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KXI vs. SPLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

KXI vs. SPLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Staples ETF (KXI) and Invesco S&P 500® Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
155.33%
286.45%
KXI
SPLV

Key characteristics

Sharpe Ratio

KXI:

0.72

SPLV:

1.58

Sortino Ratio

KXI:

1.07

SPLV:

2.20

Omega Ratio

KXI:

1.12

SPLV:

1.28

Calmar Ratio

KXI:

0.89

SPLV:

1.76

Martin Ratio

KXI:

2.88

SPLV:

9.23

Ulcer Index

KXI:

2.45%

SPLV:

1.57%

Daily Std Dev

KXI:

9.74%

SPLV:

9.17%

Max Drawdown

KXI:

-42.27%

SPLV:

-36.26%

Current Drawdown

KXI:

-6.54%

SPLV:

-6.91%

Returns By Period

In the year-to-date period, KXI achieves a 5.42% return, which is significantly lower than SPLV's 13.24% return. Over the past 10 years, KXI has underperformed SPLV with an annualized return of 5.57%, while SPLV has yielded a comparatively higher 8.57% annualized return.


KXI

YTD

5.42%

1M

-0.56%

6M

1.23%

1Y

6.64%

5Y*

4.45%

10Y*

5.57%

SPLV

YTD

13.24%

1M

-4.38%

6M

7.23%

1Y

14.14%

5Y*

5.90%

10Y*

8.57%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KXI vs. SPLV - Expense Ratio Comparison

KXI has a 0.46% expense ratio, which is higher than SPLV's 0.25% expense ratio.


KXI
iShares Global Consumer Staples ETF
Expense ratio chart for KXI: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for SPLV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Sharpe ratio
The chart of Sharpe ratio for KXI, currently valued at 0.72, compared to the broader market0.002.004.000.721.58
The chart of Sortino ratio for KXI, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.072.20
The chart of Omega ratio for KXI, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.28
The chart of Calmar ratio for KXI, currently valued at 0.89, compared to the broader market0.005.0010.0015.000.891.76
The chart of Martin ratio for KXI, currently valued at 2.88, compared to the broader market0.0020.0040.0060.0080.00100.002.889.23
KXI
SPLV

The current KXI Sharpe Ratio is 0.72, which is lower than the SPLV Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of KXI and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.72
1.58
KXI
SPLV

Dividends

KXI vs. SPLV - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 4.38%, more than SPLV's 1.74% yield.


TTM20232022202120202019201820172016201520142013
KXI
iShares Global Consumer Staples ETF
2.48%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
1.74%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.54%
-6.91%
KXI
SPLV

Volatility

KXI vs. SPLV - Volatility Comparison

The current volatility for iShares Global Consumer Staples ETF (KXI) is 2.71%, while Invesco S&P 500® Low Volatility ETF (SPLV) has a volatility of 2.95%. This indicates that KXI experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.71%
2.95%
KXI
SPLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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