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 while VCR tracks the MSCI US Investable Market Consumer Discretionary 25/50 Index. Both are passively managed. Over the past 10 years, XRT returned 9.22%/yr vs 13.79%/yr for VCR. Their correlation of 0.83 suggests significant overlap in exposure. 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 0.75% return, which is significantly higher than VCR's -1.51% return. Over the past 10 years, XRT has underperformed VCR with an annualized return of 9.22%, while VCR has yielded a comparatively higher 13.79% annualized return.
XRT
- 1D
- -0.80%
- 1M
- 3.82%
- YTD
- 0.75%
- 6M
- -1.40%
- 1Y
- 12.23%
- 3Y*
- 12.77%
- 5Y*
- -0.81%
- 10Y*
- 9.22%
VCR
- 1D
- -1.81%
- 1M
- -1.91%
- YTD
- -1.51%
- 6M
- -3.86%
- 1Y
- 10.99%
- 3Y*
- 12.87%
- 5Y*
- 5.42%
- 10Y*
- 13.79%
XRT vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 0.75% | 8.07% | 11.78% | 21.53% | -31.64% | 42.60% | 41.91% | 14.12% | -8.04% | 4.22% |
VCR Vanguard Consumer Discretionary ETF | -1.51% | 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 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006 | 0.83 |
The correlation between XRT and VCR has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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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 | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.71 | +0.20 |
| Martin ratioReturn relative to average drawdown | 2.06 | 2.16 | -0.10 |
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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 | -11.42% | -5.99% | -5.43% |
Average DrawdownAverage peak-to-trough decline | -14.99% | -9.39% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 5.10% | +0.86% |
Volatility
XRT vs. VCR - Volatility Comparison
SPDR S&P Retail ETF (XRT) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 6.41% and 6.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 6.41% | 6.35% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 13.92% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 18.87% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.93% | 24.10% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.20% | 22.47% | +4.73% |
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 1.03%, more than VCR's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.74% | 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 | 1.03% | 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 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRT has higher volatility (6.41%) compared to VCR (6.35%). In terms of maximum drawdown, XRT dropped -65.81% vs VCR's -61.54%.
On 10-year performance, VCR leads with 13.79% vs 9.22% for XRT. On fees, VCR is cheaper at 0.10% per year. Their volatility is very similar. 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 13.79% return vs 9.22%. 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 1.03%, compared with 0.74% for VCR.
XRT tracks S&P Retail Select Industry, 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 (0.60 vs 0.59), 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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