IYK vs. XRT

Last updated Jun 24, 2026

IYK (iShares U.S. Consumer Goods ETF) and XRT (SPDR S&P Retail ETF) are both exchange-traded funds - IYK is a Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index, while XRT is a Consumer Discretionary Equities fund tracking the S&P Retail Select Industry. Both are passively managed. Over the past 10 years, IYK returned 9.43%/yr vs 9.25%/yr for XRT. A 0.59 correlation means they provide meaningful diversification when combined. IYK charges 0.42%/yr vs 0.35%/yr for XRT.

Performance

IYK vs. XRT - Performance Comparison

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

Returns By Period

In the year-to-date period, IYK achieves a 9.34% return, which is significantly higher than XRT's 1.06% return. Both investments have delivered pretty close results over the past 10 years, with IYK having a 9.43% annualized return and XRT not far behind at 9.25%.

IYK

• 1D: 1.89%
• 1M: -0.07%
• YTD: 9.34%
• 6M: 9.23%
• 1Y: 5.42%
• 3Y*: 5.69%
• 5Y*: 6.32%
• 10Y*: 9.43%

XRT

• 1D: 0.32%
• 1M: 4.15%
• YTD: 1.06%
• 6M: -0.21%
• 1Y: 12.05%
• 3Y*: 12.88%
• 5Y*: -0.91%
• 10Y*: 9.25%

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

IYK vs. XRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYK iShares U.S. Consumer Goods ETF	9.34%	4.78%	5.27%	-2.84%	3.57%	17.32%	32.65%	28.12%	-13.84%	16.53%
XRT SPDR S&P Retail ETF	1.06%	8.07%	11.78%	21.53%	-31.64%	42.60%	41.91%	14.12%	-8.04%	4.22%

Correlation

The correlation between IYK and XRT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006	0.59

Over the past year, the correlation between IYK and XRT has dropped to 0.24 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

IYK vs. XRT - Sectors Allocation Comparison

Sectors	IYK	XRT
Consumer Defensive	85.2%	19.2%
Healthcare	10.7%	1.3%
Basic Materials	2.6%	-
Consumer Cyclical	1.4%	76.5%
Industrials	0.1%	-
Communication Services	-	1.5%
Energy	-	1.3%
Financial Services	-	-
Real Estate	-	-
Technology	-	1.4%
Utilities	-	-

Return for Risk

IYK vs. XRT — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 14
IYK Sharpe Ratio Rank: 15
IYK Sortino Ratio Rank: 14
IYK Omega Ratio Rank: 14
IYK Calmar Ratio Rank: 15
IYK Martin Ratio Rank: 13

XRT

XRT Risk / Return Rank: 19
XRT Sharpe Ratio Rank: 18
XRT Sortino Ratio Rank: 19
XRT Omega Ratio Rank: 17
XRT Calmar Ratio Rank: 21
XRT Martin Ratio Rank: 19

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. XRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and SPDR S&P Retail ETF (XRT). 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	XRT	Difference
Sharpe ratio: Return per unit of total volatility	0.43	0.59	-0.16
Sortino ratio: Return per unit of downside risk	0.69	1.01	-0.31
Omega ratio: Gain probability vs. loss probability	1.08	1.11	-0.03
Calmar ratio: Return relative to maximum drawdown	0.51	0.89	-0.38
Martin ratio: Return relative to average drawdown	1.04	2.02	-0.98

IYK vs. XRT - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.43, which is comparable to the XRT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IYK and XRT, 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. XRT - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum XRT drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for IYK and XRT.

Drawdown Indicators

	IYK	XRT	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-65.81%	+23.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-13.53%	+2.85%
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	-25.62%	+13.48%
Max Drawdown (5Y) Largest decline over 5 years	-15.05%	-44.57%	+29.52%
Max Drawdown (10Y) Largest decline over 10 years	-33.19%	-47.02%	+13.83%
Current Drawdown Current decline from peak	-5.76%	-11.14%	+5.38%
Average Drawdown Average peak-to-trough decline	-5.07%	-14.99%	+9.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.21%	5.97%	-0.76%

Volatility

IYK vs. XRT - Volatility Comparison

The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 5.45%, while SPDR S&P Retail ETF (XRT) has a volatility of 6.36%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYK	XRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	6.36%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	10.06%	14.34%	-4.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.80%	20.60%	-7.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.09%	26.93%	-13.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.53%	27.19%	-11.66%

IYK vs. XRT - Expense Ratio Comparison

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

Dividends

IYK vs. XRT - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.62%, more than XRT's 0.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYK iShares U.S. Consumer Goods ETF	2.62%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
XRT SPDR S&P Retail ETF	0.79%	0.77%	1.52%	1.40%	2.15%	1.55%	1.01%	1.57%	1.51%	1.52%	1.36%	1.30%

Frequently Asked Questions

Can I hold both IYK and XRT in my portfolio?

IYK and XRT have a correlation of 0.24, 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 XRT?

XRT has higher volatility (6.36%) compared to IYK (5.45%). In terms of maximum drawdown, IYK dropped -42.64% vs XRT's -65.81%.

Which ETF is better, IYK or XRT?

On 10-year performance, IYK leads with 9.43% vs 9.25% for XRT. On fees, XRT is cheaper at 0.35% per year. On volatility, IYK has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYK or XRT?

Over the 10-year period, IYK has performed better with a 9.43% return vs 9.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYK or XRT?

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

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

IYK has the higher dividend yield at 2.62%, compared with 0.79% for XRT.

What is the main difference between IYK and XRT?

IYK is categorized as Consumer Staples Equities, while XRT is Consumer Discretionary Equities. IYK tracks Dow Jones U.S. Consumer Goods Index, while XRT tracks S&P Retail Select Industry. They also come from different issuers: iShares and State Street. Their fees differ too: 0.42% for IYK and 0.35% for XRT.

Which has better risk-adjusted returns?

XRT currently has the higher Sharpe Ratio (0.59 vs 0.43), 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.