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

Correlation

The correlation between KXI and XLP is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

KXI vs. XLP - Performance Comparison

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

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
290.27%
418.40%
KXI
XLP

Key characteristics

Sharpe Ratio

KXI:

0.88

XLP:

0.76

Sortino Ratio

KXI:

1.34

XLP:

1.15

Omega Ratio

KXI:

1.17

XLP:

1.14

Calmar Ratio

KXI:

1.09

XLP:

1.20

Martin Ratio

KXI:

2.93

XLP:

3.24

Ulcer Index

KXI:

3.81%

XLP:

3.11%

Daily Std Dev

KXI:

12.65%

XLP:

13.21%

Max Drawdown

KXI:

-42.27%

XLP:

-35.89%

Current Drawdown

KXI:

-1.75%

XLP:

-2.79%

Returns By Period

In the year-to-date period, KXI achieves a 8.16% return, which is significantly higher than XLP's 3.38% return. Over the past 10 years, KXI has underperformed XLP with an annualized return of 5.83%, while XLP has yielded a comparatively higher 7.99% annualized return.


KXI

YTD

8.16%

1M

3.57%

6M

4.12%

1Y

10.96%

5Y*

7.84%

10Y*

5.83%

XLP

YTD

3.38%

1M

1.18%

6M

1.02%

1Y

9.49%

5Y*

9.48%

10Y*

7.99%

*Annualized

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KXI vs. XLP - Expense Ratio Comparison

KXI has a 0.46% expense ratio, which is higher than XLP's 0.13% expense ratio.


Expense ratio chart for KXI: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KXI: 0.46%
Expense ratio chart for XLP: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLP: 0.13%

Risk-Adjusted Performance

KXI vs. XLP — Risk-Adjusted Performance Rank

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

KXI
The Risk-Adjusted Performance Rank of KXI is 7676
Overall Rank
The Sharpe Ratio Rank of KXI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of KXI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of KXI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of KXI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of KXI is 7272
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 7474
Overall Rank
The Sharpe Ratio Rank of XLP is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 7171
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 6666
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KXI vs. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and Consumer Staples Select Sector SPDR Fund (XLP). 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.


The chart of Sharpe ratio for KXI, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.00
KXI: 0.88
XLP: 0.76
The chart of Sortino ratio for KXI, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.00
KXI: 1.34
XLP: 1.15
The chart of Omega ratio for KXI, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
KXI: 1.17
XLP: 1.14
The chart of Calmar ratio for KXI, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.0012.00
KXI: 1.09
XLP: 1.20
The chart of Martin ratio for KXI, currently valued at 2.93, compared to the broader market0.0020.0040.0060.00
KXI: 2.93
XLP: 3.24

The current KXI Sharpe Ratio is 0.88, which is comparable to the XLP Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of KXI and XLP, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.88
0.76
KXI
XLP

Dividends

KXI vs. XLP - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 2.32%, less than XLP's 2.53% yield.


TTM20242023202220212020201920182017201620152014
KXI
iShares Global Consumer Staples ETF
2.32%2.51%2.99%1.98%2.26%2.34%2.17%2.98%2.17%2.34%2.20%2.35%
XLP
Consumer Staples Select Sector SPDR Fund
2.53%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%

Drawdowns

KXI vs. XLP - Drawdown Comparison

The maximum KXI drawdown since its inception was -42.27%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for KXI and XLP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.75%
-2.79%
KXI
XLP

Volatility

KXI vs. XLP - Volatility Comparison

iShares Global Consumer Staples ETF (KXI) and Consumer Staples Select Sector SPDR Fund (XLP) have volatilities of 7.62% and 7.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.62%
7.74%
KXI
XLP