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VICE vs. RXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VICE vs. RXI

Last updated Jun 4, 2026

VICE (AdvisorShares Vice ETF) and RXI (iShares Global Consumer Discretionary ETF) are both Consumer Discretionary Equities funds. VICE is actively managed, while RXI is passively managed. Over the past 5 years, VICE returned -0.32%/yr vs 4.22%/yr for RXI. A 0.71 correlation means they provide meaningful diversification when combined. VICE charges 0.99%/yr vs 0.46%/yr for RXI.

Performance

VICE vs. RXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) and iShares Global Consumer Discretionary ETF (RXI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VICE achieves a 3.62% return, which is significantly higher than RXI's -3.90% return.

VICE

1D
-0.84%
1M
-0.02%
YTD
3.62%
6M
2.59%
1Y
-1.03%
3Y*
7.32%
5Y*
-0.32%
10Y*
—

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

VICE vs. RXI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VICE
AdvisorShares Vice ETF		3.62%1.56%18.27%3.01%-18.28%8.50%22.45%20.05%-16.93%4.31%
RXI
iShares Global Consumer Discretionary ETF		-3.90%13.16%17.26%27.57%-29.08%16.32%24.46%26.78%-6.30%1.33%

Correlation

The correlation between VICE and RXI is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2017

0.71

Over the past year, the correlation between VICE and RXI has dropped to 0.51 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

VICE vs. RXI - Sectors Allocation Comparison

Sectors
VICE
RXI

Consumer Defensive

41.7%
0.8%

Consumer Cyclical

27.8%
95.1%

Communication Services

9.1%
0.2%

Real Estate

8.9%

-

Basic Materials

7.5%

-

Technology

4.9%
3.7%

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.2%

Utilities

-

-

Consumer Defensive

VICE
41.7%
RXI
0.8%

Consumer Cyclical

VICE
27.8%
RXI
95.1%

Communication Services

VICE
9.1%
RXI
0.2%

Real Estate

VICE
8.9%
RXI

-

Basic Materials

VICE
7.5%
RXI

-

Technology

VICE
4.9%
RXI
3.7%

Energy

VICE

-

RXI

-

Financial Services

VICE

-

RXI

-

Healthcare

VICE

-

RXI

-

Industrials

VICE

-

RXI
0.2%

Utilities

VICE

-

RXI

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AdvisorShares Vice ETF

iShares Global Consumer Discretionary ETF

Often compared with VICE:
VICE vs. INDEXVICE vs. RICKVICE vs. PBJVICE vs. PXWIXVICE vs. SPYVICE vs. VGTVICE vs. USAI
Often compared with RXI:
RXI vs. KXIRXI vs. VCRRXI vs. XLPRXI vs. IEDIRXI vs. IBUYRXI vs. FDISRXI vs. VT

Return for Risk

VICE vs. RXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VICE
VICE Risk / Return Rank: 88
Overall Rank
VICE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VICE Sortino Ratio Rank: 77
Sortino Ratio Rank
VICE Omega Ratio Rank: 77
Omega Ratio Rank
VICE Calmar Ratio Rank: 88
Calmar Ratio Rank
VICE Martin Ratio Rank: 88
Martin Ratio Rank
RXI
RXI Risk / Return Rank: 1313
Overall Rank
RXI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
RXI Sortino Ratio Rank: 1313
Sortino Ratio Rank
RXI Omega Ratio Rank: 1313
Omega Ratio Rank
RXI Calmar Ratio Rank: 1313
Calmar Ratio Rank
RXI Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VICE vs. RXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and iShares Global Consumer Discretionary ETF (RXI). 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.

VICERXIDifference
Sharpe ratioReturn per unit of total volatility
-0.08
0.34

-0.42

Sortino ratioReturn per unit of downside risk
-0.02
0.60

-0.62

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.08

0.36

-0.44

Martin ratioReturn relative to average drawdown

-0.13

1.10

-1.23

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VICE vs. RXI - Sharpe Ratio Comparison

The current VICE Sharpe Ratio is -0.08, which is lower than the RXI Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VICE and RXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VICERXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.34

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.20

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.40

-0.17

Drawdowns

VICE vs. RXI - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, smaller than the maximum RXI drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for VICE and RXI.

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Drawdown Indicators

VICERXIDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-60.36%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-15.17%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.55%

-19.64%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-35.78%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.78%

—

Current Drawdown

Current decline from peak

-8.14%

-7.64%

-0.50%

Average Drawdown

Average peak-to-trough decline

-12.37%

-10.54%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

5.02%

+2.71%

Volatility

VICE vs. RXI - Volatility Comparison

The current volatility for AdvisorShares Vice ETF (VICE) is 4.53%, while iShares Global Consumer Discretionary ETF (RXI) has a volatility of 5.06%. This indicates that VICE experiences smaller price fluctuations and is considered to be less risky than RXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VICERXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

5.06%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

12.40%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.19%

16.38%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

20.92%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

20.13%

-0.94%

VICE vs. RXI - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than RXI's 0.46% expense ratio.

Dividends

VICE vs. RXI - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 0.76%, less than RXI's 1.62% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VICE
AdvisorShares Vice ETF		0.76%0.79%1.46%1.69%0.96%0.99%0.00%2.47%1.72%0.17%0.00%0.00%

Frequently Asked Questions

VICE and RXI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RXI has higher volatility (5.06%) compared to VICE (4.53%). In terms of maximum drawdown, VICE dropped -38.27% vs RXI's -60.36%.

On 5-year performance, RXI leads with 4.22% vs -0.32% for VICE. On fees, RXI is cheaper at 0.46% per year. On volatility, VICE has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RXI has performed better with a 4.22% return vs -0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RXI is cheaper with a 0.46% expense ratio, compared with 0.99% for VICE.

RXI has the higher dividend yield at 1.62%, compared with 0.76% for VICE.

They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 0.99% for VICE and 0.46% for RXI.

RXI currently has the higher Sharpe Ratio (0.34 vs -0.08), 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.

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