KXI vs. VEA
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and Vanguard FTSE Developed Markets ETF (VEA).
KXI and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both KXI and VEA 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 VEA.
Performance
KXI vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 6.50% return, which is significantly higher than VEA's 4.73% return. Over the past 10 years, KXI has outperformed VEA with an annualized return of 5.61%, while VEA has yielded a comparatively lower 5.23% annualized return.
KXI
6.50%
-2.66%
2.67%
10.20%
5.35%
5.61%
VEA
4.73%
-3.33%
-0.80%
11.43%
5.91%
5.23%
Key characteristics
| KXI | VEA | |
|---|---|---|
| Sharpe Ratio | 1.12 | 0.91 |
| Sortino Ratio | 1.63 | 1.32 |
| Omega Ratio | 1.19 | 1.16 |
| Calmar Ratio | 1.25 | 1.36 |
| Martin Ratio | 5.02 | 4.25 |
| Ulcer Index | 2.19% | 2.74% |
| Daily Std Dev | 9.80% | 12.79% |
| Max Drawdown | -42.27% | -60.70% |
| Current Drawdown | -5.59% | -7.56% |
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KXI vs. VEA - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than VEA's 0.05% expense ratio.
Correlation
The correlation between KXI and VEA is 0.76, 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. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.91%, less than VEA's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.91% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
VEA Vanguard FTSE Developed Markets ETF | 3.05% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
KXI vs. VEA - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for KXI and VEA. For additional features, visit the drawdowns tool.
Volatility
KXI vs. VEA - Volatility Comparison
The current volatility for iShares Global Consumer Staples ETF (KXI) is 3.28%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.54%. This indicates that KXI experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.