XRT vs. VCR
Compare and contrast key facts about SPDR S&P Retail ETF (XRT) and Vanguard Consumer Discretionary ETF (VCR).
XRT and VCR 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. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both XRT and VCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRT or VCR.
Key characteristics
| XRT | VCR | |
|---|---|---|
| YTD Return | 11.91% | 22.31% |
| 1Y Return | 35.87% | 38.07% |
| 3Y Return (Ann) | -6.13% | 3.21% |
| 5Y Return (Ann) | 14.58% | 16.71% |
| 10Y Return (Ann) | 7.42% | 14.12% |
| Sharpe Ratio | 1.68 | 2.24 |
| Sortino Ratio | 2.46 | 3.00 |
| Omega Ratio | 1.29 | 1.38 |
| Calmar Ratio | 0.91 | 1.78 |
| Martin Ratio | 8.33 | 11.50 |
| Ulcer Index | 4.44% | 3.50% |
| Daily Std Dev | 22.04% | 17.94% |
| Max Drawdown | -65.82% | -61.54% |
| Current Drawdown | -18.55% | 0.00% |
Correlation
The correlation between XRT and VCR is 0.84, 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.
Performance
XRT vs. VCR - Performance Comparison
In the year-to-date period, XRT achieves a 11.91% return, which is significantly lower than VCR's 22.31% return. Over the past 10 years, XRT has underperformed VCR with an annualized return of 7.42%, while VCR has yielded a comparatively higher 14.12% annualized 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. VCR - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
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.
Dividends
XRT vs. VCR - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 1.21%, more than VCR's 0.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 1.21% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.29% | 0.74% | 0.60% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
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.
Volatility
XRT vs. VCR - Volatility Comparison
The current volatility for SPDR S&P Retail ETF (XRT) is 4.63%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 5.82%. 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.