XRT vs. IYK
Compare and contrast key facts about SPDR S&P Retail ETF (XRT) and iShares U.S. Consumer Goods ETF (IYK).
XRT and IYK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRT is a passively managed fund by State Street that tracks the performance of the S&P Retail Select Industry. It was launched on Jun 19, 2006. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. Both XRT and IYK 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: XRT or IYK.
Key characteristics
| XRT | IYK | |
|---|---|---|
| YTD Return | 10.40% | 9.52% |
| 1Y Return | 35.15% | 14.26% |
| 3Y Return (Ann) | -6.54% | 5.68% |
| 5Y Return (Ann) | 14.07% | 12.64% |
| 10Y Return (Ann) | 7.44% | 9.52% |
| Sharpe Ratio | 1.49 | 1.33 |
| Sortino Ratio | 2.21 | 1.96 |
| Omega Ratio | 1.26 | 1.23 |
| Calmar Ratio | 0.81 | 1.38 |
| Martin Ratio | 7.38 | 6.76 |
| Ulcer Index | 4.44% | 2.02% |
| Daily Std Dev | 22.06% | 10.28% |
| Max Drawdown | -65.82% | -42.64% |
| Current Drawdown | -19.64% | -3.96% |
Correlation
The correlation between XRT and IYK is 0.62, 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
XRT vs. IYK - Performance Comparison
In the year-to-date period, XRT achieves a 10.40% return, which is significantly higher than IYK's 9.52% return. Over the past 10 years, XRT has underperformed IYK with an annualized return of 7.44%, while IYK has yielded a comparatively higher 9.52% 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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XRT vs. IYK - Expense Ratio Comparison
XRT has a 0.35% expense ratio, which is lower than IYK's 0.42% expense ratio.
Risk-Adjusted Performance
XRT vs. IYK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) and iShares U.S. Consumer Goods ETF (IYK). 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
XRT vs. IYK - Dividend Comparison
XRT's dividend yield for the trailing twelve months is around 1.23%, less than IYK's 2.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XRT SPDR S&P Retail ETF | 1.23% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.29% | 0.74% | 0.60% |
IYK iShares U.S. Consumer Goods ETF | 2.53% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
Drawdowns
XRT vs. IYK - Drawdown Comparison
The maximum XRT drawdown since its inception was -65.82%, which is greater than IYK's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for XRT and IYK. For additional features, visit the drawdowns tool.
Volatility
XRT vs. IYK - Volatility Comparison
SPDR S&P Retail ETF (XRT) has a higher volatility of 4.67% compared to iShares U.S. Consumer Goods ETF (IYK) at 2.74%. This indicates that XRT's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.