RXI vs. TSLA
RXI (iShares Global Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the S&P Global Consumer Discretionary Index, while TSLA (Tesla, Inc.) is a stock. Over the past 10 years, RXI returned 9.76%/yr vs 40.05%/yr for TSLA. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
RXI vs. TSLA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RXI achieves a -3.90% return, which is significantly higher than TSLA's -5.79% return. Over the past 10 years, RXI has underperformed TSLA with an annualized return of 9.76%, while TSLA has yielded a comparatively higher 40.05% annualized return.
RXI
- 1D
- -1.18%
- 1M
- 0.98%
- YTD
- -3.90%
- 6M
- -3.55%
- 1Y
- 5.51%
- 3Y*
- 11.38%
- 5Y*
- 4.22%
- 10Y*
- 9.76%
TSLA
- 1D
- -0.01%
- 1M
- 7.95%
- YTD
- -5.79%
- 6M
- -5.16%
- 1Y
- 23.07%
- 3Y*
- 25.57%
- 5Y*
- 16.24%
- 10Y*
- 40.05%
RXI vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | -3.90% | 13.16% | 17.26% | 27.57% | -29.08% | 16.32% | 24.46% | 26.78% | -6.30% | 22.94% |
TSLA Tesla, Inc. | -5.79% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Correlation
The correlation between RXI and TSLA is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2010 | 0.50 |
The correlation between RXI and TSLA shifts across timeframes, from 0.50 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.77 | -0.41 |
| Martin ratioReturn relative to average drawdown | 1.10 | 1.81 | -0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RXI | TSLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.50 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.28 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.73 | -0.33 |
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.
Loading charts...
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% | -29.93% | +14.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.64% | -53.77% | +34.13% |
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 | -7.64% | -13.51% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -22.73% | +12.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 12.84% | -7.82% |
Volatility
RXI vs. TSLA - Volatility Comparison
The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 5.06%, while Tesla, Inc. (TSLA) has a volatility of 12.12%. 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.
Loading charts...
Volatility by Period
| RXI | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 12.12% | -7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 27.28% | -14.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 46.36% | -29.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.92% | 58.85% | -37.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.13% | 59.11% | -38.98% |
Dividends
RXI vs. TSLA - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.62%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RXI iShares Global Consumer Discretionary ETF | 1.62% | 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% |
Frequently Asked Questions
RXI and TSLA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (12.12%) compared to RXI (5.06%). In terms of maximum drawdown, RXI dropped -60.36% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.50 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for RXI and TSLA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer