KXI vs. RY
KXI (iShares Global Consumer Staples ETF) is Consumer Staples Equities fund tracking the S&P Global Consumer Staples Index, while RY (Royal Bank of Canada) is a stock. Over the past 10 years, KXI returned 5.74%/yr vs 17.57%/yr for RY. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
KXI vs. RY - Performance Comparison
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Returns By Period
In the year-to-date period, KXI achieves a 7.85% return, which is significantly lower than RY's 25.12% return. Over the past 10 years, KXI has underperformed RY with an annualized return of 5.74%, while RY has yielded a comparatively higher 17.57% annualized return.
KXI
- 1D
- -0.52%
- 1M
- 2.91%
- 6M
- 4.44%
- YTD
- 7.85%
- 1Y
- 8.71%
- 3Y*
- 6.22%
- 5Y*
- 4.80%
- 10Y*
- 5.74%
- ALL TIME*
- 7.59%
RY
- 1D
- -2.35%
- 1M
- 4.37%
- 6M
- 26.09%
- YTD
- 25.12%
- 1Y
- 63.20%
- 3Y*
- 33.44%
- 5Y*
- 20.34%
- 10Y*
- 17.57%
- ALL TIME*
- 15.92%
KXI vs. RY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 7.85% | 9.68% | 4.20% | 2.41% | -6.02% | 13.71% | 7.69% | 23.40% | -10.71% | 17.60% |
RY Royal Bank of Canada | 25.12% | 46.29% | 23.80% | 12.72% | -8.00% | 34.11% | 8.42% | 20.17% | -12.88% | 24.95% |
Correlation
The correlation between KXI and RY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2006 | 0.52 |
Over the past year, the correlation between KXI and RY has dropped to 0.09 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
KXI vs. RY — Risk / Return Rank
KXI
RY
KXI vs. RY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Royal Bank of Canada (RY). 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.
| KXI | RY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.71 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 6.33 | -5.47 |
| Martin ratioReturn relative to average drawdown | 1.71 | 23.53 | -21.82 |
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Drawdowns
KXI vs. RY - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum RY drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for KXI and RY.
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Drawdown Indicators
| KXI | RY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.27% | -62.90% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.04% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -11.92% | -19.88% | +7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -28.36% | +10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -24.59% | -39.95% | +15.36% |
Current DrawdownCurrent decline from peak | -5.22% | -3.44% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -9.29% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 2.69% | +2.42% |
Volatility
KXI vs. RY - Volatility Comparison
The current volatility for iShares Global Consumer Staples ETF (KXI) is 4.91%, while Royal Bank of Canada (RY) has a volatility of 5.26%. This indicates that KXI experiences smaller price fluctuations and is considered to be less risky than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KXI | RY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.26% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 12.02% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 15.54% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 18.05% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 19.69% | -5.93% |
Dividends
KXI vs. RY - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.33%, more than RY's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.33% | 2.29% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.97% | 2.17% | 2.34% | 2.20% |
RY Royal Bank of Canada | 2.20% | 2.54% | 3.39% | 4.29% | 4.07% | 3.24% | 3.88% | 3.88% | 4.27% | 3.22% | 3.95% | 5.41% |
Frequently Asked Questions
KXI and RY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RY has higher volatility (5.26%) compared to KXI (4.91%). In terms of maximum drawdown, KXI dropped -42.27% vs RY's -62.90%.
RY currently has the higher Sharpe Ratio (4.10 vs 0.69), 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.
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