RXI vs. IBUY
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and Amplify Online Retail ETF (IBUY).
RXI and IBUY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Discretionary Index. It was launched on Sep 21, 2006. IBUY is a passively managed fund by Amplify Investments that tracks the performance of the EQM Online Retail Index. It was launched on Apr 20, 2016. Both RXI and IBUY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RXI or IBUY.
Key characteristics
| RXI | IBUY | |
|---|---|---|
| YTD Return | 14.03% | 22.58% |
| 1Y Return | 24.62% | 49.64% |
| 3Y Return (Ann) | 0.41% | -16.47% |
| 5Y Return (Ann) | 9.03% | 7.36% |
| Sharpe Ratio | 1.57 | 2.12 |
| Sortino Ratio | 2.22 | 2.90 |
| Omega Ratio | 1.27 | 1.35 |
| Calmar Ratio | 1.23 | 0.71 |
| Martin Ratio | 7.34 | 9.44 |
| Ulcer Index | 3.39% | 5.16% |
| Daily Std Dev | 15.83% | 22.98% |
| Max Drawdown | -60.36% | -73.00% |
| Current Drawdown | -1.85% | -52.59% |
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.
Performance
RXI vs. IBUY - Performance Comparison
In the year-to-date period, RXI achieves a 14.03% return, which is significantly lower than IBUY's 22.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
RXI vs. IBUY - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.11%, while IBUY has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.11% | 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.
Volatility
RXI vs. IBUY - Volatility Comparison
iShares Global Consumer Discretionary ETF (RXI) and Amplify Online Retail ETF (IBUY) have volatilities of 5.33% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.