PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
AWAY vs. RXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AWAY vs. RXI

Last updated Jun 26, 2026

AWAY (ETFMG Travel Tech ETF) and RXI (iShares Global Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - AWAY tracks the Prime Travel Technology Index while RXI tracks the S&P Global Consumer Discretionary Index. Both are passively managed. Over the past 5 years, AWAY returned -10.42%/yr vs 3.14%/yr for RXI. A 0.76 correlation means they provide meaningful diversification when combined. AWAY charges 0.75%/yr vs 0.46%/yr for RXI.

Performance

AWAY vs. RXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Travel Tech ETF (AWAY) and iShares Global Consumer Discretionary ETF (RXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AWAY achieves a -14.38% return, which is significantly lower than RXI's -6.99% return.

AWAY

1D
-0.70%
1M
6.45%
YTD
-14.38%
6M
-14.46%
1Y
-16.06%
3Y*
1.85%
5Y*
-10.42%
10Y*
—

RXI

1D
-1.22%
1M
-4.32%
YTD
-6.99%
6M
-8.46%
1Y
4.25%
3Y*
9.19%
5Y*
3.14%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWAY vs. RXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
AWAY
ETFMG Travel Tech ETF		-14.38%-3.36%10.44%17.94%-32.25%-5.91%3.47%
RXI
iShares Global Consumer Discretionary ETF		-6.99%13.16%17.26%27.57%-29.08%16.32%21.92%

Correlation

The correlation between AWAY and RXI is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2020

0.76

The correlation between AWAY and RXI has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.

AWAY vs. RXI - Sectors Allocation Comparison

Sectors
AWAY
RXI

Consumer Cyclical

64.2%
95.0%

Technology

29.0%
3.9%

Communication Services

4.4%
0.1%

Industrials

1.2%
0.2%

Financial Services

0.2%

-

Basic Materials

-

-

Consumer Defensive

-

0.8%

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Consumer Cyclical

AWAY
64.2%
RXI
95.0%

Technology

AWAY
29.0%
RXI
3.9%

Communication Services

AWAY
4.4%
RXI
0.1%

Industrials

AWAY
1.2%
RXI
0.2%

Financial Services

AWAY
0.2%
RXI

-

Basic Materials

AWAY

-

RXI

-

Consumer Defensive

AWAY

-

RXI
0.8%

Energy

AWAY

-

RXI

-

Healthcare

AWAY

-

RXI

-

Real Estate

AWAY

-

RXI

-

Utilities

AWAY

-

RXI

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ETFMG Travel Tech ETF

iShares Global Consumer Discretionary ETF

Often compared with AWAY:
AWAY vs. JETSAWAY vs. HACKAWAY vs. PEJAWAY vs. EXPEAWAY vs. FLYUAWAY vs. VGTAWAY vs. SOXL
Often compared with RXI:
RXI vs. KXIRXI vs. VCRRXI vs. XLPRXI vs. IEDIRXI vs. IBUYRXI vs. FDISRXI vs. VT

Return for Risk

AWAY vs. RXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AWAY
AWAY Risk / Return Rank: 44
Overall Rank
AWAY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
AWAY Sortino Ratio Rank: 44
Sortino Ratio Rank
AWAY Omega Ratio Rank: 44
Omega Ratio Rank
AWAY Calmar Ratio Rank: 55
Calmar Ratio Rank
AWAY Martin Ratio Rank: 55
Martin Ratio Rank
RXI
RXI Risk / Return Rank: 1212
Overall Rank
RXI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RXI Sortino Ratio Rank: 1212
Sortino Ratio Rank
RXI Omega Ratio Rank: 1111
Omega Ratio Rank
RXI Calmar Ratio Rank: 1212
Calmar Ratio Rank
RXI Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWAY vs. RXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) and iShares Global Consumer Discretionary ETF (RXI). 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.

AWAYRXIDifference
Sharpe ratioReturn per unit of total volatility
-0.73
0.26

-0.98

Sortino ratioReturn per unit of downside risk
-0.91
0.48

-1.40

Omega ratioGain probability vs. loss probability

0.89

1.06

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.49

0.28

-0.77

Martin ratioReturn relative to average drawdown

-0.93

0.79

-1.71

AWAY vs. RXI - Sharpe Ratio Comparison

The current AWAY Sharpe Ratio is -0.73, which is lower than the RXI Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AWAY and RXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

AWAY vs. RXI - Drawdown Comparison

The maximum AWAY drawdown since its inception was -56.57%, smaller than the maximum RXI drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for AWAY and RXI.

Loading charts...

Drawdown Indicators

AWAYRXIDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-60.36%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

-15.17%

-17.66%

Max Drawdown (3Y)

Largest decline over 3 years

-32.83%

-19.64%

-13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-51.49%

-35.78%

-15.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.78%

—

Current Drawdown

Current decline from peak

-48.35%

-10.60%

-37.75%

Average Drawdown

Average peak-to-trough decline

-36.34%

-10.53%

-25.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.33%

5.41%

+11.92%

Volatility

AWAY vs. RXI - Volatility Comparison

ETFMG Travel Tech ETF (AWAY) has a higher volatility of 7.08% compared to iShares Global Consumer Discretionary ETF (RXI) at 5.84%. This indicates that AWAY's price experiences larger fluctuations and is considered to be riskier than RXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

AWAYRXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.84%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.64%

13.16%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

16.69%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

21.03%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.73%

20.09%

+11.64%

AWAY vs. RXI - Expense Ratio Comparison

AWAY has a 0.75% expense ratio, which is higher than RXI's 0.46% expense ratio.

Dividends

AWAY vs. RXI - Dividend Comparison

AWAY has not paid dividends to shareholders, while RXI's dividend yield for the trailing twelve months is around 1.50%.

PositionTTM20252024202320222021202020192018201720162015
AWAY
ETFMG Travel Tech ETF		0.00%0.00%0.28%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%
RXI
iShares Global Consumer Discretionary ETF		1.50%1.55%1.07%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%

Frequently Asked Questions

AWAY and RXI have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AWAY has higher volatility (7.08%) compared to RXI (5.84%). In terms of maximum drawdown, AWAY dropped -56.57% vs RXI's -60.36%.

On 5-year performance, RXI leads with 3.14% vs -10.42% for AWAY. On fees, RXI is cheaper at 0.46% per year. On volatility, RXI has been the lower-risk option at 5.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RXI has performed better with a 3.14% return vs -10.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RXI is cheaper with a 0.46% expense ratio, compared with 0.75% for AWAY.

RXI has the higher dividend yield at 1.50%, compared with 0.00% for AWAY.

AWAY tracks Prime Travel Technology Index, while RXI tracks S&P Global Consumer Discretionary Index. They also come from different issuers: ETFMG and iShares. Their fees differ too: 0.75% for AWAY and 0.46% for RXI.

RXI currently has the higher Sharpe Ratio (0.26 vs -0.72), 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.

Portfolio Optimizer

Find the right allocation for AWAY and RXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer