RTH vs. IYK
Compare and contrast key facts about VanEck Vectors Retail ETF (RTH) and iShares U.S. Consumer Goods ETF (IYK).
RTH and IYK 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. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. Both RTH and IYK 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: RTH or IYK.
Key characteristics
| RTH | IYK | |
|---|---|---|
| YTD Return | 20.40% | 8.95% |
| 1Y Return | 31.79% | 12.77% |
| 3Y Return (Ann) | 6.60% | 5.35% |
| 5Y Return (Ann) | 14.67% | 12.46% |
| 10Y Return (Ann) | 14.26% | 9.47% |
| Sharpe Ratio | 2.63 | 1.29 |
| Sortino Ratio | 3.61 | 1.90 |
| Omega Ratio | 1.46 | 1.22 |
| Calmar Ratio | 2.90 | 1.45 |
| Martin Ratio | 10.76 | 6.43 |
| Ulcer Index | 2.93% | 2.06% |
| Daily Std Dev | 12.01% | 10.27% |
| Max Drawdown | -41.80% | -42.64% |
| Current Drawdown | -0.21% | -4.46% |
Correlation
The correlation between RTH and IYK 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.
Performance
RTH vs. IYK - Performance Comparison
In the year-to-date period, RTH achieves a 20.40% return, which is significantly higher than IYK's 8.95% return. Over the past 10 years, RTH has outperformed IYK with an annualized return of 14.26%, while IYK has yielded a comparatively lower 9.47% annualized 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. IYK - Expense Ratio Comparison
RTH has a 0.35% expense ratio, which is lower than IYK's 0.42% expense ratio.
Risk-Adjusted Performance
RTH vs. IYK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and iShares U.S. Consumer Goods ETF (IYK). 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. IYK - Dividend Comparison
RTH's dividend yield for the trailing twelve months is around 0.89%, less than IYK's 2.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.89% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% | 0.41% | 1.00% |
IYK iShares U.S. Consumer Goods ETF | 2.54% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
Drawdowns
RTH vs. IYK - Drawdown Comparison
The maximum RTH drawdown since its inception was -41.80%, roughly equal to the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for RTH and IYK. For additional features, visit the drawdowns tool.
Volatility
RTH vs. IYK - Volatility Comparison
VanEck Vectors Retail ETF (RTH) has a higher volatility of 3.58% compared to iShares U.S. Consumer Goods ETF (IYK) at 2.56%. This indicates that RTH's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.