XLYI vs. VCR
XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) and VCR (Vanguard Consumer Discretionary ETF) are both exchange-traded funds - XLYI is a Derivative Income fund actively managed by State Street, while VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. XLYI is actively managed, while VCR is passively managed. With a 0.97 correlation, they move nearly in lockstep. XLYI charges 0.35%/yr vs 0.10%/yr for VCR.
Performance
XLYI vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, XLYI achieves a -1.01% return, which is significantly lower than VCR's -0.22% return.
XLYI
- 1D
- -1.08%
- 1M
- 0.81%
- 6M
- -3.40%
- YTD
- -1.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCR
- 1D
- -1.50%
- 1M
- 1.30%
- 6M
- -3.23%
- YTD
- -0.22%
- 1Y
- 7.29%
- 3Y*
- 10.83%
- 5Y*
- 5.71%
- 10Y*
- 13.23%
XLYI vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF | -1.01% | 5.63% |
VCR Vanguard Consumer Discretionary ETF | -0.22% | 5.73% |
Correlation
The correlation between XLYI and VCR is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.97 |
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Return for Risk
XLYI vs. VCR — Risk / Return Rank
XLYI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VCR
XLYI vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) 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.
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.
| XLYI | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.47 | — |
| Martin ratioReturn relative to average drawdown | — | 1.39 | — |
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Drawdowns
XLYI vs. VCR - Drawdown Comparison
The maximum XLYI drawdown since its inception was -12.32%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for XLYI and VCR.
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Drawdown Indicators
| XLYI | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.32% | -61.54% | +49.22% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.59% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.20% | — |
Current DrawdownCurrent decline from peak | -4.54% | -4.76% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -9.37% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.24% | — |
Volatility
XLYI vs. VCR - Volatility Comparison
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Volatility by Period
| XLYI | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 18.95% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 24.14% | -8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 22.43% | -6.77% |
XLYI vs. VCR - Expense Ratio Comparison
XLYI has a 0.35% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
XLYI vs. VCR - Dividend Comparison
XLYI's dividend yield for the trailing twelve months is around 14.90%, 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% |
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF | 14.90% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, XLYI and VCR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.35% for XLYI.
XLYI has the higher dividend yield at 14.90%, compared with 0.73% for VCR.
XLYI is categorized as Derivative Income, while VCR is Consumer Discretionary Equities. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.35% for XLYI and 0.10% for VCR.
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