PortfoliosLab logoPortfoliosLab logo
ISHP vs. RXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISHP vs. RXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S-Network Global E-Commerce ETF (ISHP) and iShares Global Consumer Discretionary ETF (RXI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ISHP vs. RXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHP
First Trust S-Network Global E-Commerce ETF
-14.81%12.27%24.17%22.24%-33.79%30.09%15.33%19.74%-2.04%7.66%
RXI
iShares Global Consumer Discretionary ETF
-8.47%13.16%17.26%27.57%-29.08%16.32%24.46%26.78%-6.30%22.94%

Returns By Period

In the year-to-date period, ISHP achieves a -14.81% return, which is significantly lower than RXI's -8.47% return.


ISHP

1D
0.00%
1M
-5.71%
YTD
-14.81%
6M
-19.68%
1Y
-6.75%
3Y*
9.13%
5Y*
2.10%
10Y*

RXI

1D
0.76%
1M
-6.75%
YTD
-8.47%
6M
-9.10%
1Y
6.92%
3Y*
10.37%
5Y*
3.85%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ISHP vs. RXI - Expense Ratio Comparison

ISHP has a 0.60% expense ratio, which is higher than RXI's 0.46% expense ratio.


Return for Risk

ISHP vs. RXI — Risk / Return Rank

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

ISHP
ISHP Risk / Return Rank: 66
Overall Rank
ISHP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ISHP Sortino Ratio Rank: 66
Sortino Ratio Rank
ISHP Omega Ratio Rank: 66
Omega Ratio Rank
ISHP Calmar Ratio Rank: 88
Calmar Ratio Rank
ISHP Martin Ratio Rank: 66
Martin Ratio Rank

RXI
RXI Risk / Return Rank: 2222
Overall Rank
RXI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
RXI Sortino Ratio Rank: 2222
Sortino Ratio Rank
RXI Omega Ratio Rank: 2121
Omega Ratio Rank
RXI Calmar Ratio Rank: 2222
Calmar Ratio Rank
RXI Martin Ratio Rank: 2323
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.

ISHP vs. RXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) 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.


ISHPRXIDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.33

-0.65

Sortino ratio

Return per unit of downside risk

-0.31

0.65

-0.96

Omega ratio

Gain probability vs. loss probability

0.96

1.08

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.26

0.49

-0.75

Martin ratio

Return relative to average drawdown

-0.74

1.73

-2.47

ISHP vs. RXI - Sharpe Ratio Comparison

The current ISHP Sharpe Ratio is -0.32, which is lower than the RXI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ISHP 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.


Loading graphics...

Sharpe Ratios by Period


ISHPRXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.33

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.19

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.39

-0.11

Correlation

The correlation between ISHP and RXI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ISHP vs. RXI - Dividend Comparison

ISHP's dividend yield for the trailing twelve months is around 1.57%, less than RXI's 1.70% yield.


TTM20252024202320222021202020192018201720162015
ISHP
First Trust S-Network Global E-Commerce ETF
1.57%1.34%1.02%1.58%0.76%0.53%0.82%1.16%0.89%1.65%0.23%0.00%
RXI
iShares Global Consumer Discretionary ETF
1.70%1.55%1.07%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%

Drawdowns

ISHP vs. RXI - Drawdown Comparison

The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum RXI drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for ISHP and RXI.


Loading graphics...

Drawdown Indicators


ISHPRXIDifference

Max Drawdown

Largest peak-to-trough decline

-47.57%

-60.36%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-24.75%

-15.17%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-47.57%

-35.78%

-11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

Current Drawdown

Current decline from peak

-21.74%

-12.03%

-9.71%

Average Drawdown

Average peak-to-trough decline

-12.55%

-10.56%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

4.31%

+4.37%

Volatility

ISHP vs. RXI - Volatility Comparison

First Trust S-Network Global E-Commerce ETF (ISHP) has a higher volatility of 7.22% compared to iShares Global Consumer Discretionary ETF (RXI) at 6.83%. This indicates that ISHP'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 graphics...

Volatility by Period


ISHPRXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

6.83%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

11.83%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

20.82%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.34%

20.79%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

20.04%

+4.15%