RXI vs. TSLA
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and Tesla, Inc. (TSLA).
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.
Performance
RXI vs. TSLA - Performance Comparison
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RXI vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | -9.16% | 13.16% | 17.26% | 27.57% | -29.08% | 16.32% | 24.46% | 26.78% | -6.30% | 22.94% |
TSLA Tesla, Inc. | -17.34% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Returns By Period
In the year-to-date period, RXI achieves a -9.16% return, which is significantly higher than TSLA's -17.34% return. Over the past 10 years, RXI has underperformed TSLA with an annualized return of 9.13%, while TSLA has yielded a comparatively higher 37.10% annualized return.
RXI
- 1D
- 2.91%
- 1M
- -9.14%
- YTD
- -9.16%
- 6M
- -9.20%
- 1Y
- 6.66%
- 3Y*
- 10.09%
- 5Y*
- 3.69%
- 10Y*
- 9.13%
TSLA
- 1D
- 4.64%
- 1M
- -7.64%
- YTD
- -17.34%
- 6M
- -16.41%
- 1Y
- 43.44%
- 3Y*
- 21.46%
- 5Y*
- 11.00%
- 10Y*
- 37.10%
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Return for Risk
RXI vs. TSLA — Risk / Return Rank
RXI
TSLA
RXI vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and Tesla, Inc. (TSLA). 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 | TSLA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.79 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.44 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.49 | -1.07 |
Martin ratioReturn relative to average drawdown | 1.53 | 3.66 | -2.13 |
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 | TSLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.79 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.19 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.63 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.72 | -0.33 |
Correlation
The correlation between RXI and TSLA is 0.50, 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.
Dividends
RXI vs. TSLA - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.71%, while TSLA has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.71% | 1.55% | 1.07% | 1.00% | 1.00% | 0.89% | 0.65% | 1.48% | 1.73% | 1.26% | 1.77% | 1.17% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RXI vs. TSLA - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for RXI and TSLA.
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Drawdown Indicators
| RXI | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.36% | -73.63% | +13.27% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -27.48% | +12.31% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -73.63% | +37.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -73.63% | +37.85% |
Current DrawdownCurrent decline from peak | -12.70% | -24.11% | +11.41% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -22.77% | +12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 11.21% | -6.97% |
Volatility
RXI vs. TSLA - Volatility Comparison
The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 7.03%, while Tesla, Inc. (TSLA) has a volatility of 11.25%. This indicates that RXI experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RXI | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 11.25% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 29.73% | -17.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 55.49% | -34.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 59.07% | -38.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 59.03% | -38.98% |