VIS vs. SUPL

Last updated Jul 17, 2026

VIS (Vanguard Industrials ETF) and SUPL (ProShares Supply Chain Logistics ETF) are both Industrials Equities funds - VIS tracks the MSCI US Investable Market Industrials 25/50 Index while SUPL tracks the FactSet Supply Chain Logistics Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, VIS returned 19.81%/yr vs 10.66%/yr for SUPL. A 0.77 correlation means they provide meaningful diversification when combined. VIS charges 0.09%/yr vs 0.58%/yr for SUPL.

Performance

VIS vs. SUPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and ProShares Supply Chain Logistics ETF (SUPL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIS achieves a 16.81% return, which is significantly lower than SUPL's 22.63% return.

VIS

• 1D: -0.13%
• 1M: -0.91%
• 6M: 8.07%
• YTD: 16.81%
• 1Y: 22.55%
• 3Y*: 19.81%
• 5Y*: 13.83%
• 10Y*: 13.73%

SUPL

• 1D: 2.34%
• 1M: 3.44%
• 6M: 17.17%
• YTD: 22.63%
• 1Y: 30.20%
• 3Y*: 10.66%
• 5Y*: —
• 10Y*: —

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

VIS vs. SUPL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VIS Vanguard Industrials ETF	16.81%	18.57%	16.85%	22.50%	-1.69%
SUPL ProShares Supply Chain Logistics ETF	22.63%	9.25%	-2.44%	23.69%	-11.01%

Correlation

The correlation between VIS and SUPL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since Apr 7, 2022	0.77

The correlation between VIS and SUPL has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

VIS vs. SUPL - Sectors Allocation Comparison

Sectors	VIS	SUPL
Industrials	88.4%	58.3%
Technology	3.9%	1.8%
Utilities	3.8%	2.8%
Basic Materials	1.8%	-
Consumer Cyclical	1.1%	-
Energy	0.5%	4.6%
Financial Services	0.2%	-
Real Estate	0.0%	-
Healthcare	0.0%	4.1%
Communication Services	0.0%	-
Consumer Defensive	-	-

Return for Risk

VIS vs. SUPL — Risk / Return Rank

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

VIS

VIS Risk / Return Rank: 45
VIS Sharpe Ratio Rank: 44
VIS Sortino Ratio Rank: 44
VIS Omega Ratio Rank: 40
VIS Calmar Ratio Rank: 44
VIS Martin Ratio Rank: 54

SUPL

SUPL Risk / Return Rank: 70
SUPL Sharpe Ratio Rank: 71
SUPL Sortino Ratio Rank: 68
SUPL Omega Ratio Rank: 69
SUPL Calmar Ratio Rank: 76
SUPL Martin Ratio Rank: 66

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.

VIS vs. SUPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and ProShares Supply Chain Logistics ETF (SUPL). 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.

	VIS	SUPL	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.83	-0.55
Sortino ratio: Return per unit of downside risk	1.87	2.48	-0.61
Omega ratio: Gain probability vs. loss probability	1.22	1.33	-0.11
Calmar ratio: Return relative to maximum drawdown	1.84	3.11	-1.27
Martin ratio: Return relative to average drawdown	7.46	9.40	-1.94

VIS vs. SUPL - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.28, which is comparable to the SUPL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of VIS and SUPL, 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

VIS vs. SUPL - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, which is greater than SUPL's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for VIS and SUPL.

Drawdown Indicators

	VIS	SUPL	Difference
Max Drawdown Largest peak-to-trough decline	-63.51%	-24.42%	-39.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-9.76%	-2.53%
Max Drawdown (3Y) Largest decline over 3 years	-20.80%	-21.71%	+0.91%
Max Drawdown (5Y) Largest decline over 5 years	-22.96%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.42%	—	—
Current Drawdown Current decline from peak	-3.74%	0.00%	-3.74%
Average Drawdown Average peak-to-trough decline	-8.34%	-5.86%	-2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	3.22%	-0.19%

Volatility

VIS vs. SUPL - Volatility Comparison

Vanguard Industrials ETF (VIS) and ProShares Supply Chain Logistics ETF (SUPL) have volatilities of 5.25% and 5.22%, 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.

Volatility by Period

	VIS	SUPL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	5.22%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	14.42%	13.55%	+0.87%
Volatility (1Y) Calculated over the trailing 1-year period	17.69%	16.61%	+1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.54%	18.94%	-0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.45%	18.94%	+1.51%

VIS vs. SUPL - Expense Ratio Comparison

VIS has a 0.09% expense ratio, which is lower than SUPL's 0.58% expense ratio.

Dividends

VIS vs. SUPL - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.89%, less than SUPL's 2.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SUPL ProShares Supply Chain Logistics ETF	2.40%	3.03%	4.78%	4.71%	3.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIS Vanguard Industrials ETF	0.89%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%

Frequently Asked Questions

Can I hold both VIS and SUPL in my portfolio?

VIS and SUPL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIS or SUPL?

VIS has higher volatility (5.25%) compared to SUPL (5.22%). In terms of maximum drawdown, VIS dropped -63.51% vs SUPL's -24.42%.

Which ETF is better, VIS or SUPL?

On 3-year performance, VIS leads with 19.81% vs 10.66% for SUPL. On fees, VIS is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIS or SUPL?

Over the 3-year period, VIS has performed better with a 19.81% return vs 10.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIS or SUPL?

VIS is cheaper with a 0.09% expense ratio, compared with 0.58% for SUPL.

Which ETF pays a higher dividend yield, VIS or SUPL?

SUPL has the higher dividend yield at 2.40%, compared with 0.89% for VIS.

What is the main difference between VIS and SUPL?

VIS tracks MSCI US Investable Market Industrials 25/50 Index, while SUPL tracks FactSet Supply Chain Logistics Index - Benchmark TR Net. They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.09% for VIS and 0.58% for SUPL.

Which has better risk-adjusted returns?

SUPL currently has the higher Sharpe Ratio (1.83 vs 1.28), 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.