XRT vs. VCAR
Compare and contrast key facts about SPDR S&P Retail ETF (XRT) and Simplify Volt RoboCar Disruption and Tech ETF (VCAR).
XRT and VCAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. VCAR is an actively managed fund by Simplify Asset Management Inc.. It was launched on Dec 28, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRT or VCAR.
Key characteristics
| XRT | VCAR | |
|---|---|---|
| YTD Return | 10.40% | 69.82% |
| 1Y Return | 35.15% | 85.53% |
| 3Y Return (Ann) | -6.54% | -0.04% |
| Sharpe Ratio | 1.49 | 2.04 |
| Sortino Ratio | 2.21 | 3.15 |
| Omega Ratio | 1.26 | 1.39 |
| Calmar Ratio | 0.81 | 1.54 |
| Martin Ratio | 7.38 | 9.30 |
| Ulcer Index | 4.44% | 8.98% |
| Daily Std Dev | 22.06% | 40.96% |
| Max Drawdown | -65.82% | -69.22% |
| Current Drawdown | -19.64% | -14.82% |
Correlation
The correlation between XRT and VCAR is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XRT vs. VCAR - Performance Comparison
In the year-to-date period, XRT achieves a 10.40% return, which is significantly lower than VCAR's 69.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XRT vs. VCAR - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is lower than VCAR's 0.95% expense ratio.
Risk-Adjusted Performance
XRT vs. VCAR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and Simplify Volt RoboCar Disruption and Tech ETF (VCAR). 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.
Dividends
XRT vs. VCAR - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 1.23%, while VCAR has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 1.23% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.29% | 0.74% | 0.60% |
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 0.00% | 0.00% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XRT vs. VCAR - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.82%, roughly equal to the maximum VCAR drawdown of -69.22%. Use the drawdown chart below to compare losses from any high point for XRT and VCAR. For additional features, visit the drawdowns tool.
Volatility
XRT vs. VCAR - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 4.67%, while Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a volatility of 26.01%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than VCAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.