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IEDI vs. RTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEDI vs. RTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Retail ETF (RTH). The values are adjusted to include any dividend payments, if applicable.

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IEDI vs. RTH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEDI
iShares Evolved U.S. Discretionary Spending ETF
-1.55%4.05%22.11%24.32%-23.17%21.19%29.83%31.07%0.71%
RTH
VanEck Vectors Retail ETF
0.56%12.36%20.02%20.07%-17.67%24.94%31.62%29.06%3.53%

Returns By Period

In the year-to-date period, IEDI achieves a -1.55% return, which is significantly lower than RTH's 0.56% return.


IEDI

1D
1.94%
1M
-6.33%
YTD
-1.55%
6M
-3.49%
1Y
6.91%
3Y*
13.88%
5Y*
6.69%
10Y*

RTH

1D
1.96%
1M
-5.09%
YTD
0.56%
6M
0.96%
1Y
12.20%
3Y*
16.44%
5Y*
9.66%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEDI vs. RTH - Expense Ratio Comparison

IEDI has a 0.18% expense ratio, which is lower than RTH's 0.35% expense ratio.


Return for Risk

IEDI vs. RTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEDI
IEDI Risk / Return Rank: 2828
Overall Rank
IEDI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IEDI Sortino Ratio Rank: 2727
Sortino Ratio Rank
IEDI Omega Ratio Rank: 2525
Omega Ratio Rank
IEDI Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEDI Martin Ratio Rank: 2929
Martin Ratio Rank

RTH
RTH Risk / Return Rank: 5454
Overall Rank
RTH Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RTH Sortino Ratio Rank: 5252
Sortino Ratio Rank
RTH Omega Ratio Rank: 4545
Omega Ratio Rank
RTH Calmar Ratio Rank: 6262
Calmar Ratio Rank
RTH Martin Ratio Rank: 6161
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.

IEDI vs. RTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Retail ETF (RTH). 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.


IEDIRTHDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.83

-0.42

Sortino ratio

Return per unit of downside risk

0.75

1.34

-0.59

Omega ratio

Gain probability vs. loss probability

1.09

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.79

1.49

-0.70

Martin ratio

Return relative to average drawdown

2.35

5.80

-3.45

IEDI vs. RTH - Sharpe Ratio Comparison

The current IEDI Sharpe Ratio is 0.41, which is lower than the RTH Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IEDI and RTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEDIRTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.83

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.58

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.12

Correlation

The correlation between IEDI and RTH is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEDI vs. RTH - Dividend Comparison

IEDI's dividend yield for the trailing twelve months is around 0.98%, more than RTH's 0.96% yield.


TTM20252024202320222021202020192018201720162015
IEDI
iShares Evolved U.S. Discretionary Spending ETF
0.98%0.95%0.90%1.13%3.38%0.70%0.83%2.07%1.57%0.00%0.00%0.00%
RTH
VanEck Vectors Retail ETF
0.96%0.97%0.77%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%

Drawdowns

IEDI vs. RTH - Drawdown Comparison

The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum RTH drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for IEDI and RTH.


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Drawdown Indicators


IEDIRTHDifference

Max Drawdown

Largest peak-to-trough decline

-30.60%

-42.32%

+11.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-9.02%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.79%

-25.00%

-4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.00%

Current Drawdown

Current decline from peak

-7.31%

-5.86%

-1.45%

Average Drawdown

Average peak-to-trough decline

-6.98%

-7.38%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

2.32%

+1.25%

Volatility

IEDI vs. RTH - Volatility Comparison

iShares Evolved U.S. Discretionary Spending ETF (IEDI) has a higher volatility of 4.85% compared to VanEck Vectors Retail ETF (RTH) at 4.49%. This indicates that IEDI's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDIRTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.49%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

8.84%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

14.78%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

16.75%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

17.53%

+1.99%