KXI vs. SPLV
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and Invesco S&P 500® Low Volatility ETF (SPLV).
KXI and SPLV 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. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. Both KXI and SPLV 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 SPLV.
Performance
KXI vs. SPLV - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 5.73% return, which is significantly lower than SPLV's 18.48% return. Over the past 10 years, KXI has underperformed SPLV with an annualized return of 5.53%, while SPLV has yielded a comparatively higher 9.29% annualized return.
KXI
5.73%
-2.96%
0.80%
10.20%
5.20%
5.53%
SPLV
18.48%
0.68%
11.98%
22.60%
7.30%
9.29%
Key characteristics
| KXI | SPLV | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.50 |
| Sortino Ratio | 1.57 | 3.48 |
| Omega Ratio | 1.18 | 1.45 |
| Calmar Ratio | 1.15 | 2.49 |
| Martin Ratio | 4.89 | 16.58 |
| Ulcer Index | 2.16% | 1.39% |
| Daily Std Dev | 9.78% | 9.21% |
| Max Drawdown | -42.27% | -36.26% |
| Current Drawdown | -6.27% | -0.64% |
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KXI vs. SPLV - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Correlation
The correlation between KXI and SPLV is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
KXI vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Invesco S&P 500® Low Volatility ETF (SPLV). 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. SPLV - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.93%, more than SPLV's 1.86% 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% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.86% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 2.03% | 2.03% | 2.28% | 2.20% | 2.60% |
Drawdowns
KXI vs. SPLV - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for KXI and SPLV. For additional features, visit the drawdowns tool.
Volatility
KXI vs. SPLV - Volatility Comparison
iShares Global Consumer Staples ETF (KXI) has a higher volatility of 3.17% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 2.84%. This indicates that KXI's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.