Data as of Oct 28, 2026.
IWB vs VDC: Differences, Returns & Fees
Over the year to Oct 28, 2026, IWB returned +13.1% to VDC's +12.7%; 5% of their weight is in the same names.
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Net assets: $49.1bn on Oct 28, 2026 for iShares Russell 1000 ETF, and $7.4bn on Sep 30, 2026 for Vanguard Consumer Staples ETF.
Pair scorecard
VDC costs 0.06 points a year less; their one-year returns differ by 0.4 points; IWB is 6.6 times larger.
| Measure | IWB | VDC |
|---|---|---|
| Return | ||
| Total return, 1 year | +13.1% | +12.7% |
| Drawdown | ||
| Below its high | 3.1%, high on Oct 22, 2026 | |
| Benchmark | ||
| What it tracks | Russell 1000 Index | MSCI US Investable Market Index (IMI)/Consumer Staples 25/50 |
| Cost and size | ||
| Expense ratio | 0.15% | 0.09% |
| Net assets, as of Sep 30, 2026 | $48.6bn | $7.4bn |
| Holdings | ||
| Holdings in common | 5% | |
| Top ten holdings, share of the fund | 35.3% | 66.0% |
Holdings in common uses holdings dated Sep 30, 2026 and Oct 27, 2026. Method
Risk and return
Feb 6, 2004 to Oct 23, 2026 · 1,185 weekly returnsEach against its own benchmark: IWB against VONE, Oct 1, 2010 to Oct 23, 2026; VDC against FSTA, Nov 1, 2013 to Oct 23, 2026.
IWB returned more: +902.2% to +674.3%. VDC swung less: 13.2% to 17.4%. VDC fell less at its worst: −32.7% to −54.8%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IWB | VDC | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +902.2% | +674.3% | IWB | Price change plus distributions, reinvested. |
| Annualized | +10.6% | +9.4% | IWB | Total return as a yearly rate. |
| Price return | +578.1% | +360.8% | IWB | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 17.4% | 13.2% | VDC | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 12.3% | 9.4% | VDC | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −54.8% | −32.7% | VDC | Deepest fall from a high to the low after it. |
| Upside capture | 100.1% | 99.4% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 100.1% | 99.6% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.00 | 1.00 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 1.00 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.57 | 0.61 | VDC (slight) | Return above Treasury bills per unit of volatility. |
| Sortino | 0.80 | 0.86 | VDC (slight) | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.130 | 0.075 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.19 | 0.29 | VDC | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | VONE | FSTA | The ETF each fund is measured against. | |
| Alpha | 0.0% a year | +0.1% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.09 | 0.27 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.5% to +0.5% | −0.3% to +0.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.03 | 0.04 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.0% | 0.7% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 1,185 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IWB and VDC hold 5% of their money in the same securities at the same weight. Holdings dated Sep 30, 2026 and Oct 27, 2026.
half
5% in common
Only in one fund ↓
Side by side
IWB and VDC on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IWB and VDC do different jobs. What does each one do in a portfolio?
- What each follows. IWB follows Russell 1000 Index and VDC follows MSCI US Investable Market Index (IMI)/Consumer Staples 25/50.
- Holdings in common. 5% of the weight is in the same securities (holdings dated Oct 27, 2026 and Sep 30, 2026).
- Number of holdings. IWB holds 1,025 positions and VDC holds 105.
Data as of Oct 28, 2026.
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IWB
IWB tracks the Russell 1000. Over the year to Oct 28, 2026 it returned +13.1% with distributions reinvested, against +13.2% for its benchmark, the Russell 1000 Index. The prospectus expense ratio is 0.15% a year. By its holdings published by its issuer for Oct 27, 2026, 92% of the fund by weight is stocks the S&P 500 also holds, across 1,025 positions, with the top ten at 35.3%.
VDC
VDC tracks an index of Consumer Staples. Over the year to Oct 28, 2026 it returned +12.7% with distributions reinvested, against +12.7% for its benchmark, the MSCI US Investable Market Index (IMI)/Consumer Staples 25/50. The prospectus expense ratio is 0.09% a year. By its holdings published by its issuer as of Sep 30, 2026, 86% of the fund by weight is stocks the S&P 500 also holds, across 105 positions, with the top ten at 66.0%. It sat 3.1% below its high of Oct 22, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IWB or VDC?
- In the year to Oct 28, 2026, with distributions reinvested, IWB returned +13.1% and VDC +12.7%.
- Which is cheaper, IWB or VDC?
- VDC is cheaper, by 0.06 percentage points a year. That is about $6 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IWB against VDC, data as of Oct 28, 2026. https://etfiq.com/compare/any/iwb-vs-vdc
ETFIQ. (Oct 28, 2026). IWB against VDC. Retrieved from https://etfiq.com/compare/any/iwb-vs-vdc
[IWB against VDC (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/iwb-vs-vdc)
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