | +2.76% |
Volatility
VICE vs. VCR - Volatility Comparison
The current volatility for AdvisorShares Vice ETF (VICE) is 4.53%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.18%. This indicates that VICE experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VICE | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 5.18% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 13.09% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.19% | 18.48% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 23.99% | -6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 22.40% | -3.21% |
VICE vs. VCR - Expense Ratio Comparison
VICE has a 0.99% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
VICE vs. VCR - Dividend Comparison
VICE's dividend yield for the trailing twelve months is around 0.76%, more than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
VICE AdvisorShares Vice ETF | 0.76% | 0.79% | 1.46% | 1.69% | 0.96% | 0.99% | 0.00% | 2.47% | 1.72% | 0.17% | 0.00% | 0.00% |
Frequently Asked Questions
VICE and VCR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (5.18%) compared to VICE (4.53%). In terms of maximum drawdown, VICE dropped -38.27% vs VCR's -61.54%.
On 5-year performance, VCR leads with 6.17% vs -0.32% for VICE. On fees, VCR is cheaper at 0.10% per year. On volatility, VICE has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCR has performed better with a 6.17% return vs -0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.99% for VICE.
VICE has the higher dividend yield at 0.76%, compared with 0.73% for VCR.
They also come from different issuers: AdvisorShares and Vanguard. Their fees differ too: 0.99% for VICE and 0.10% for VCR.
VCR currently has the higher Sharpe Ratio (0.53 vs -0.08), 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.
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