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

Correlation

The correlation between RXI and IBUY is 0.76, 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.


-0.50.00.51.00.8

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.33%
19.64%
RXI
IBUY

Key characteristics

Sharpe Ratio

RXI:

1.14

IBUY:

1.00

Sortino Ratio

RXI:

1.62

IBUY:

1.49

Omega Ratio

RXI:

1.20

IBUY:

1.18

Calmar Ratio

RXI:

1.08

IBUY:

0.35

Martin Ratio

RXI:

5.29

IBUY:

4.26

Ulcer Index

RXI:

3.43%

IBUY:

5.21%

Daily Std Dev

RXI:

15.93%

IBUY:

22.10%

Max Drawdown

RXI:

-60.36%

IBUY:

-73.00%

Current Drawdown

RXI:

-3.14%

IBUY:

-52.29%

Returns By Period

In the year-to-date period, RXI achieves a 18.60% return, which is significantly lower than IBUY's 23.36% return.


RXI

YTD

18.60%

1M

3.71%

6M

16.28%

1Y

19.03%

5Y*

9.31%

10Y*

9.37%

IBUY

YTD

23.36%

1M

-0.15%

6M

19.64%

1Y

22.20%

5Y*

5.19%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RXI vs. IBUY - Expense Ratio Comparison

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


IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for RXI: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for RXI, currently valued at 1.20, compared to the broader market0.002.004.001.201.00
The chart of Sortino ratio for RXI, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.001.691.49
The chart of Omega ratio for RXI, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.18
The chart of Calmar ratio for RXI, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.130.35
The chart of Martin ratio for RXI, currently valued at 5.54, compared to the broader market0.0020.0040.0060.0080.00100.005.544.26
RXI
IBUY

The current RXI Sharpe Ratio is 1.14, which is comparable to the IBUY Sharpe Ratio of 1.00. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.00
RXI
IBUY

Dividends

RXI vs. IBUY - Dividend Comparison

RXI's dividend yield for the trailing twelve months is around 1.06%, while IBUY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RXI
iShares Global Consumer Discretionary ETF
1.06%1.00%1.00%0.89%0.65%1.48%1.73%1.26%1.77%1.17%1.71%1.21%
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.54%0.29%0.00%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-52.29%
RXI
IBUY

Volatility

RXI vs. IBUY - Volatility Comparison

The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 4.80%, while Amplify Online Retail ETF (IBUY) has a volatility of 7.11%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
7.11%
RXI
IBUY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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