ETF · Broad Market

VCR(VCR)

$393.17
-0.34%
Expense Ratio
$6.2B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
89.8%

AI Look-Through Summary

AI Generated

The VCR ETF presents a highly concentrated equity profile dominated by the Consumer Cyclical sector, which accounts for over 82% of its total assets. This extreme tilt is driven primarily by significant weightings in Amazon and Tesla, two mega-cap technology and automotive leaders that collectively represent nearly 40% of the fund's portfolio. Such heavy reliance on these specific names creates a direct correlation between the ETF's performance and the operational successes or regulatory headwinds facing these particular companies, effectively functioning as a leveraged proxy for their combined market movements rather than providing broad sector diversification within consumer discretionary goods.

Beyond the top two positions, the remaining holdings consist of established retail giants like Home Depot and McDonald's alongside travel services provider Booking Holdings, all categorized under Consumer Cyclical despite varying business models. The fund exhibits negligible exposure to other economic drivers, with technology, industrials, defensive sectors, and real estate contributing less than 2% combined. This structural lack of diversification outside the consumer cycle means that macroeconomic factors influencing discretionary spending will have a magnified impact on the overall portfolio value compared to more balanced funds.

With assets under management exceeding $6 billion, the fund possesses substantial liquidity but maintains an investment strategy focused almost exclusively on large-cap consumer names rather than small or mid-cap opportunities. The sheer dominance of Amazon and Tesla suggests that any volatility in these specific equities will disproportionately dictate daily NAV fluctuations for holders. Investors seeking exposure to this concentrated view of major retail and tech leaders may find the fund aligns with their thesis, while those preferring sector breadth would likely encounter significant overlap risks given the singular focus on one industry classification despite holding diverse business types within it.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-21 11:27:37.112978+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 95/100

The investment theme implied by the ticker VCR, often associated with discretionary consumer spending or retail exposure, demonstrates a high degree of alignment with its actual portfolio composition. The top holdings are overwhelmingly concentrated within the Consumer Cyclical sector, accounting for over eighty percent of total assets under management. Notable positions in companies like Amazon and Tesla reinforce this focus on goods and services sensitive to economic cycles rather than defensive staples. While the inclusion of Meli (MercadoLibre) introduces a slight variation with an unclassified sector tag, its operational model as a digital commerce platform fits logically within the broader discretionary spending narrative. The portfolio avoids unrelated industries or speculative thematic bets that would dilute this core focus, maintaining a coherent identity centered on consumer demand dynamics across various sub-sectors like retail and automotive services.

Concentration risk remains a defining characteristic of the fund's structure, with the top ten holdings comprising nearly sixty percent of total assets. This heavy weighting in mega-cap stocks suggests that performance will be heavily influenced by the fortunes of a few dominant market players rather than broad-based sector growth within the consumer cycle. The minimal exposure to Technology and Industrials further distinguishes this vehicle from a standard technology or industrial ETF, confirming its specialized nature. However, such concentration means the fund may not offer diversification benefits comparable to an index tracker during periods when these specific leaders underperform relative to their peers. The sector weights remain consistent with the stated theme of discretionary consumption, yet the lack of breadth implies that returns will closely mirror the volatility and growth trajectory of its largest constituents rather than reflecting a wider economic recovery across all consumer segments.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-21 12:12:22.494707+00

🏢 Sector Analysis

AI Generated

The sector allocation of this ETF presents an extreme concentration within the Consumer Cyclical category, which accounts for over 82% of total assets. This overwhelming exposure suggests a fundamental investment thesis centered entirely on companies whose revenues fluctuate significantly with economic cycles and consumer discretionary spending power. The near-total absence of positions in Technology, Industrials, Real Estate, and Consumer Defensive sectors indicates an intentional exclusion of defensive hedges or growth drivers often associated with other market segments, effectively isolating the fund's performance to a single macroeconomic driver: consumer demand for non-essential goods and services.

This heavy weighting creates substantial concentration risk, particularly evident in the top five holdings which collectively represent more than 50% of the portfolio. The dominance of Amazon at nearly one-quarter of assets alongside Tesla further amplifies this vulnerability, as these two names alone drive a significant portion of returns or losses. With the top ten positions comprising roughly 60% of the fund's value, idiosyncratic risks related to specific management decisions, product recalls, or regulatory changes affecting just a few large-cap retailers could disproportionately impact overall performance. The minimal diversification across other sectors means that broad market downturns specifically targeting consumer sentiment would likely result in severe drawdowns without any offsetting gains from more stable industries.

Furthermore, the structure implies a pure-play tilt toward growth and momentum factors inherent to retail and e-commerce leaders rather than value or income generation. By holding such a narrow universe of 109 stocks with less than one percent allocated elsewhere, the fund sacrifices broad market representation for intense exposure to specific high-conviction themes within consumer spending. This approach offers investors direct access to the volatility and potential upside of cyclical retail trends but removes any buffer against sector-specific headwinds that might plague non-cyclical industries during economic contractions.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-23 17:49:09.805947+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share VCR's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of VCR's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
SPTMSPTM$12B19394.7%
ONEOONEO$25M10587.6%
QUSQUS$1B4980.5%
ESGVESGV$11B5380.4%
SPYState Street SPDR S&P 500 ETF Trust$640B0.09%4878.9%

95% of VCR's portfolio by weight is also held by SPTM, which commands 2× more assets under management. When SPTM receives inflows, it mechanically buys these shared stocks — dragging VCR's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofVCR's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

30.0x
Weighted P/E
8.17x
Weighted P/B
0.80%
Dividend Yield
$998B
Wtd Avg Market Cap

Weighted metrics calculated based on 87% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

01000200030004000906
Well Diversified
Top 5: 51.7%Top 10: 60.2%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Large Growth

Sector & Cap Explorer

Consumer Cyclical82.3%Other15.9%
Visualization Mode

ETF Fundamental Radar

Total Analysis
96% Weight
Market Cap
Mega
Risk Profile
Moderate

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
3%
0–3 Weak
79%
4–6 Average
14%
7–9 Strong

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
70%
Wtd FCF Payout Ratio
0.00%
TTM Yield
Stretched
Dividend Durability
70% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside VCR collectively pay out 70% of their Free Cash Flow to maintain the current yield. This is a sustainable payout level with moderate room for dividend growth. Based on 34% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+10.6%
ETF 1Y Return
-3.6%
Wtd Earnings Growth
+14.2%
Multiple Expansion
P/E Inflation

VCR is up 10.6% over the last 12 months. The underlying weighted earnings growth of its constituents is -3.6%. The remaining +14.2% of performance is driven by multiple expansion (P/E inflation) — prices rose faster than earnings grew.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 94% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of VCR's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

68% Creators
32% Destroyers
Value Creators (ROIC > WACC)57.7%
Value Destroyers27.5%

Of VCR's analyzed weight, 68% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 32% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 85% of fund weight with available data. Not investment advice.

Concentration Risk Monitor

CRITICAL
24.4%
Largest Holding
AMZN
45.0%
Top 3 Weight
11
Effective # of Stocks
65%
Top Stock Var. Share
Portfolio weight concentration
AMZN
TSLA
Other 45 stocks

AMZN at 24.4% has captured VCR's portfolio. The top 3 holdings (45%) dominate the fund's variance — the remaining 47 stocks provide minimal diversification.VCR effectively behaves like a 11-stock portfolio, not a 50-stock one.

Effective # of Stocks = 1 / HHI (Herfindahl-Hirschman Index). Variance share approximated as w² / Σw². Not investment advice.

Passive Crowding Score

MODERATE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

36/ 100
Wtd Avg Passive Ownership10.9%
Most Crowded HoldingALV (59.4%)
Least CrowdedMELI (0.2%)
Coverage85% of fund weight
0 — Low255075100 — Extreme

VCR has a Passive Crowding Score of 36/100. On average, 10.9% of the market capitalization of VCR's underlying holdings is structurally locked in passive ETF vehicles. This indicates moderate passive ownership density. Index rebalances and ETF creation/redemption activity can amplify short-term volatility in the underlying holdings.

Passive $ = Σ(ETF AUM × holding weight) across all 49 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration59.1%
#TickerCompanyWeightP/EF-Score
1AMZN
Amazon.com Inc.
Consumer Cyclical
24.35%
31.7x6/9
2TSLA
Tesla Inc.
Consumer Cyclical
15.81%
399.8x5/9
3HD
Home Depot Inc.
Consumer Cyclical
4.83%
22.5x4/9
4MCD
McDonald's Corp.
Consumer Cyclical
3.11%
23.0x6/9
5TJX
TJX Cos. Inc.
Consumer Cyclical
2.60%
30.1x7/9
6BKNG
Booking Holdings Inc.
Consumer Cyclical
2.03%
22.1x5/9
7LOW
Lowe's Cos. Inc.
Consumer Cyclical
2.01%
18.1x5/9
8SBUX
Starbucks Corp.
Consumer Cyclical
1.80%
75.7x5/9
9ORLY
O'Reilly Automotive Inc.
Consumer Cyclical
1.28%
28.3x7/9
10MAR
Marriott International Inc./MD Class A
Consumer Cyclical
1.26%
39.4x7/9
11MELI
MercadoLibre Inc.
1.24%
44.8x4/9
12HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical
1.15%
50.0x5/9
13ROST
Ross Stores Inc.
Consumer Cyclical
1.13%
32.4x
14GM
General Motors Co.
Consumer Cyclical
1.10%
30.4x5/9
15RCL
Royal Caribbean Cruises Ltd.
Consumer Cyclical
1.05%
17.4x7/9
The bottom 272 stocks in VCR account for only 35.3% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 287.

Historical Holdings Snapshots

Browse how VCR’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

2026-05-23

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

2026-05-22

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

2026-05-21

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

2026-05-20

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

2026-05-19

15 holdings · 64.8% tracked weight
#TickerWeightSharesMarket Value
1AMZN24.35%6,190,362$1.6B
2TSLA15.81%2,791,101$1.1B
3HD4.83%989,744$325.4M
4MCD3.11%712,692$209.2M
5TJX2.60%1,115,753$174.9M
6BKNG2.03%813,178$136.9M
7LOW2.01%565,941$135.1M
8SBUX1.80%1,154,601$121.6M
9ORLY1.28%868,754$86.4M
10MAR1.26%234,099$84.7M
11MELI1.24%46,784$83.9M
12HLT1.15%239,305$77.6M
13ROST1.13%334,429$76.2M
14GM1.10%961,938$74.0M
15RCL1.05%267,414$70.5M

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

23.9%
Annual Volatility
0.67
Sharpe (1Y)
0.59
Sharpe (3Y)
-27.4%
Max Drawdown (3Y)
-39.2%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Price Chart with Moving Averages

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What Drove VCR Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:-0.34%(2026-06-02)

Top Contributors

+0.309%
+0.092%
+0.068%

Top Detractors

-0.021%
-0.022%
-0.194%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Yield & Income

0.00%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How VCR’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2456 snapshots
Consumer Cyclical82.3%
Other15.9%
Technology0.8%
Industrials0.7%
Consumer Defensive0.3%
Real Estate0.1%
Change since 2026-03-30
Consumer Cyclical
-1.7%
Other
+1.6%
2026-03-302026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB is for informational purposes only. Not investment advice.