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XRT vs. VCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRT and VCR is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XRT vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
394.85%
709.31%
XRT
VCR

Key characteristics

Sharpe Ratio

XRT:

-0.35

VCR:

0.35

Sortino Ratio

XRT:

-0.38

VCR:

0.61

Omega Ratio

XRT:

0.96

VCR:

1.08

Calmar Ratio

XRT:

-0.23

VCR:

0.35

Martin Ratio

XRT:

-1.12

VCR:

1.12

Ulcer Index

XRT:

6.66%

VCR:

6.46%

Daily Std Dev

XRT:

21.16%

VCR:

20.80%

Max Drawdown

XRT:

-65.82%

VCR:

-61.54%

Current Drawdown

XRT:

-26.79%

VCR:

-16.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with XRT having a -10.02% return and VCR slightly lower at -10.34%. Over the past 10 years, XRT has underperformed VCR with an annualized return of 5.12%, while VCR has yielded a comparatively higher 11.99% annualized return.


XRT

YTD

-10.02%

1M

-0.50%

6M

-4.21%

1Y

-4.79%

5Y*

23.35%

10Y*

5.12%

VCR

YTD

-10.34%

1M

-3.73%

6M

0.45%

1Y

9.00%

5Y*

21.22%

10Y*

11.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XRT vs. VCR - Expense Ratio Comparison

XRT has a 0.35% expense ratio, which is higher than VCR's 0.10% expense ratio.


XRT
SPDR S&P Retail ETF
Expense ratio chart for XRT: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRT: 0.35%
Expense ratio chart for VCR: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCR: 0.10%

Risk-Adjusted Performance

XRT vs. VCR — Risk-Adjusted Performance Rank

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

XRT
The Risk-Adjusted Performance Rank of XRT is 77
Overall Rank
The Sharpe Ratio Rank of XRT is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of XRT is 77
Sortino Ratio Rank
The Omega Ratio Rank of XRT is 88
Omega Ratio Rank
The Calmar Ratio Rank of XRT is 99
Calmar Ratio Rank
The Martin Ratio Rank of XRT is 55
Martin Ratio Rank

VCR
The Risk-Adjusted Performance Rank of VCR is 3838
Overall Rank
The Sharpe Ratio Rank of VCR is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRT vs. VCR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) 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.


Sharpe ratio
The chart of Sharpe ratio for XRT, currently valued at -0.35, compared to the broader market-1.000.001.002.003.004.005.00
XRT: -0.35
VCR: 0.35
The chart of Sortino ratio for XRT, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.00
XRT: -0.38
VCR: 0.61
The chart of Omega ratio for XRT, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
XRT: 0.96
VCR: 1.08
The chart of Calmar ratio for XRT, currently valued at -0.23, compared to the broader market0.005.0010.0015.00
XRT: -0.23
VCR: 0.35
The chart of Martin ratio for XRT, currently valued at -1.12, compared to the broader market0.0020.0040.0060.0080.00100.00
XRT: -1.12
VCR: 1.12

The current XRT Sharpe Ratio is -0.35, which is lower than the VCR Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XRT and VCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.35
0.35
XRT
VCR

Dividends

XRT vs. VCR - Dividend Comparison

XRT's dividend yield for the trailing twelve months is around 1.74%, more than VCR's 0.87% yield.


TTM20242023202220212020201920182017201620152014
XRT
SPDR S&P Retail ETF
1.74%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.29%0.74%
VCR
Vanguard Consumer Discretionary ETF
0.87%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%

Drawdowns

XRT vs. VCR - Drawdown Comparison

The maximum XRT drawdown since its inception was -65.82%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for XRT and VCR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.79%
-16.01%
XRT
VCR

Volatility

XRT vs. VCR - Volatility Comparison

The current volatility for SPDR S&P Retail ETF (XRT) is 7.47%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 9.00%. This indicates that XRT experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
7.47%
9.00%
XRT
VCR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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