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 5.67%/yr vs 16.63%/yr for RY. A 0.53 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 3.99% return, which is significantly lower than RY's 16.17% return. Over the past 10 years, KXI has underperformed RY with an annualized return of 5.67%, while RY has yielded a comparatively higher 16.63% annualized return.
KXI
- 1D
- -0.27%
- 1M
- -2.04%
- YTD
- 3.99%
- 6M
- 5.03%
- 1Y
- 3.34%
- 3Y*
- 6.25%
- 5Y*
- 4.04%
- 10Y*
- 5.67%
RY
- 1D
- 0.66%
- 1M
- 7.51%
- YTD
- 16.17%
- 6M
- 21.22%
- 1Y
- 57.80%
- 3Y*
- 33.05%
- 5Y*
- 17.96%
- 10Y*
- 16.63%
KXI vs. RY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 3.99% | 9.68% | 4.20% | 2.41% | -6.02% | 13.71% | 7.69% | 23.40% | -10.71% | 17.60% |
RY Royal Bank of Canada | 16.17% | 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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2006 | 0.53 |
Over the past year, the correlation between KXI and RY has dropped to 0.18 - well below their long-term average of 0.53, 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.
| KXI | RY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -5.08 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.68 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 5.79 | -5.46 |
| Martin ratioReturn relative to average drawdown | 0.71 | 21.54 | -20.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KXI | RY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 3.86 | -3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.00 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.84 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.65 | -0.16 |
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 | -8.61% | 0.00% | -8.61% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -9.32% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 2.69% | +2.00% |
Volatility
KXI vs. RY - Volatility Comparison
The current volatility for iShares Global Consumer Staples ETF (KXI) is 3.85%, while Royal Bank of Canada (RY) has a volatility of 4.34%. 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 | 3.85% | 4.34% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 11.36% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 15.09% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 18.00% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 19.77% | -6.02% |
Dividends
KXI vs. RY - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.21%, less than RY's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.21% | 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 | 2.37% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RY has higher volatility (4.34%) compared to KXI (3.85%). In terms of maximum drawdown, KXI dropped -42.27% vs RY's -62.90%.
RY currently has the higher Sharpe Ratio (3.86 vs 0.28), 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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