RTH vs. WRB
RTH (VanEck Vectors Retail ETF) is Consumer Discretionary Equities fund tracking the MVIS US Listed Retail 25 Index, while WRB (W. R. Berkley Corporation) is a stock. Over the past 10 years, RTH returned 14.35%/yr vs 17.92%/yr for WRB. At a 0.41 correlation, their price movements are largely independent.
Performance
RTH vs. WRB - Performance Comparison
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Returns By Period
In the year-to-date period, RTH achieves a 4.33% return, which is significantly higher than WRB's -2.51% return. Over the past 10 years, RTH has underperformed WRB with an annualized return of 14.35%, while WRB has yielded a comparatively higher 17.92% annualized return.
RTH
- 1D
- -0.06%
- 1M
- -1.59%
- YTD
- 4.33%
- 6M
- 2.84%
- 1Y
- 12.87%
- 3Y*
- 16.16%
- 5Y*
- 9.69%
- 10Y*
- 14.35%
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
RTH vs. WRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 4.33% | 12.36% | 20.02% | 20.07% | -17.67% | 24.94% | 31.62% | 29.06% | 3.87% | 22.45% |
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
Correlation
The correlation between RTH and WRB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 17, 2001 | 0.41 |
Over the past year, the correlation between RTH and WRB has dropped to 0.15 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
RTH vs. WRB — Risk / Return Rank
RTH
WRB
RTH vs. WRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and W. R. Berkley Corporation (WRB). 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 | WRB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.98 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.29 | +1.78 |
| Martin ratioReturn relative to average drawdown | 4.99 | -0.54 | +5.53 |
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Drawdowns
RTH vs. WRB - Drawdown Comparison
The maximum RTH drawdown since its inception was -42.32%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for RTH and WRB.
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Drawdown Indicators
| RTH | WRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.32% | -69.33% | +27.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -17.62% | +9.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.80% | -17.62% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -26.29% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -25.00% | -45.35% | +20.35% |
Current DrawdownCurrent decline from peak | -3.58% | -11.49% | +7.91% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -14.58% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 9.29% | -6.94% |
Volatility
RTH vs. WRB - Volatility Comparison
The current volatility for VanEck Vectors Retail ETF (RTH) is 3.85%, while W. R. Berkley Corporation (WRB) has a volatility of 7.63%. This indicates that RTH experiences smaller price fluctuations and is considered to be less risky than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTH | WRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 7.63% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 15.08% | -5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 21.37% | -9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 22.83% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 24.56% | -7.02% |
Dividends
RTH vs. WRB - Dividend Comparison
RTH's dividend yield for the trailing twelve months is around 0.93%, less than WRB's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTH VanEck Vectors Retail ETF | 0.93% | 0.97% | 0.77% | 1.07% | 1.16% | 0.78% | 0.64% | 0.91% | 1.05% | 1.56% | 1.84% | 2.25% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
RTH and WRB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.63%) compared to RTH (3.85%). In terms of maximum drawdown, RTH dropped -42.32% vs WRB's -69.33%.
RTH currently has the higher Sharpe Ratio (0.97 vs -0.24), 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.
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