RXI vs. VOO
Compare and contrast key facts about iShares Global Consumer Discretionary ETF (RXI) and Vanguard S&P 500 ETF (VOO).
RXI and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both RXI and VOO 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 VOO.
Key characteristics
| RXI | VOO | |
|---|---|---|
| YTD Return | 14.18% | 26.94% |
| 1Y Return | 20.65% | 35.06% |
| 3Y Return (Ann) | 0.45% | 10.23% |
| 5Y Return (Ann) | 8.98% | 15.77% |
| 10Y Return (Ann) | 9.38% | 13.41% |
| Sharpe Ratio | 1.57 | 3.08 |
| Sortino Ratio | 2.21 | 4.09 |
| Omega Ratio | 1.27 | 1.58 |
| Calmar Ratio | 1.36 | 4.46 |
| Martin Ratio | 7.31 | 20.36 |
| Ulcer Index | 3.39% | 1.85% |
| Daily Std Dev | 15.83% | 12.23% |
| Max Drawdown | -60.36% | -33.99% |
| Current Drawdown | -1.72% | -0.25% |
Correlation
The correlation between RXI and VOO is 0.87, 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. VOO - Performance Comparison
In the year-to-date period, RXI achieves a 14.18% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, RXI has underperformed VOO with an annualized return of 9.38%, while VOO has yielded a comparatively higher 13.41% 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. VOO - Expense Ratio Comparison
RXI has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RXI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
RXI's dividend yield for the trailing twelve months is around 1.11%, less than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RXI vs. VOO - Drawdown Comparison
The maximum RXI drawdown since its inception was -60.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RXI and VOO. For additional features, visit the drawdowns tool.
Volatility
RXI vs. VOO - Volatility Comparison
iShares Global Consumer Discretionary ETF (RXI) has a higher volatility of 5.15% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that RXI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.