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IEDI vs. RXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEDI and RXI is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IEDI vs. RXI - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
129.30%
73.61%
IEDI
RXI

Key characteristics

Sharpe Ratio

IEDI:

0.58

RXI:

0.61

Sortino Ratio

IEDI:

0.96

RXI:

1.02

Omega Ratio

IEDI:

1.12

RXI:

1.13

Calmar Ratio

IEDI:

0.56

RXI:

0.67

Martin Ratio

IEDI:

2.00

RXI:

2.64

Ulcer Index

IEDI:

5.20%

RXI:

4.98%

Daily Std Dev

IEDI:

17.95%

RXI:

21.75%

Max Drawdown

IEDI:

-30.60%

RXI:

-60.36%

Current Drawdown

IEDI:

-11.17%

RXI:

-9.94%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IEDI at -4.55% and RXI at -4.55%.


IEDI

YTD

-4.55%

1M

-0.85%

6M

-1.44%

1Y

9.64%

5Y*

14.18%

10Y*

N/A

RXI

YTD

-4.55%

1M

-4.62%

6M

1.49%

1Y

10.86%

5Y*

12.24%

10Y*

7.87%

*Annualized

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IEDI vs. RXI - Expense Ratio Comparison

IEDI has a 0.18% expense ratio, which is lower than RXI's 0.46% expense ratio.


Expense ratio chart for RXI: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RXI: 0.46%
Expense ratio chart for IEDI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEDI: 0.18%

Risk-Adjusted Performance

IEDI vs. RXI — Risk-Adjusted Performance Rank

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

IEDI
The Risk-Adjusted Performance Rank of IEDI is 6363
Overall Rank
The Sharpe Ratio Rank of IEDI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IEDI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IEDI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IEDI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IEDI is 6161
Martin Ratio Rank

RXI
The Risk-Adjusted Performance Rank of RXI is 6868
Overall Rank
The Sharpe Ratio Rank of RXI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of RXI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of RXI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of RXI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of RXI is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEDI vs. RXI - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IEDI, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
IEDI: 0.58
RXI: 0.61
The chart of Sortino ratio for IEDI, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
IEDI: 0.96
RXI: 1.02
The chart of Omega ratio for IEDI, currently valued at 1.12, compared to the broader market0.501.001.502.00
IEDI: 1.12
RXI: 1.13
The chart of Calmar ratio for IEDI, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
IEDI: 0.56
RXI: 0.67
The chart of Martin ratio for IEDI, currently valued at 2.00, compared to the broader market0.0020.0040.0060.00
IEDI: 2.00
RXI: 2.64

The current IEDI Sharpe Ratio is 0.58, which is comparable to the RXI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IEDI and RXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.61
IEDI
RXI

Dividends

IEDI vs. RXI - Dividend Comparison

IEDI's dividend yield for the trailing twelve months is around 0.98%, less than RXI's 1.12% yield.


TTM20242023202220212020201920182017201620152014
IEDI
iShares Evolved U.S. Discretionary Spending ETF
0.98%0.90%1.13%3.04%0.70%0.83%1.58%1.57%0.00%0.00%0.00%0.00%
RXI
iShares Global Consumer Discretionary ETF
1.12%1.07%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%1.71%

Drawdowns

IEDI vs. RXI - Drawdown Comparison

The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum RXI drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for IEDI and RXI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.17%
-9.94%
IEDI
RXI

Volatility

IEDI vs. RXI - Volatility Comparison

The current volatility for iShares Evolved U.S. Discretionary Spending ETF (IEDI) is 11.81%, while iShares Global Consumer Discretionary ETF (RXI) has a volatility of 14.17%. This indicates that IEDI experiences smaller price fluctuations and is considered to be less risky than RXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.81%
14.17%
IEDI
RXI