Vanguard Consumer Correlations

VDC Etf

USD 222.72 0.24 0.11%

The current 90-days correlation between Vanguard Consumer Staples and Vanguard Consumer Discretionary is 0.24 (i.e., Modest diversification). The correlation of Vanguard Consumer is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Vanguard Consumer Correlation With Market

Modest diversification

The correlation between Vanguard Consumer Staples and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Consumer Staples and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Consumer Staples. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Vanguard Etf

0.74	XLP	Consumer Staples Select Aggressive Push	Pair Corr
0.81	IYK	iShares Consumer Staples	Pair Corr
1.0	FSTA	Fidelity MSCI Consumer	Pair Corr
0.71	PG	Procter Gamble	Pair Corr

Moving against Vanguard Etf

0.47	USD	ProShares Ultra Semi	Pair Corr
0.41	SMH	VanEck Semiconductor ETF	Pair Corr
0.32	INTC	Intel Fiscal Year End 23rd of January 2025	Pair Corr

Related Correlations Analysis

	VCR	VPU	VIS	VAW	VHT
VCR		0.52	0.92	0.52	-0.73	VCR
VPU	0.52		0.65	0.75	-0.36	VPU
VIS	0.92	0.65		0.74	-0.64	VIS
VAW	0.52	0.75	0.74		-0.19	VAW
VHT	-0.73	-0.36	-0.64	-0.19		VHT
	VCR	VPU	VIS	VAW	VHT

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

VIS	+ 0.92	VCR
VAW	+ 0.75	VPU
VAW	+ 0.74	VIS
VIS	+ 0.65	VPU
VPU	+ 0.52	VCR
VAW	+ 0.52	VCR

High negative correlations

VHT	- 0.73	VCR
VHT	- 0.64	VIS
VHT	- 0.36	VPU
VHT	- 0.19	VAW

Vanguard Consumer Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Consumer ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Consumer's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VCR	0.87	0.12	0.12	0.23	0.75	(1.00)	1.79	(1.57)	4.79
VPU	0.77	0.11	0.02	0.67	0.77	(0.87)	1.70	(1.40)	4.65
VIS	0.70	0.02	0.04	0.13	0.64	(0.82)	1.76	(1.14)	5.86
VAW	0.71	(0.06)	(0.09)	0.04	0.80	(0.77)	1.37	(1.18)	3.75
VHT	0.58	(0.16)	0.00	(0.16)	0.00	0.00	0.89	(1.27)	3.07

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