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IYK vs. XRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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IYK vs. XRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYK
iShares U.S. Consumer Goods ETF
5.13%4.78%5.27%-2.84%3.57%17.32%32.65%28.12%-13.84%16.53%
XRT
SPDR S&P Retail ETF
-5.40%8.07%11.78%21.53%-31.64%42.60%41.91%14.12%-8.04%4.22%

Returns By Period

In the year-to-date period, IYK achieves a 5.13% return, which is significantly higher than XRT's -5.40% return. Over the past 10 years, IYK has outperformed XRT with an annualized return of 8.81%, while XRT has yielded a comparatively lower 7.33% annualized return.


IYK

1D
0.10%
1M
-9.38%
YTD
5.13%
6M
3.93%
1Y
0.54%
3Y*
4.51%
5Y*
6.02%
10Y*
8.81%

XRT

1D
2.68%
1M
-7.23%
YTD
-5.40%
6M
-6.19%
1Y
17.47%
3Y*
9.68%
5Y*
-0.58%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYK vs. XRT - Expense Ratio Comparison

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


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: 1414
Overall Rank
IYK Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IYK Sortino Ratio Rank: 1212
Sortino Ratio Rank
IYK Omega Ratio Rank: 1212
Omega Ratio Rank
IYK Calmar Ratio Rank: 1616
Calmar Ratio Rank
IYK Martin Ratio Rank: 1616
Martin Ratio Rank

XRT
XRT Risk / Return Rank: 4545
Overall Rank
XRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XRT Sortino Ratio Rank: 4646
Sortino Ratio Rank
XRT Omega Ratio Rank: 4040
Omega Ratio Rank
XRT Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRT Martin Ratio Rank: 4141
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.

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.


IYKXRTDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.71

-0.67

Sortino ratio

Return per unit of downside risk

0.15

1.21

-1.06

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

0.19

1.36

-1.17

Martin ratio

Return relative to average drawdown

0.46

3.60

-3.14

IYK vs. XRT - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.04, which is lower than the XRT Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IYK and XRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYKXRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.71

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.02

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.27

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.34

+0.22

Correlation

The correlation between IYK and XRT is 0.60, 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

IYK vs. XRT - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.70%, more than XRT's 0.86% yield.


TTM20252024202320222021202020192018201720162015
IYK
iShares U.S. Consumer Goods ETF
2.70%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
0.86%0.77%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.30%

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.


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Drawdown Indicators


IYKXRTDifference

Max Drawdown

Largest peak-to-trough decline

-42.64%

-65.81%

+23.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-13.53%

+3.15%

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

-9.38%

-16.82%

+7.44%

Average Drawdown

Average peak-to-trough decline

-5.05%

-15.01%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

5.11%

-0.91%

Volatility

IYK vs. XRT - Volatility Comparison

The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 4.14%, while SPDR S&P Retail ETF (XRT) has a volatility of 5.65%. 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.


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Volatility by Period


IYKXRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

5.65%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

14.65%

-5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

24.75%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

27.01%

-14.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

27.17%

-11.71%