XCH.TO vs. VCR
XCH.TO (iShares China Index ETF) and VCR (Vanguard Consumer Discretionary ETF) are both exchange-traded funds - XCH.TO is a China Equities fund tracking the Morningstar China GR CAD, while VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, XCH.TO returned 3.34%/yr vs 14.28%/yr for VCR. At a 0.40 correlation, their price movements are largely independent. XCH.TO charges 0.87%/yr vs 0.10%/yr for VCR.
Performance
XCH.TO vs. VCR - Performance Comparison
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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%
XCH.TO vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XCH.TO
VCR
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.TO | VCR | Difference | |
|---|---|---|---|
| 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 |
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
| XCH.TO | VCR | Difference | |
|---|---|---|---|
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.TO | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.53% | -5.38% | -16.15% |
Average DrawdownAverage peak-to-trough decline | -20.41% | -5.92% | -14.49% |
Ulcer IndexDepth 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.TO | VCR | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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