PortfoliosLab logo
IYK vs. KXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYK and KXI is 0.73, 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: 0.7

Performance

IYK vs. KXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Goods ETF (IYK) and iShares Global Consumer Staples ETF (KXI). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
461.28%
292.07%
IYK
KXI

Key characteristics

Sharpe Ratio

IYK:

0.64

KXI:

0.96

Sortino Ratio

IYK:

0.95

KXI:

1.44

Omega Ratio

IYK:

1.12

KXI:

1.18

Calmar Ratio

IYK:

0.78

KXI:

1.18

Martin Ratio

IYK:

2.24

KXI:

3.17

Ulcer Index

IYK:

3.81%

KXI:

3.81%

Daily Std Dev

IYK:

13.40%

KXI:

12.65%

Max Drawdown

IYK:

-42.64%

KXI:

-42.27%

Current Drawdown

IYK:

-2.93%

KXI:

-1.30%

Returns By Period

In the year-to-date period, IYK achieves a 7.62% return, which is significantly lower than KXI's 8.66% return. Over the past 10 years, IYK has outperformed KXI with an annualized return of 9.52%, while KXI has yielded a comparatively lower 5.88% annualized return.


IYK

YTD

7.62%

1M

1.99%

6M

2.38%

1Y

7.28%

5Y*

14.88%

10Y*

9.52%

KXI

YTD

8.66%

1M

4.98%

6M

3.82%

1Y

11.15%

5Y*

7.95%

10Y*

5.88%

*Annualized

Compare stocks, funds, or ETFs

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


IYK vs. KXI - Expense Ratio Comparison

IYK has a 0.42% expense ratio, which is lower than KXI's 0.46% expense ratio.


Expense ratio chart for KXI: 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%
KXI: 0.46%
Expense ratio chart for IYK: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYK: 0.42%

Risk-Adjusted Performance

IYK vs. KXI — Risk-Adjusted Performance Rank

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

IYK
The Risk-Adjusted Performance Rank of IYK is 6767
Overall Rank
The Sharpe Ratio Rank of IYK is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IYK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IYK is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IYK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IYK is 6565
Martin Ratio Rank

KXI
The Risk-Adjusted Performance Rank of KXI is 7979
Overall Rank
The Sharpe Ratio Rank of KXI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of KXI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of KXI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of KXI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KXI is 7575
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.

IYK vs. KXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) 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.


The chart of Sharpe ratio for IYK, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
IYK: 0.64
KXI: 0.96
The chart of Sortino ratio for IYK, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
IYK: 0.95
KXI: 1.44
The chart of Omega ratio for IYK, currently valued at 1.12, compared to the broader market0.501.001.502.00
IYK: 1.12
KXI: 1.18
The chart of Calmar ratio for IYK, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.00
IYK: 0.78
KXI: 1.18
The chart of Martin ratio for IYK, currently valued at 2.24, compared to the broader market0.0020.0040.0060.00
IYK: 2.24
KXI: 3.17

The current IYK Sharpe Ratio is 0.64, which is lower than the KXI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IYK and KXI, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.64
0.96
IYK
KXI

Dividends

IYK vs. KXI - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.45%, more than KXI's 2.31% yield.


TTM20242023202220212020201920182017201620152014
IYK
iShares U.S. Consumer Goods ETF
2.45%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%1.82%
KXI
iShares Global Consumer Staples ETF
2.31%2.51%2.99%1.98%2.26%2.34%2.17%2.98%2.17%2.34%2.20%2.35%

Drawdowns

IYK vs. KXI - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, roughly equal to the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for IYK and KXI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.93%
-1.30%
IYK
KXI

Volatility

IYK vs. KXI - Volatility Comparison

iShares U.S. Consumer Goods ETF (IYK) and iShares Global Consumer Staples ETF (KXI) have volatilities of 7.65% and 7.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.65%
7.62%
IYK
KXI