RTH vs. IEDI
Compare and contrast key facts about VanEck Vectors Retail ETF (RTH) and iShares Evolved U.S. Discretionary Spending ETF (IEDI).
RTH and IEDI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RTH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Retail 25 Index. It was launched on Dec 20, 2011. IEDI is an actively managed fund by iShares. It was launched on Mar 21, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTH or IEDI.
Key characteristics
| RTH | IEDI | |
|---|---|---|
| YTD Return | 20.63% | 22.70% |
| 1Y Return | 31.79% | 36.70% |
| 3Y Return (Ann) | 6.68% | 5.70% |
| 5Y Return (Ann) | 14.82% | 13.81% |
| Sharpe Ratio | 2.79 | 3.03 |
| Sortino Ratio | 3.83 | 4.16 |
| Omega Ratio | 1.49 | 1.53 |
| Calmar Ratio | 3.11 | 2.46 |
| Martin Ratio | 11.52 | 13.66 |
| Ulcer Index | 2.93% | 2.83% |
| Daily Std Dev | 12.03% | 12.70% |
| Max Drawdown | -41.80% | -30.60% |
| Current Drawdown | -0.01% | 0.00% |
Correlation
The correlation between RTH and IEDI is 0.89, 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.
Performance
RTH vs. IEDI - Performance Comparison
In the year-to-date period, RTH achieves a 20.63% return, which is significantly lower than IEDI's 22.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RTH vs. IEDI - Expense Ratio Comparison
RTH has a 0.35% expense ratio, which is higher than IEDI's 0.18% expense ratio.
Risk-Adjusted Performance
RTH vs. IEDI - Risk-Adjusted Performance 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.
Dividends
RTH vs. IEDI - Dividend Comparison
RTH's dividend yield for the trailing twelve months is around 0.88%, less than IEDI's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.88% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
IEDI iShares Evolved U.S. Discretionary Spending ETF | 1.01% | 1.13% | 3.04% | 0.70% | 0.83% | 1.58% | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RTH vs. IEDI - Drawdown Comparison
The maximum RTH drawdown since its inception was -41.80%, 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. For additional features, visit the drawdowns tool.
Volatility
RTH vs. IEDI - Volatility Comparison
VanEck Vectors Retail ETF (RTH) has a higher volatility of 3.59% compared to iShares Evolved U.S. Discretionary Spending ETF (IEDI) at 2.90%. This indicates that RTH's price experiences larger fluctuations and is considered to be riskier than IEDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.