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RXI vs. IBUY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RXI and IBUY is 0.71, 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

RXI vs. IBUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Discretionary ETF (RXI) and Amplify Online Retail ETF (IBUY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RXI:

0.83

IBUY:

0.73

Sortino Ratio

RXI:

1.40

IBUY:

1.35

Omega Ratio

RXI:

1.18

IBUY:

1.18

Calmar Ratio

RXI:

0.98

IBUY:

0.38

Martin Ratio

RXI:

3.66

IBUY:

2.61

Ulcer Index

RXI:

5.25%

IBUY:

9.19%

Daily Std Dev

RXI:

21.97%

IBUY:

27.31%

Max Drawdown

RXI:

-60.36%

IBUY:

-73.00%

Current Drawdown

RXI:

-2.15%

IBUY:

-51.10%

Returns By Period

In the year-to-date period, RXI achieves a 3.72% return, which is significantly lower than IBUY's 5.23% return.


RXI

YTD

3.72%

1M

11.66%

6M

6.52%

1Y

18.12%

5Y*

13.68%

10Y*

8.76%

IBUY

YTD

5.23%

1M

18.30%

6M

3.45%

1Y

19.88%

5Y*

2.36%

10Y*

N/A

*Annualized

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RXI vs. IBUY - Expense Ratio Comparison

RXI has a 0.46% expense ratio, which is lower than IBUY's 0.65% expense ratio.


Risk-Adjusted Performance

RXI vs. IBUY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RXI
The Risk-Adjusted Performance Rank of RXI is 7777
Overall Rank
The Sharpe Ratio Rank of RXI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of RXI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of RXI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of RXI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of RXI is 7878
Martin Ratio Rank

IBUY
The Risk-Adjusted Performance Rank of IBUY is 6666
Overall Rank
The Sharpe Ratio Rank of IBUY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IBUY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IBUY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of IBUY is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IBUY is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RXI vs. IBUY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and Amplify Online Retail ETF (IBUY). 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.


The current RXI Sharpe Ratio is 0.83, which is comparable to the IBUY Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of RXI and IBUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

RXI vs. IBUY - Dividend Comparison

RXI's dividend yield for the trailing twelve months is around 1.03%, while IBUY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RXI
iShares Global Consumer Discretionary ETF
1.03%1.07%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%1.71%
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RXI vs. IBUY - Drawdown Comparison

The maximum RXI drawdown since its inception was -60.36%, smaller than the maximum IBUY drawdown of -73.00%. Use the drawdown chart below to compare losses from any high point for RXI and IBUY. For additional features, visit the drawdowns tool.


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Volatility

RXI vs. IBUY - Volatility Comparison

The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 6.32%, while Amplify Online Retail ETF (IBUY) has a volatility of 6.70%. This indicates that RXI experiences smaller price fluctuations and is considered to be less risky than IBUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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