RXI vs. IEDI
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and iShares Evolved U.S. Discretionary Spending ETF (IEDI).
RXI and IEDI 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. IEDI is an actively managed fund by iShares. It was launched on Mar 21, 2018.
Performance
RXI vs. IEDI - Performance Comparison
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RXI vs. IEDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | -8.47% | 13.16% | 17.26% | 27.57% | -29.08% | 16.32% | 24.46% | 26.78% | -6.59% |
IEDI iShares Evolved U.S. Discretionary Spending ETF | -1.22% | 4.05% | 22.11% | 24.32% | -23.17% | 21.19% | 29.83% | 31.07% | 0.71% |
Returns By Period
In the year-to-date period, RXI achieves a -8.47% return, which is significantly lower than IEDI's -1.22% return.
RXI
- 1D
- 0.76%
- 1M
- -6.75%
- YTD
- -8.47%
- 6M
- -9.10%
- 1Y
- 6.92%
- 3Y*
- 10.37%
- 5Y*
- 3.85%
- 10Y*
- 9.21%
IEDI
- 1D
- 0.34%
- 1M
- -4.97%
- YTD
- -1.22%
- 6M
- -2.61%
- 1Y
- 6.72%
- 3Y*
- 14.01%
- 5Y*
- 6.76%
- 10Y*
- —
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RXI vs. IEDI - Expense Ratio Comparison
RXI has a 0.46% expense ratio, which is higher than IEDI's 0.18% expense ratio.
Return for Risk
RXI vs. IEDI — Risk / Return Rank
RXI
IEDI
RXI vs. IEDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and iShares Evolved U.S. Discretionary Spending ETF (IEDI). 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.
| RXI | IEDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.40 | -0.06 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.74 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.69 | -0.20 |
Martin ratioReturn relative to average drawdown | 1.73 | 2.02 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RXI | IEDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.40 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.37 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.62 | -0.23 |
Correlation
The correlation between RXI and IEDI is 0.83, 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.
Dividends
RXI vs. IEDI - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.70%, more than IEDI's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.70% | 1.55% | 1.07% | 1.00% | 1.00% | 0.89% | 0.65% | 1.48% | 1.73% | 1.26% | 1.77% | 1.17% |
IEDI iShares Evolved U.S. Discretionary Spending ETF | 0.98% | 0.95% | 0.90% | 1.13% | 3.38% | 0.70% | 0.83% | 2.07% | 1.57% | 0.00% | 0.00% | 0.00% |
Drawdowns
RXI vs. IEDI - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, which is greater than IEDI's maximum drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for RXI and IEDI.
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Drawdown Indicators
| RXI | IEDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -30.60% | -29.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -10.57% | -4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -29.79% | -5.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | — | — |
Current DrawdownCurrent decline from peak | -12.03% | -6.99% | -5.04% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -6.98% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.59% | +0.72% |
Volatility
RXI vs. IEDI - Volatility Comparison
iShares Global Consumer Discretionary ETF (RXI) has a higher volatility of 6.83% compared to iShares Evolved U.S. Discretionary Spending ETF (IEDI) at 4.88%. This indicates that RXI's price experiences larger fluctuations and is considered to be riskier than IEDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RXI | IEDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 4.88% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.84% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 17.01% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 18.14% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 19.51% | +0.53% |