RXI vs. VDC
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and Vanguard Consumer Staples ETF (VDC).
RXI and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both RXI and VDC 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 VDC.
Key characteristics
| RXI | VDC | |
|---|---|---|
| YTD Return | 14.48% | 15.20% |
| 1Y Return | 26.67% | 22.52% |
| 3Y Return (Ann) | 0.71% | 7.15% |
| 5Y Return (Ann) | 9.01% | 9.60% |
| 10Y Return (Ann) | 9.53% | 8.55% |
| Sharpe Ratio | 1.57 | 2.21 |
| Sortino Ratio | 2.22 | 3.17 |
| Omega Ratio | 1.27 | 1.38 |
| Calmar Ratio | 1.17 | 2.28 |
| Martin Ratio | 7.31 | 14.78 |
| Ulcer Index | 3.39% | 1.49% |
| Daily Std Dev | 15.76% | 9.92% |
| Max Drawdown | -60.36% | -34.24% |
| Current Drawdown | -0.22% | -1.77% |
Correlation
The correlation between RXI and VDC is 0.60, 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. VDC - Performance Comparison
The year-to-date returns for both investments are quite close, with RXI having a 14.48% return and VDC slightly higher at 15.20%. Over the past 10 years, RXI has outperformed VDC with an annualized return of 9.53%, while VDC has yielded a comparatively lower 8.55% 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. VDC - Expense Ratio Comparison
RXI has a 0.46% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
RXI vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and Vanguard Consumer Staples ETF (VDC). 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. VDC - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.11%, less than VDC's 2.55% 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% |
VDC Vanguard Consumer Staples ETF | 2.55% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
RXI vs. VDC - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for RXI and VDC. For additional features, visit the drawdowns tool.
Volatility
RXI vs. VDC - Volatility Comparison
iShares Global Consumer Discretionary ETF (RXI) has a higher volatility of 4.76% compared to Vanguard Consumer Staples ETF (VDC) at 2.83%. This indicates that RXI's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.