RXI vs. XLYI

Last updated Aug 5, 2026

RXI (iShares Global Consumer Discretionary ETF) and XLYI (State Street Consumer Discretionary Select Sector SPDR Premium Income ETF) are both exchange-traded funds - RXI is a Consumer Discretionary Equities fund tracking the S&P Global Consumer Discretionary Index, while XLYI is a Derivative Income fund actively managed by State Street. RXI is passively managed, while XLYI is actively managed. Over the past year, RXI returned 9.67% vs 9.31% for XLYI. Their correlation of 0.91 means they have usually moved in the same direction. RXI charges 0.46%/yr vs 0.35%/yr for XLYI.

Performance

RXI vs. XLYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Discretionary ETF (RXI) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RXI achieves a -0.35% return, which is significantly lower than XLYI's 1.40% return.

RXI

• 1D: 0.23%
• 1M: 4.24%
• 6M: -0.61%
• YTD: -0.35%
• 1Y: 9.67%
• 3Y*: 10.30%
• 5Y*: 4.73%
• 10Y*: 9.86%
• ALL TIME*: 8.65%

XLYI

• 1D: 0.03%
• 1M: 1.32%
• 6M: -0.49%
• YTD: 1.40%
• 1Y: 9.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RXI iShares Global Consumer Discretionary ETF	$4.84M	$2.90M	$2.10M
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	$88.26K	$64.80K	$61.08K

RXI vs. XLYI - Yearly Performance Comparison

	2026 (YTD)	2025
RXI iShares Global Consumer Discretionary ETF	-0.35%	7.54%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	1.40%	5.63%

Correlation

The correlation between RXI and XLYI is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.91

The correlation between RXI and XLYI has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

RXI vs. XLYI - Sectors Allocation Comparison

Sectors	RXI	XLYI
Consumer Cyclical	94.9%	99.0%
Technology	4.1%	1.0%
Consumer Defensive	0.8%	-
Communication Services	0.2%	-
Industrials	0.1%	-
Basic Materials	-	-
Energy	-	-
Financial Services	-	99.8%
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

RXI vs. XLYI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RXI

RXI Risk / Return Rank: 22
RXI Sharpe Ratio Rank: 23
RXI Sortino Ratio Rank: 23
RXI Omega Ratio Rank: 22
RXI Calmar Ratio Rank: 21
RXI Martin Ratio Rank: 21

XLYI

XLYI Risk / Return Rank: 23
XLYI Sharpe Ratio Rank: 23
XLYI Sortino Ratio Rank: 22
XLYI Omega Ratio Rank: 22
XLYI Calmar Ratio Rank: 23
XLYI Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RXI vs. XLYI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Discretionary ETF (RXI) and State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RXI	XLYI	Difference
Sharpe ratio: Return per unit of total volatility	0.57	0.58	0.00
Sortino ratio: Return per unit of downside risk	0.92	0.90	+0.03
Omega ratio: Gain probability vs. loss probability	1.11	1.11	0.00
Calmar ratio: Return relative to maximum drawdown	0.64	0.76	-0.12
Martin ratio: Return relative to average drawdown	1.61	2.15	-0.54

RXI vs. XLYI - Sharpe Ratio Comparison

The current RXI Sharpe Ratio is 0.57, which is comparable to the XLYI Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of RXI and XLYI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RXI vs. XLYI - Drawdown Comparison

The maximum RXI drawdown since its inception was -60.36%, which is greater than XLYI's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for RXI and XLYI.

Drawdown Indicators

	RXI	XLYI	Difference
Max Drawdown Largest peak-to-trough decline	-60.36%	-12.32%	-48.04%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-12.32%	-2.85%
Max Drawdown (3Y) Largest decline over 3 years	-19.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.78%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.78%	—	—
Current Drawdown Current decline from peak	-4.22%	-2.21%	-2.01%
Average Drawdown Average peak-to-trough decline	-10.52%	-3.28%	-7.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.01%	4.33%	+1.68%

Volatility

RXI vs. XLYI - Volatility Comparison

The current volatility for iShares Global Consumer Discretionary ETF (RXI) is 5.46%, while State Street Consumer Discretionary Select Sector SPDR Premium Income ETF (XLYI) has a volatility of 6.58%. This indicates that RXI experiences smaller price fluctuations and is considered to be less risky than XLYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RXI	XLYI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	6.58%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	13.06%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	17.00%	16.28%	+0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.08%	16.34%	+4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.11%	16.34%	+3.77%

RXI vs. XLYI - Expense Ratio Comparison

RXI has a 0.46% expense ratio, which is higher than XLYI's 0.35% expense ratio.

Dividends

RXI vs. XLYI - Dividend Comparison

RXI's dividend yield for the trailing twelve months is around 1.40%, less than XLYI's 15.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RXI iShares Global Consumer Discretionary ETF	1.40%	1.55%	1.07%	1.00%	1.00%	0.89%	0.65%	1.48%	1.73%	1.26%	1.77%	1.17%
XLYI State Street Consumer Discretionary Select Sector SPDR Premium Income ETF	15.72%	6.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RXI and XLYI in my portfolio?

With a correlation of 0.91, RXI and XLYI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RXI or XLYI?

XLYI has higher volatility (6.58%) compared to RXI (5.46%). In terms of maximum drawdown, RXI dropped -60.36% vs XLYI's -12.32%.

Which ETF is better, RXI or XLYI?

On 1-year performance, RXI leads with 9.67% vs 9.31% for XLYI. On fees, XLYI is cheaper at 0.35% per year. On volatility, RXI has been the lower-risk option at 5.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RXI or XLYI?

Over the 1-year period, RXI has performed better with a 9.67% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RXI or XLYI?

XLYI is cheaper with a 0.35% expense ratio, compared with 0.46% for RXI.

Which ETF pays a higher dividend yield, RXI or XLYI?

XLYI has the higher dividend yield at 15.72%, compared with 1.40% for RXI.

What is the main difference between RXI and XLYI?

RXI is categorized as Consumer Discretionary Equities, while XLYI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.46% for RXI and 0.35% for XLYI.

Which has better risk-adjusted returns?

XLYI currently has the higher Sharpe Ratio (0.58 vs 0.57), 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.