RTH vs. IEDI

Last updated Jun 23, 2026

RTH (VanEck Vectors Retail ETF) and IEDI (iShares Evolved U.S. Discretionary Spending ETF) are both Consumer Discretionary Equities funds. RTH is passively managed, while IEDI is actively managed. Over the past 5 years, RTH returned 8.91%/yr vs 5.92%/yr for IEDI. Their correlation of 0.90 suggests significant overlap in exposure. RTH charges 0.35%/yr vs 0.18%/yr for IEDI.

Performance

RTH vs. IEDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) and iShares Evolved U.S. Discretionary Spending ETF (IEDI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RTH achieves a 1.55% return, which is significantly higher than IEDI's -0.52% return.

RTH

• 1D: -1.32%
• 1M: -3.91%
• YTD: 1.55%
• 6M: 1.31%
• 1Y: 10.08%
• 3Y*: 14.88%
• 5Y*: 8.91%
• 10Y*: 14.09%

IEDI

• 1D: -1.30%
• 1M: -0.83%
• YTD: -0.52%
• 6M: -1.52%
• 1Y: 3.72%
• 3Y*: 12.66%
• 5Y*: 5.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RTH vs. IEDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
RTH VanEck Vectors Retail ETF	1.55%	12.36%	20.02%	20.07%	-17.67%	24.94%	31.62%	29.06%	0.73%
IEDI iShares Evolved U.S. Discretionary Spending ETF	-0.52%	4.05%	22.11%	24.32%	-23.17%	21.19%	29.83%	31.07%	0.42%

Correlation

The correlation between RTH and IEDI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018	0.90

The correlation between RTH and IEDI has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

RTH vs. IEDI - Sectors Allocation Comparison

Sectors	RTH	IEDI
Consumer Cyclical	57.2%	63.0%
Consumer Defensive	26.8%	23.9%
Healthcare	13.4%	0.2%
Industrials	2.6%	3.6%
Basic Materials	-	-
Communication Services	-	3.1%
Energy	-	0.1%
Financial Services	-	1.9%
Real Estate	-	0.5%
Technology	-	2.9%
Utilities	-	-

Return for Risk

RTH vs. IEDI — Risk / Return Rank

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

RTH

RTH Risk / Return Rank: 25
RTH Sharpe Ratio Rank: 24
RTH Sortino Ratio Rank: 23
RTH Omega Ratio Rank: 22
RTH Calmar Ratio Rank: 27
RTH Martin Ratio Rank: 30

IEDI

IEDI Risk / Return Rank: 12
IEDI Sharpe Ratio Rank: 12
IEDI Sortino Ratio Rank: 11
IEDI Omega Ratio Rank: 11
IEDI Calmar Ratio Rank: 13
IEDI Martin Ratio Rank: 13

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.

RTH vs. IEDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and iShares Evolved U.S. Discretionary Spending ETF (IEDI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RTH	IEDI	Difference
Sharpe ratio: Return per unit of total volatility	0.82	0.27	+0.54
Sortino ratio: Return per unit of downside risk	1.27	0.50	+0.76
Omega ratio: Gain probability vs. loss probability	1.15	1.06	+0.09
Calmar ratio: Return relative to maximum drawdown	1.29	0.40	+0.90
Martin ratio: Return relative to average drawdown	4.15	0.92	+3.22

RTH vs. IEDI - Sharpe Ratio Comparison

The current RTH Sharpe Ratio is 0.82, which is higher than the IEDI Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of RTH and IEDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RTH vs. IEDI - Drawdown Comparison

The maximum RTH drawdown since its inception was -42.32%, which is greater than IEDI's maximum drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for RTH and IEDI.

Drawdown Indicators

	RTH	IEDI	Difference
Max Drawdown Largest peak-to-trough decline	-42.32%	-30.60%	-11.72%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-9.44%	+1.61%
Max Drawdown (3Y) Largest decline over 3 years	-13.80%	-18.64%	+4.84%
Max Drawdown (5Y) Largest decline over 5 years	-25.00%	-29.79%	+4.79%
Max Drawdown (10Y) Largest decline over 10 years	-25.00%	—	—
Current Drawdown Current decline from peak	-6.15%	-6.34%	+0.19%
Average Drawdown Average peak-to-trough decline	-7.33%	-6.92%	-0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	4.03%	-1.59%

Volatility

RTH vs. IEDI - Volatility Comparison

VanEck Vectors Retail ETF (RTH) and iShares Evolved U.S. Discretionary Spending ETF (IEDI) have volatilities of 4.52% and 4.35%, 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.

Volatility by Period

	RTH	IEDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	4.35%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	10.60%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	13.69%	-1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	18.26%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	19.43%	-1.85%

RTH vs. IEDI - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is higher than IEDI's 0.18% expense ratio.

Dividends

RTH vs. IEDI - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.96%, which matches IEDI's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEDI iShares Evolved U.S. Discretionary Spending ETF	0.96%	0.95%	0.90%	1.13%	3.38%	0.70%	0.83%	2.07%	1.57%	0.00%	0.00%	0.00%
RTH VanEck Vectors Retail ETF	0.96%	0.97%	0.77%	1.07%	1.16%	0.78%	0.64%	0.91%	1.05%	1.56%	1.84%	2.25%

Frequently Asked Questions

Can I hold both RTH and IEDI in my portfolio?

RTH and IEDI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RTH or IEDI?

RTH has higher volatility (4.52%) compared to IEDI (4.35%). In terms of maximum drawdown, RTH dropped -42.32% vs IEDI's -30.60%.

Which ETF is better, RTH or IEDI?

On 5-year performance, RTH leads with 8.91% vs 5.92% for IEDI. On fees, IEDI is cheaper at 0.18% per year. On volatility, IEDI has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RTH or IEDI?

Over the 5-year period, RTH has performed better with a 8.91% return vs 5.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RTH or IEDI?

IEDI is cheaper with a 0.18% expense ratio, compared with 0.35% for RTH.

Which ETF pays a higher dividend yield, RTH or IEDI?

RTH and IEDI have nearly identical dividend yields, around 0.96%.

What is the main difference between RTH and IEDI?

They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for RTH and 0.18% for IEDI.

Which has better risk-adjusted returns?

RTH currently has the higher Sharpe Ratio (0.82 vs 0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.