VICE vs. XLY

Last updated Jun 4, 2026

VICE (AdvisorShares Vice ETF) and XLY (Consumer Discretionary Select Sector SPDR Fund) are both Consumer Discretionary Equities funds. VICE is actively managed, while XLY is passively managed. Over the past 5 years, VICE returned -0.32%/yr vs 7.29%/yr for XLY. A 0.67 correlation means they provide meaningful diversification when combined. VICE charges 0.99%/yr vs 0.13%/yr for XLY.

Performance

VICE vs. XLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) and Consumer Discretionary Select Sector SPDR Fund (XLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VICE achieves a 3.62% return, which is significantly higher than XLY's -2.05% return.

VICE

• 1D: -0.84%
• 1M: -0.02%
• YTD: 3.62%
• 6M: 2.59%
• 1Y: -1.03%
• 3Y*: 7.32%
• 5Y*: -0.32%
• 10Y*: —

XLY

• 1D: -0.73%
• 1M: -0.84%
• YTD: -2.05%
• 6M: -1.92%
• 1Y: 9.22%
• 3Y*: 15.08%
• 5Y*: 7.29%
• 10Y*: 12.61%

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

VICE vs. XLY - 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%
XLY Consumer Discretionary Select Sector SPDR Fund	-2.05%	7.37%	26.51%	39.64%	-36.27%	27.93%	29.63%	28.39%	1.58%	1.48%

Correlation

The correlation between VICE and XLY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Dec 14, 2017	0.67

The correlation between VICE and XLY shifts across timeframes, from 0.47 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

VICE vs. XLY - Sectors Allocation Comparison

Sectors	VICE	XLY
Consumer Defensive	41.7%	-
Consumer Cyclical	27.8%	97.5%
Communication Services	9.1%	1.4%
Real Estate	8.9%	-
Basic Materials	7.5%	-
Technology	4.9%	0.9%
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	0.1%
Utilities	-	-

Return for Risk

VICE vs. XLY — Risk / Return Rank

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

VICE

VICE Risk / Return Rank: 8
VICE Sharpe Ratio Rank: 8
VICE Sortino Ratio Rank: 7
VICE Omega Ratio Rank: 7
VICE Calmar Ratio Rank: 8
VICE Martin Ratio Rank: 8

XLY

XLY Risk / Return Rank: 16
XLY Sharpe Ratio Rank: 16
XLY Sortino Ratio Rank: 16
XLY Omega Ratio Rank: 16
XLY Calmar Ratio Rank: 16
XLY 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.

VICE vs. XLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and Consumer Discretionary Select Sector SPDR Fund (XLY). 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	XLY	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	0.51	-0.59
Sortino ratio: Return per unit of downside risk	-0.02	0.84	-0.85
Omega ratio: Gain probability vs. loss probability	1.00	1.10	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.08	0.62	-0.69
Martin ratio: Return relative to average drawdown	-0.13	1.95	-2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VICE vs. XLY - Sharpe Ratio Comparison

The current VICE Sharpe Ratio is -0.08, which is lower than the XLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VICE and XLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VICE	XLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	0.51	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.31	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.43	-0.19

Drawdowns

VICE vs. XLY - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VICE and XLY.

Drawdown Indicators

	VICE	XLY	Difference
Max Drawdown Largest peak-to-trough decline	-38.27%	-59.05%	+20.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.59%	-14.98%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	-19.55%	-26.01%	+6.46%
Max Drawdown (5Y) Largest decline over 5 years	-35.23%	-39.67%	+4.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.67%	—
Current Drawdown Current decline from peak	-8.14%	-6.07%	-2.07%
Average Drawdown Average peak-to-trough decline	-12.37%	-9.56%	-2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.73%	4.75%	+2.98%

Volatility

VICE vs. XLY - Volatility Comparison

The current volatility for AdvisorShares Vice ETF (VICE) is 4.53%, while Consumer Discretionary Select Sector SPDR Fund (XLY) has a volatility of 5.15%. This indicates that VICE experiences smaller price fluctuations and is considered to be less risky than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VICE	XLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	5.15%	-0.62%
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%	18.16%	-4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	23.79%	-6.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	22.05%	-2.86%

VICE vs. XLY - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than XLY's 0.13% expense ratio.

Dividends

VICE vs. XLY - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 0.76%, which matches XLY's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XLY Consumer Discretionary Select Sector SPDR Fund	0.76%	0.79%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%

Frequently Asked Questions

Can I hold both VICE and XLY in my portfolio?

VICE and XLY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VICE or XLY?

XLY has higher volatility (5.15%) compared to VICE (4.53%). In terms of maximum drawdown, VICE dropped -38.27% vs XLY's -59.05%.

Which ETF is better, VICE or XLY?

On 5-year performance, XLY leads with 7.29% vs -0.32% for VICE. On fees, XLY is cheaper at 0.13% 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.

Which ETF has performed better, VICE or XLY?

Over the 5-year period, XLY has performed better with a 7.29% return vs -0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VICE or XLY?

XLY is cheaper with a 0.13% expense ratio, compared with 0.99% for VICE.

Which ETF pays a higher dividend yield, VICE or XLY?

VICE and XLY have nearly identical dividend yields, around 0.76%.

What is the main difference between VICE and XLY?

They also come from different issuers: AdvisorShares and State Street. Their fees differ too: 0.99% for VICE and 0.13% for XLY.

Which has better risk-adjusted returns?

XLY currently has the higher Sharpe Ratio (0.51 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.