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XCH.TO vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCH.TO vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares China Index ETF (XCH.TO) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCH.TO is traded in CAD, while VCR is traded in USD. To make them comparable, the VCR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCH.TO achieves a -6.01% return, which is significantly lower than VCR's 0.49% return. Over the past 10 years, XCH.TO has underperformed VCR with an annualized return of 3.34%, while VCR has yielded a comparatively higher 14.28% annualized return.


XCH.TO

1D
-1.76%
1M
-0.68%
YTD
-6.01%
6M
-8.84%
1Y
2.81%
3Y*
12.55%
5Y*
-0.79%
10Y*
3.34%

VCR

1D
-0.37%
1M
1.93%
YTD
0.49%
6M
-1.33%
1Y
11.16%
3Y*
16.32%
5Y*
9.20%
10Y*
14.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCH.TO vs. VCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCH.TO
iShares China Index ETF
-6.01%22.48%39.50%-14.76%-15.40%-20.56%7.17%8.11%-6.28%27.28%
VCR
Vanguard Consumer Discretionary ETF
0.49%0.92%34.95%37.28%-30.53%23.73%45.85%21.18%5.98%14.99%

Correlation

The correlation between XCH.TO and VCR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2010

0.40

The correlation between XCH.TO and VCR shifts across timeframes, from 0.29 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCH.TO vs. VCR — Risk / Return Rank

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

XCH.TO
XCH.TO Risk / Return Rank: 1010
Overall Rank
XCH.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 1010
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 1717
Overall Rank
VCR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 1717
Sortino Ratio Rank
VCR Omega Ratio Rank: 1616
Omega Ratio Rank
VCR Calmar Ratio Rank: 1616
Calmar Ratio Rank
VCR Martin Ratio Rank: 1818
Martin Ratio Rank
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.

XCH.TO vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Index ETF (XCH.TO) 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.


XCH.TOVCRDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.04

1.12

-0.08

Calmar ratioReturn relative to maximum drawdown

0.17

0.72

-0.55

Martin ratioReturn relative to average drawdown

0.35

2.00

-1.66

XCH.TO vs. VCR - Sharpe Ratio Comparison

The current XCH.TO Sharpe Ratio is 0.15, which is lower than the VCR Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XCH.TO and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XCH.TOVCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.62

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.42

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.69

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.97

-0.84

Drawdowns

XCH.TO vs. VCR - Drawdown Comparison

The maximum XCH.TO drawdown since its inception was -58.02%, which is greater than VCR's maximum drawdown of -35.64%. Use the drawdown chart below to compare losses from any high point for XCH.TO and VCR.


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Drawdown Indicators


XCH.TOVCRDifference

Max Drawdown

Largest peak-to-trough decline

-58.02%

-35.64%

-22.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-15.62%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

-27.98%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-50.32%

-35.64%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-58.02%

-35.64%

-22.38%

Current Drawdown

Current decline from peak

-21.53%

-5.38%

-16.15%

Average Drawdown

Average peak-to-trough decline

-20.41%

-5.92%

-14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

5.59%

+2.56%

Volatility

XCH.TO vs. VCR - Volatility Comparison

iShares China Index ETF (XCH.TO) has a higher volatility of 6.91% compared to Vanguard Consumer Discretionary ETF (VCR) at 5.20%. This indicates that XCH.TO's price experiences larger fluctuations and is considered to be riskier 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


XCH.TOVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

5.20%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

12.95%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

18.17%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.81%

22.21%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

20.68%

+5.05%

XCH.TO vs. VCR - Expense Ratio Comparison

XCH.TO has a 0.87% expense ratio, which is higher than VCR's 0.10% expense ratio.


Dividends

XCH.TO vs. VCR - Dividend Comparison

XCH.TO's dividend yield for the trailing twelve months is around 2.25%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XCH.TO
iShares China Index ETF
2.25%2.11%1.54%2.86%2.35%1.50%2.17%2.50%2.45%2.41%2.21%2.58%

Frequently Asked Questions


XCH.TO and VCR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCR is cheaper with a 0.10% expense ratio, compared with 0.87% for XCH.TO.

XCH.TO is categorized as China Equities, while VCR is Consumer Discretionary Equities. XCH.TO tracks Morningstar China GR CAD, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.87% for XCH.TO and 0.10% for VCR.

Portfolio Optimizer

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