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KXI vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KXI vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Staples ETF (KXI) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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KXI vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KXI
iShares Global Consumer Staples ETF
3.65%9.68%4.20%2.41%-6.02%13.71%7.69%23.40%-10.71%17.60%
VDC
Vanguard Consumer Staples ETF
6.90%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Returns By Period

In the year-to-date period, KXI achieves a 3.65% return, which is significantly lower than VDC's 6.90% return. Over the past 10 years, KXI has underperformed VDC with an annualized return of 5.72%, while VDC has yielded a comparatively higher 7.72% annualized return.


KXI

1D
0.15%
1M
-8.90%
YTD
3.65%
6M
5.35%
1Y
7.01%
3Y*
5.31%
5Y*
5.35%
10Y*
5.72%

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KXI vs. VDC - Expense Ratio Comparison

KXI has a 0.46% expense ratio, which is higher than VDC's 0.10% expense ratio.


Return for Risk

KXI vs. VDC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KXI
KXI Risk / Return Rank: 3030
Overall Rank
KXI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 3030
Sortino Ratio Rank
KXI Omega Ratio Rank: 2828
Omega Ratio Rank
KXI Calmar Ratio Rank: 3434
Calmar Ratio Rank
KXI Martin Ratio Rank: 2929
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KXI vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Vanguard Consumer Staples ETF (VDC). 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.


KXIVDCDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.36

+0.17

Sortino ratio

Return per unit of downside risk

0.84

0.62

+0.22

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

0.79

0.71

+0.08

Martin ratio

Return relative to average drawdown

2.30

1.76

+0.54

KXI vs. VDC - Sharpe Ratio Comparison

The current KXI Sharpe Ratio is 0.54, which is higher than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of KXI and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KXIVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.36

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.57

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.53

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.67

-0.18

Correlation

The correlation between KXI and VDC is 0.88, 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.


Dividends

KXI vs. VDC - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 2.21%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
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%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Drawdowns

KXI vs. VDC - Drawdown Comparison

The maximum KXI drawdown since its inception was -42.27%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for KXI and VDC.


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Drawdown Indicators


KXIVDCDifference

Max Drawdown

Largest peak-to-trough decline

-42.27%

-34.24%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-9.28%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-16.55%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

-25.31%

+0.72%

Current Drawdown

Current decline from peak

-8.90%

-7.52%

-1.38%

Average Drawdown

Average peak-to-trough decline

-5.35%

-3.71%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.73%

-0.22%

Volatility

KXI vs. VDC - Volatility Comparison

iShares Global Consumer Staples ETF (KXI) has a higher volatility of 4.33% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. This indicates that KXI's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KXIVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.89%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

8.98%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

13.75%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

12.98%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

14.59%

-0.90%