FXG vs. KXI

Last updated Aug 2, 2026

FXG (First Trust Consumer Staples AlphaDEX Fund) and KXI (iShares Global Consumer Staples ETF) are both Consumer Staples Equities funds - FXG tracks the StrataQuant Consumer Staples Index while KXI tracks the S&P Global 1200 Consumer Staples Sector Capped Index (USD) (Net). Both are passively managed. Over the past 10 years, FXG returned 4.72%/yr vs 5.83%/yr for KXI. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FXG charges 0.63%/yr vs 0.39%/yr for KXI.

Performance

FXG vs. KXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FXG achieves a 7.51% return, which is significantly lower than KXI's 8.30% return. Over the past 10 years, FXG has underperformed KXI with an annualized return of 4.72%, while KXI has yielded a comparatively higher 5.83% annualized return.

FXG

• 1D: -1.24%
• 1M: 0.42%
• 6M: -0.03%
• YTD: 7.51%
• 1Y: 4.77%
• 3Y*: 2.30%
• 5Y*: 4.78%
• 10Y*: 4.72%
• ALL TIME*: 8.07%

KXI

• 1D: -0.86%
• 1M: 0.16%
• 6M: 2.84%
• YTD: 8.30%
• 1Y: 10.16%
• 3Y*: 6.59%
• 5Y*: 4.80%
• 10Y*: 5.83%
• ALL TIME*: 7.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FXG First Trust Consumer Staples AlphaDEX Fund	$673.63K	$675.70K	$861.52K
KXI iShares Global Consumer Staples ETF	$8.17M	$7.09M	$5.18M

FXG vs. KXI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FXG First Trust Consumer Staples AlphaDEX Fund	7.51%	-2.66%	3.21%	1.97%	3.28%	21.73%	4.85%	20.65%	-11.49%	7.87%
KXI iShares Global Consumer Staples ETF	8.30%	9.68%	4.20%	2.41%	-6.02%	13.71%	7.69%	23.40%	-10.71%	17.60%

Correlation

The correlation between FXG and KXI is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (10Y) Provides a long-term view across more market conditions.	0.76
Correlation (All Time) Calculated using the full available price history since May 10, 2007	0.73

The correlation between FXG and KXI has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

FXG vs. KXI - Sectors Allocation Comparison

Sectors	FXG	KXI
Consumer Defensive	79.1%	97.0%
Consumer Cyclical	9.0%	3.0%
Healthcare	8.5%	-
Industrials	3.4%	-
Basic Materials	2.0%	-
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

FXG vs. KXI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FXG

FXG Risk / Return Rank: 18
FXG Sharpe Ratio Rank: 19
FXG Sortino Ratio Rank: 18
FXG Omega Ratio Rank: 17
FXG Calmar Ratio Rank: 18
FXG Martin Ratio Rank: 16

KXI

KXI Risk / Return Rank: 32
KXI Sharpe Ratio Rank: 35
KXI Sortino Ratio Rank: 34
KXI Omega Ratio Rank: 33
KXI Calmar Ratio Rank: 33
KXI Martin Ratio Rank: 26

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FXG vs. KXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) and iShares Global Consumer Staples ETF (KXI). 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.

	FXG	KXI	Difference
Sharpe ratio: Return per unit of total volatility	0.35	0.86	-0.51
Sortino ratio: Return per unit of downside risk	0.60	1.31	-0.70
Omega ratio: Gain probability vs. loss probability	1.07	1.16	-0.09
Calmar ratio: Return relative to maximum drawdown	0.38	1.09	-0.71
Martin ratio: Return relative to average drawdown	0.78	2.15	-1.37

FXG vs. KXI - Sharpe Ratio Comparison

The current FXG Sharpe Ratio is 0.35, which is lower than the KXI Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FXG and KXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FXG vs. KXI - Drawdown Comparison

The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for FXG and KXI.

Drawdown Indicators

	FXG	KXI	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-42.27%	+3.58%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-10.24%	-2.51%
Max Drawdown (3Y) Largest decline over 3 years	-12.75%	-10.31%	-2.44%
Max Drawdown (5Y) Largest decline over 5 years	-15.70%	-17.45%	+1.75%
Max Drawdown (10Y) Largest decline over 10 years	-27.54%	-24.59%	-2.95%
Current Drawdown Current decline from peak	-5.97%	-4.82%	-1.15%
Average Drawdown Average peak-to-trough decline	-6.04%	-5.37%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.27%	5.19%	+1.08%

Volatility

FXG vs. KXI - Volatility Comparison

The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 5.25%, while iShares Global Consumer Staples ETF (KXI) has a volatility of 5.66%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FXG	KXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	5.66%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	10.77%	11.02%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	13.06%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.77%	12.73%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.02%	13.80%	+1.22%

FXG vs. KXI - Expense Ratio Comparison

FXG has a 0.63% expense ratio, which is higher than KXI's 0.39% expense ratio.

Dividends

FXG vs. KXI - Dividend Comparison

FXG's dividend yield for the trailing twelve months is around 2.37%, more than KXI's 2.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXG First Trust Consumer Staples AlphaDEX Fund	2.37%	2.83%	1.70%	1.41%	1.83%	1.38%	1.41%	1.63%	2.31%	1.34%	1.72%	1.67%
KXI iShares Global Consumer Staples ETF	2.32%	2.29%	2.51%	2.99%	1.98%	2.26%	2.34%	2.17%	2.97%	2.17%	2.34%	2.20%

Frequently Asked Questions

Can I hold both FXG and KXI in my portfolio?

FXG and KXI have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FXG or KXI?

KXI has higher volatility (5.66%) compared to FXG (5.25%). In terms of maximum drawdown, FXG dropped -38.69% vs KXI's -42.27%.

Which ETF is better, FXG or KXI?

On 10-year performance, KXI leads with 5.83% vs 4.72% for FXG. On fees, KXI is cheaper at 0.39% per year. On volatility, FXG has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FXG or KXI?

Over the 10-year period, KXI has performed better with a 5.83% return vs 4.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FXG or KXI?

KXI is cheaper with a 0.39% expense ratio, compared with 0.63% for FXG.

Which ETF pays a higher dividend yield, FXG or KXI?

FXG has the higher dividend yield at 2.37%, compared with 2.32% for KXI.

What is the main difference between FXG and KXI?

FXG tracks StrataQuant Consumer Staples Index, while KXI tracks S&P Global 1200 Consumer Staples Sector Capped Index (USD) (Net). They also come from different issuers: First Trust and iShares. Their fees differ too: 0.63% for FXG and 0.39% for KXI.

Which has better risk-adjusted returns?

KXI currently has the higher Sharpe Ratio (0.86 vs 0.35), 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.