RXI vs. KXI
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and iShares Global Consumer Staples ETF (KXI).
RXI and KXI 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. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. Both RXI and KXI 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 KXI.
Key characteristics
| RXI | KXI | |
|---|---|---|
| YTD Return | 16.18% | 6.26% |
| 1Y Return | 27.23% | 12.20% |
| 3Y Return (Ann) | 1.04% | 2.11% |
| 5Y Return (Ann) | 9.45% | 5.23% |
| 10Y Return (Ann) | 9.58% | 5.72% |
| Sharpe Ratio | 1.81 | 1.23 |
| Sortino Ratio | 2.53 | 1.78 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 1.40 | 1.17 |
| Martin Ratio | 8.43 | 6.39 |
| Ulcer Index | 3.39% | 1.90% |
| Daily Std Dev | 15.74% | 9.91% |
| Max Drawdown | -60.36% | -42.27% |
| Current Drawdown | 0.00% | -5.80% |
Correlation
The correlation between RXI and KXI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RXI vs. KXI - Performance Comparison
In the year-to-date period, RXI achieves a 16.18% return, which is significantly higher than KXI's 6.26% return. Over the past 10 years, RXI has outperformed KXI with an annualized return of 9.58%, while KXI has yielded a comparatively lower 5.72% annualized 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. KXI - Expense Ratio Comparison
Both RXI and KXI have an expense ratio of 0.46%.
Risk-Adjusted Performance
RXI vs. KXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and iShares Global Consumer Staples ETF (KXI). 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. KXI - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.09%, less than KXI's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.09% | 1.00% | 1.00% | 0.89% | 0.65% | 1.48% | 1.73% | 1.26% | 1.77% | 1.17% | 1.71% | 1.21% |
KXI iShares Global Consumer Staples ETF | 2.91% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
Drawdowns
RXI vs. KXI - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, which is greater than KXI's maximum drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for RXI and KXI. For additional features, visit the drawdowns tool.
Volatility
RXI vs. KXI - Volatility Comparison
iShares Global Consumer Discretionary ETF (RXI) has a higher volatility of 4.90% compared to iShares Global Consumer Staples ETF (KXI) at 3.21%. This indicates that RXI's price experiences larger fluctuations and is considered to be riskier than KXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.