IYK vs. RTH
Compare and contrast key facts about iShares U.S. Consumer Goods ETF (IYK) and VanEck Vectors Retail ETF (RTH).
IYK and RTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. RTH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Retail 25 Index. It was launched on Dec 20, 2011. Both IYK and RTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYK or RTH.
Performance
IYK vs. RTH - Performance Comparison
Returns By Period
In the year-to-date period, IYK achieves a 10.54% return, which is significantly lower than RTH's 18.28% return. Over the past 10 years, IYK has underperformed RTH with an annualized return of 9.45%, while RTH has yielded a comparatively higher 13.74% annualized return.
IYK
10.54%
-0.76%
5.20%
12.67%
12.77%
9.45%
RTH
18.28%
2.06%
12.35%
26.38%
14.38%
13.74%
Key characteristics
| IYK | RTH | |
|---|---|---|
| Sharpe Ratio | 1.31 | 2.31 |
| Sortino Ratio | 1.94 | 3.20 |
| Omega Ratio | 1.23 | 1.40 |
| Calmar Ratio | 1.61 | 3.10 |
| Martin Ratio | 6.26 | 9.35 |
| Ulcer Index | 2.18% | 2.95% |
| Daily Std Dev | 10.37% | 11.93% |
| Max Drawdown | -42.64% | -41.80% |
| Current Drawdown | -3.06% | -2.56% |
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IYK vs. RTH - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is higher than RTH's 0.35% expense ratio.
Correlation
The correlation between IYK and RTH is 0.67, 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.
Risk-Adjusted Performance
IYK vs. RTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) 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.
Dividends
IYK vs. RTH - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.51%, more than RTH's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.51% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
RTH VanEck Vectors Retail ETF | 0.90% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
Drawdowns
IYK vs. RTH - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, roughly equal to the maximum RTH drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for IYK and RTH. For additional features, visit the drawdowns tool.
Volatility
IYK vs. RTH - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 2.84%, while VanEck Vectors Retail ETF (RTH) has a volatility of 4.27%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.