RXI vs. VCR
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and Vanguard Consumer Discretionary ETF (VCR).
RXI and VCR 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. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both RXI and VCR 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 VCR.
Key characteristics
| RXI | VCR | |
|---|---|---|
| YTD Return | 14.03% | 20.79% |
| 1Y Return | 24.62% | 35.98% |
| 3Y Return (Ann) | 0.41% | 2.78% |
| 5Y Return (Ann) | 9.03% | 16.32% |
| 10Y Return (Ann) | 9.37% | 13.97% |
| Sharpe Ratio | 1.57 | 2.03 |
| Sortino Ratio | 2.22 | 2.75 |
| Omega Ratio | 1.27 | 1.35 |
| Calmar Ratio | 1.23 | 1.62 |
| Martin Ratio | 7.34 | 10.40 |
| Ulcer Index | 3.39% | 3.50% |
| Daily Std Dev | 15.83% | 17.95% |
| Max Drawdown | -60.36% | -61.54% |
| Current Drawdown | -1.85% | -1.24% |
Correlation
The correlation between RXI and VCR is 0.89, 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. VCR - Performance Comparison
In the year-to-date period, RXI achieves a 14.03% return, which is significantly lower than VCR's 20.79% return. Over the past 10 years, RXI has underperformed VCR with an annualized return of 9.37%, while VCR has yielded a comparatively higher 13.97% 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. VCR - Expense Ratio Comparison
RXI has a 0.46% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
RXI vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and Vanguard Consumer Discretionary ETF (VCR). 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. VCR - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.11%, more than VCR's 0.74% yield.
| 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% |
VCR Vanguard Consumer Discretionary ETF | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
RXI vs. VCR - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, roughly equal to the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for RXI and VCR. For additional features, visit the drawdowns tool.
Volatility
RXI vs. VCR - Volatility Comparison
The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 5.33%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.07%. This indicates that RXI experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.