XRT vs. VCR
XRT (SPDR S&P Retail ETF) and VCR (Vanguard Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - XRT tracks the S&P Retail Select Industry Index while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, XRT returned 9.06%/yr vs 13.29%/yr for VCR. Their correlation of 0.83 means they have usually moved in the same direction. XRT charges 0.35%/yr vs 0.10%/yr for VCR.
Performance
XRT vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, XRT achieves a 5.78% return, which is significantly higher than VCR's -0.28% return. Over the past 10 years, XRT has underperformed VCR with an annualized return of 9.06%, while VCR has yielded a comparatively higher 13.29% annualized return.
XRT
- 1D
- -0.88%
- 1M
- 1.95%
- 6M
- 4.50%
- YTD
- 5.78%
- 1Y
- 16.25%
- 3Y*
- 11.34%
- 5Y*
- 0.37%
- 10Y*
- 9.06%
- ALL TIME*
- 9.58%
VCR
- 1D
- 2.71%
- 1M
- -1.07%
- 6M
- -1.60%
- YTD
- -0.28%
- 1Y
- 9.62%
- 3Y*
- 11.43%
- 5Y*
- 5.37%
- 10Y*
- 13.29%
- ALL TIME*
- 10.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.44M | $25.79M | $24.81M | |
| $422.92M | $379.59M | $454.03M |
XRT vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 5.78% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
VCR Vanguard Consumer Discretionary ETF | -0.28% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between XRT and VCR is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006 | 0.83 |
The correlation between XRT and VCR shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XRT vs. VCR — Risk / Return Rank
XRT
VCR
XRT vs. VCR - Risk-Adjusted Trends 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.
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.
| XRT | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.43 | +0.71 |
| Martin ratioReturn relative to average drawdown | 2.57 | 1.24 | +1.34 |
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Drawdowns
XRT vs. VCR - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.81%, 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.
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Drawdown Indicators
| XRT | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.81% | -61.54% | -4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -15.59% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -25.62% | -27.36% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -39.20% | -5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -39.20% | -7.82% |
Current DrawdownCurrent decline from peak | -7.00% | -4.82% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -14.95% | -9.37% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 5.41% | +0.56% |
Volatility
XRT vs. VCR - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 6.04%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.75%. 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.
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Volatility by Period
| XRT | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.75% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 14.76% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 19.57% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.89% | 24.21% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.20% | 22.50% | +4.70% |
XRT vs. VCR - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is higher than VCR's 0.10% expense ratio.
Dividends
XRT vs. VCR - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 0.75%, 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% |
XRT SPDR S&P Retail ETF | 0.75% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
Frequently Asked Questions
XRT and VCR have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCR has higher volatility (6.75%) compared to XRT (6.04%). In terms of maximum drawdown, XRT dropped -65.81% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.29% vs 9.06% for XRT. On fees, VCR is cheaper at 0.10% per year. On volatility, XRT has been the lower-risk option at 6.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VCR has performed better with a 13.29% return vs 9.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.35% for XRT.
XRT has the higher dividend yield at 0.75%, compared with 0.73% for VCR.
XRT tracks S&P Retail Select Industry Index, while VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.35% for XRT and 0.10% for VCR.
XRT currently has the higher Sharpe Ratio (0.74 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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