RTH vs. RETL
Compare and contrast key facts about VanEck Vectors Retail ETF (RTH) and Direxion Daily Retail Bull 3X Shares (RETL).
RTH and RETL 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. RETL is a passively managed fund by Direxion that tracks the performance of the Russell 1000 Retail Index (300%). It was launched on Jul 14, 2010. Both RTH and RETL 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 RETL.
Key characteristics
| RTH | RETL | |
|---|---|---|
| YTD Return | 20.63% | 13.01% |
| 1Y Return | 31.79% | 92.59% |
| 3Y Return (Ann) | 6.68% | -41.96% |
| 5Y Return (Ann) | 14.82% | 1.36% |
| 10Y Return (Ann) | 14.29% | 2.38% |
| Sharpe Ratio | 2.79 | 1.50 |
| Sortino Ratio | 3.83 | 2.16 |
| Omega Ratio | 1.49 | 1.25 |
| Calmar Ratio | 3.11 | 1.08 |
| Martin Ratio | 11.52 | 6.00 |
| Ulcer Index | 2.93% | 16.30% |
| Daily Std Dev | 12.03% | 65.11% |
| Max Drawdown | -41.80% | -91.51% |
| Current Drawdown | -0.01% | -81.16% |
Correlation
The correlation between RTH and RETL is 0.77, 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. RETL - Performance Comparison
In the year-to-date period, RTH achieves a 20.63% return, which is significantly higher than RETL's 13.01% return. Over the past 10 years, RTH has outperformed RETL with an annualized return of 14.29%, while RETL has yielded a comparatively lower 2.38% 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. RETL - Expense Ratio Comparison
RTH has a 0.35% expense ratio, which is lower than RETL's 0.99% expense ratio.
Risk-Adjusted Performance
RTH vs. RETL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and Direxion Daily Retail Bull 3X Shares (RETL). 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. RETL - Dividend Comparison
RTH's dividend yield for the trailing twelve months is around 0.88%, less than RETL's 1.18% 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% |
RETL Direxion Daily Retail Bull 3X Shares | 1.18% | 1.35% | 0.71% | 0.22% | 0.19% | 0.92% | 1.19% | 0.01% | 2.60% | 0.00% | 0.00% | 0.00% |
Drawdowns
RTH vs. RETL - Drawdown Comparison
The maximum RTH drawdown since its inception was -41.80%, smaller than the maximum RETL drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for RTH and RETL. For additional features, visit the drawdowns tool.
Volatility
RTH vs. RETL - Volatility Comparison
The current volatility for VanEck Vectors Retail ETF (RTH) is 3.59%, while Direxion Daily Retail Bull 3X Shares (RETL) has a volatility of 13.93%. This indicates that RTH experiences smaller price fluctuations and is considered to be less risky than RETL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.