RXI vs. DCMT
RXI (iShares Global Consumer Discretionary ETF) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - RXI is a Consumer Discretionary Equities fund tracking the S&P Global Consumer Discretionary Index, while DCMT is a Commodities fund actively managed by DoubleLine. RXI is passively managed, while DCMT is actively managed. Over the past year, RXI returned 6.04% vs 30.80% for DCMT. At a correlation of -0.03, they often move in opposite directions. RXI charges 0.46%/yr vs 0.66%/yr for DCMT.
Performance
RXI vs. DCMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RXI achieves a -3.51% return, which is significantly lower than DCMT's 27.10% return.
RXI
- 1D
- 1.20%
- 1M
- -1.06%
- 6M
- -6.08%
- YTD
- -3.51%
- 1Y
- 6.04%
- 3Y*
- 8.32%
- 5Y*
- 4.34%
- 10Y*
- 9.74%
DCMT
- 1D
- 0.34%
- 1M
- 1.90%
- 6M
- 21.68%
- YTD
- 27.10%
- 1Y
- 30.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RXI vs. DCMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | -3.51% | 13.16% | 20.84% |
DCMT DoubleLine Commodity Strategy ETF | 27.10% | 6.04% | 3.65% |
Correlation
The correlation between RXI and DCMT is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | -0.03 |
The correlation between RXI and DCMT shifts across timeframes, from -0.23 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RXI vs. DCMT — Risk / Return Rank
RXI
DCMT
RXI vs. DCMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and DoubleLine Commodity Strategy ETF (DCMT). 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.
| RXI | DCMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.29 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.94 | -1.54 |
| Martin ratioReturn relative to average drawdown | 1.06 | 6.91 | -5.85 |
Loading charts...
Drawdowns
RXI vs. DCMT - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for RXI and DCMT.
Loading charts...
Drawdown Indicators
| RXI | DCMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -15.96% | -44.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -15.96% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | — | — |
Current DrawdownCurrent decline from peak | -7.26% | -8.76% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -10.52% | -3.53% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 4.47% | +1.26% |
Volatility
RXI vs. DCMT - Volatility Comparison
The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 4.98%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 5.92%. This indicates that RXI experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| RXI | DCMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 5.92% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 16.86% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 18.75% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.03% | 16.01% | +5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 16.01% | +4.04% |
RXI vs. DCMT - Expense Ratio Comparison
RXI has a 0.46% expense ratio, which is lower than DCMT's 0.66% expense ratio.
Dividends
RXI vs. DCMT - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.44%, less than DCMT's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMT DoubleLine Commodity Strategy ETF | 2.89% | 3.67% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RXI iShares Global Consumer Discretionary ETF | 1.44% | 1.55% | 1.07% | 1.00% | 1.00% | 0.89% | 0.65% | 1.48% | 1.73% | 1.26% | 1.77% | 1.17% |
Frequently Asked Questions
RXI and DCMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCMT has higher volatility (5.92%) compared to RXI (4.98%). In terms of maximum drawdown, RXI dropped -60.36% vs DCMT's -15.96%.
On 1-year performance, DCMT leads with 30.80% vs 6.04% for RXI. On fees, RXI is cheaper at 0.46% per year. On volatility, RXI has been the lower-risk option at 4.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DCMT has performed better with a 30.80% return vs 6.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RXI is cheaper with a 0.46% expense ratio, compared with 0.66% for DCMT.
DCMT has the higher dividend yield at 2.89%, compared with 1.44% for RXI.
RXI is categorized as Consumer Discretionary Equities, while DCMT is Commodities. They also come from different issuers: iShares and DoubleLine. Their fees differ too: 0.46% for RXI and 0.66% for DCMT.
DCMT currently has the higher Sharpe Ratio (1.65 vs 0.36), 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.
Find the right allocation for RXI and DCMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer