KXI vs. QQQ
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and Invesco QQQ (QQQ).
KXI and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both KXI and QQQ 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: KXI or QQQ.
Performance
KXI vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 5.73% return, which is significantly lower than QQQ's 23.40% return. Over the past 10 years, KXI has underperformed QQQ with an annualized return of 5.53%, while QQQ has yielded a comparatively higher 18.08% annualized return.
KXI
5.73%
-2.96%
0.80%
10.20%
5.20%
5.53%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| KXI | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.08 | 1.71 |
| Sortino Ratio | 1.57 | 2.29 |
| Omega Ratio | 1.18 | 1.31 |
| Calmar Ratio | 1.15 | 2.19 |
| Martin Ratio | 4.89 | 7.95 |
| Ulcer Index | 2.16% | 3.73% |
| Daily Std Dev | 9.78% | 17.38% |
| Max Drawdown | -42.27% | -82.98% |
| Current Drawdown | -6.27% | -2.13% |
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KXI vs. QQQ - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between KXI and QQQ is 0.62, 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
KXI vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Invesco QQQ (QQQ). 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
KXI vs. QQQ - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.93%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.93% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
KXI vs. QQQ - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for KXI and QQQ. For additional features, visit the drawdowns tool.
Volatility
KXI vs. QQQ - Volatility Comparison
The current volatility for iShares Global Consumer Staples ETF (KXI) is 3.17%, while Invesco QQQ (QQQ) has a volatility of 5.66%. This indicates that KXI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.