IYK vs. RTH

Last updated Jun 23, 2026

IYK (iShares U.S. Consumer Goods ETF) and RTH (VanEck Vectors Retail ETF) are both exchange-traded funds - IYK is a Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index, while RTH is a Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index. Both are passively managed. Over the past 10 years, IYK returned 9.22%/yr vs 14.09%/yr for RTH. A 0.65 correlation means they provide meaningful diversification when combined. IYK charges 0.42%/yr vs 0.35%/yr for RTH.

Performance

IYK vs. RTH - Performance Comparison

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

Returns By Period

In the year-to-date period, IYK achieves a 7.31% return, which is significantly higher than RTH's 1.55% return. Over the past 10 years, IYK has underperformed RTH with an annualized return of 9.22%, while RTH has yielded a comparatively higher 14.09% annualized return.

IYK

• 1D: -0.68%
• 1M: -1.92%
• YTD: 7.31%
• 6M: 7.00%
• 1Y: 4.22%
• 3Y*: 5.03%
• 5Y*: 6.13%
• 10Y*: 9.22%

RTH

• 1D: -1.32%
• 1M: -3.91%
• YTD: 1.55%
• 6M: 1.31%
• 1Y: 10.08%
• 3Y*: 14.88%
• 5Y*: 8.91%
• 10Y*: 14.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYK vs. RTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYK iShares U.S. Consumer Goods ETF	7.31%	4.78%	5.27%	-2.84%	3.57%	17.32%	32.65%	28.12%	-13.84%	16.53%
RTH VanEck Vectors Retail ETF	1.55%	12.36%	20.02%	20.07%	-17.67%	24.94%	31.62%	29.06%	3.87%	22.45%

Correlation

The correlation between IYK and RTH is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since May 17, 2001	0.65

Over the past year, the correlation between IYK and RTH has dropped to 0.41 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

IYK vs. RTH - Sectors Allocation Comparison

Sectors	IYK	RTH
Consumer Defensive	85.2%	26.8%
Healthcare	10.7%	13.4%
Basic Materials	2.6%	-
Consumer Cyclical	1.4%	57.2%
Industrials	0.1%	2.6%
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

IYK vs. RTH — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 12
IYK Sharpe Ratio Rank: 13
IYK Sortino Ratio Rank: 12
IYK Omega Ratio Rank: 12
IYK Calmar Ratio Rank: 13
IYK Martin Ratio Rank: 12

RTH

RTH Risk / Return Rank: 25
RTH Sharpe Ratio Rank: 24
RTH Sortino Ratio Rank: 23
RTH Omega Ratio Rank: 22
RTH Calmar Ratio Rank: 27
RTH Martin Ratio Rank: 30

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.

IYK vs. RTH - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IYK	RTH	Difference
Sharpe ratio: Return per unit of total volatility	0.33	0.82	-0.48
Sortino ratio: Return per unit of downside risk	0.56	1.27	-0.70
Omega ratio: Gain probability vs. loss probability	1.06	1.15	-0.08
Calmar ratio: Return relative to maximum drawdown	0.40	1.29	-0.90
Martin ratio: Return relative to average drawdown	0.81	4.15	-3.33

IYK vs. RTH - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.33, which is lower than the RTH Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IYK and RTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IYK vs. RTH - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, roughly equal to the maximum RTH drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for IYK and RTH.

Drawdown Indicators

	IYK	RTH	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-42.32%	-0.32%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-7.83%	-2.85%
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	-13.80%	+1.66%
Max Drawdown (5Y) Largest decline over 5 years	-15.05%	-25.00%	+9.95%
Max Drawdown (10Y) Largest decline over 10 years	-33.19%	-25.00%	-8.19%
Current Drawdown Current decline from peak	-7.50%	-6.15%	-1.35%
Average Drawdown Average peak-to-trough decline	-5.07%	-7.33%	+2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	2.44%	+2.76%

Volatility

IYK vs. RTH - Volatility Comparison

iShares U.S. Consumer Goods ETF (IYK) has a higher volatility of 5.09% compared to VanEck Vectors Retail ETF (RTH) at 4.52%. This indicates that IYK'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.

Volatility by Period

	IYK	RTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	4.52%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	9.69%	+0.22%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	12.41%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.07%	16.85%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	17.58%	-2.03%

IYK vs. RTH - Expense Ratio Comparison

IYK has a 0.42% expense ratio, which is higher than RTH's 0.35% expense ratio.

Dividends

IYK vs. RTH - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.67%, more than RTH's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYK iShares U.S. Consumer Goods ETF	2.67%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
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%

Frequently Asked Questions

Can I hold both IYK and RTH in my portfolio?

IYK and RTH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYK or RTH?

IYK has higher volatility (5.09%) compared to RTH (4.52%). In terms of maximum drawdown, IYK dropped -42.64% vs RTH's -42.32%.

Which ETF is better, IYK or RTH?

On 10-year performance, RTH leads with 14.09% vs 9.22% for IYK. On fees, RTH is cheaper at 0.35% per year. On volatility, RTH has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYK or RTH?

Over the 10-year period, RTH has performed better with a 14.09% return vs 9.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYK or RTH?

RTH is cheaper with a 0.35% expense ratio, compared with 0.42% for IYK.

Which ETF pays a higher dividend yield, IYK or RTH?

IYK has the higher dividend yield at 2.67%, compared with 0.96% for RTH.

What is the main difference between IYK and RTH?

IYK is categorized as Consumer Staples Equities, while RTH is Consumer Discretionary Equities. IYK tracks Dow Jones U.S. Consumer Goods Index, while RTH tracks MVIS US Listed Retail 25 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.42% for IYK and 0.35% for RTH.

Which has better risk-adjusted returns?

RTH currently has the higher Sharpe Ratio (0.82 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.