RTH vs. XRT

Last updated Jun 23, 2026

RTH (VanEck Vectors Retail ETF) and XRT (SPDR S&P Retail ETF) are both Consumer Discretionary Equities funds - RTH tracks the MVIS US Listed Retail 25 Index while XRT tracks the S&P Retail Select Industry. Both are passively managed. Over the past 10 years, RTH returned 14.09%/yr vs 9.22%/yr for XRT. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

RTH vs. XRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Retail ETF (RTH) and SPDR S&P Retail ETF (XRT). 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 XRT's 0.75% return. Over the past 10 years, RTH has outperformed XRT with an annualized return of 14.09%, while XRT has yielded a comparatively lower 9.22% annualized 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%

XRT

• 1D: -0.80%
• 1M: 3.82%
• YTD: 0.75%
• 6M: -1.40%
• 1Y: 12.23%
• 3Y*: 12.77%
• 5Y*: -0.81%
• 10Y*: 9.22%

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

RTH vs. XRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RTH VanEck Vectors Retail ETF	1.55%	12.36%	20.02%	20.07%	-17.67%	24.94%	31.62%	29.06%	3.87%	22.45%
XRT SPDR S&P Retail ETF	0.75%	8.07%	11.78%	21.53%	-31.64%	42.60%	41.91%	14.12%	-8.04%	4.22%

Correlation

The correlation between RTH and XRT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 22, 2006	0.79

The correlation between RTH and XRT shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

RTH vs. XRT - Sectors Allocation Comparison

Sectors	RTH	XRT
Consumer Cyclical	57.2%	76.5%
Consumer Defensive	26.8%	19.2%
Healthcare	13.4%	1.3%
Industrials	2.6%	-
Basic Materials	-	-
Communication Services	-	1.5%
Energy	-	1.3%
Financial Services	-	-
Real Estate	-	-
Technology	-	1.4%
Utilities	-	-

Return for Risk

RTH vs. XRT — 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

XRT

XRT Risk / Return Rank: 19
XRT Sharpe Ratio Rank: 18
XRT Sortino Ratio Rank: 19
XRT Omega Ratio Rank: 17
XRT Calmar Ratio Rank: 20
XRT Martin Ratio Rank: 19

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. XRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) and SPDR S&P Retail ETF (XRT). 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	XRT	Difference
Sharpe ratio: Return per unit of total volatility	0.82	0.60	+0.22
Sortino ratio: Return per unit of downside risk	1.27	1.02	+0.25
Omega ratio: Gain probability vs. loss probability	1.15	1.11	+0.03
Calmar ratio: Return relative to maximum drawdown	1.29	0.91	+0.39
Martin ratio: Return relative to average drawdown	4.15	2.06	+2.09

RTH vs. XRT - Sharpe Ratio Comparison

The current RTH Sharpe Ratio is 0.82, which is higher than the XRT Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RTH and XRT, 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. XRT - Drawdown Comparison

The maximum RTH drawdown since its inception was -42.32%, smaller than the maximum XRT drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for RTH and XRT.

Drawdown Indicators

	RTH	XRT	Difference
Max Drawdown Largest peak-to-trough decline	-42.32%	-65.81%	+23.49%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-13.53%	+5.70%
Max Drawdown (3Y) Largest decline over 3 years	-13.80%	-25.62%	+11.82%
Max Drawdown (5Y) Largest decline over 5 years	-25.00%	-44.57%	+19.57%
Max Drawdown (10Y) Largest decline over 10 years	-25.00%	-47.02%	+22.02%
Current Drawdown Current decline from peak	-6.15%	-11.42%	+5.27%
Average Drawdown Average peak-to-trough decline	-7.33%	-14.99%	+7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	5.96%	-3.52%

Volatility

RTH vs. XRT - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 4.52%, while SPDR S&P Retail ETF (XRT) has a volatility of 6.41%. This indicates that RTH experiences smaller price fluctuations and is considered to be less risky than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RTH	XRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	6.41%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	14.33%	-4.64%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	20.64%	-8.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	26.93%	-10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	27.20%	-9.62%

RTH vs. XRT - Expense Ratio Comparison

Both RTH and XRT have an expense ratio of 0.35%.

Dividends

RTH vs. XRT - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.96%, less than XRT's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XRT SPDR S&P Retail ETF	1.03%	0.77%	1.52%	1.40%	2.15%	1.55%	1.01%	1.57%	1.51%	1.52%	1.36%	1.30%

Frequently Asked Questions

Can I hold both RTH and XRT in my portfolio?

RTH and XRT have a correlation of 0.65, 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 XRT?

XRT has higher volatility (6.41%) compared to RTH (4.52%). In terms of maximum drawdown, RTH dropped -42.32% vs XRT's -65.81%.

Which ETF is better, RTH or XRT?

On 10-year performance, RTH leads with 14.09% vs 9.22% for XRT. Both ETFs have the same 0.35% expense ratio. On volatility, RTH has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RTH or XRT?

Over the 10-year period, RTH has performed better with a 14.09% return vs 9.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RTH or XRT?

RTH and XRT have the same expense ratio: 0.35% per year.

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

XRT has the higher dividend yield at 1.03%, compared with 0.96% for RTH.

What is the main difference between RTH and XRT?

RTH tracks MVIS US Listed Retail 25 Index, while XRT tracks S&P Retail Select Industry. They also come from different issuers: VanEck and State Street.

Which has better risk-adjusted returns?

RTH currently has the higher Sharpe Ratio (0.82 vs 0.60), 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.