iShares Global Consumer Discretionary ETF

for period ending July 31, 2025


Quick Links



  Overview

RXI is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.iShares.com)

Description   iShares Global Consumer Discretionary ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Consumer Discretionary

Peer Group   Global Sectors. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of global equities in the consumer discretionary sector. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global 1200 Consumer Discretionary Sector IndexTM (the "underlying index"), which measures the performance of companies that S&P Dow Jones Indices LLC ("S&P"), deems to be part of the consumer discretionary sector of the economy and that S&P believes are important to global markets. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "RXI" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending July 31, 2025

5-year graph

● RXI ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
RXI 2.9% -0.0% 16.6% 11.3% 9.8% 8.5% 11.5%  
Peer Group* average
60% Equity / 40% Bonds 6.4% 1.3% 10.7% 10.4% 8.6% 8.6% 9.4% 7.8%
Global Equities (ACWI) 11.5% 1.1% 15.8% 15.1% 12.8% 10.2% 10.1%  
U.S. Equities (SPY) 8.5% 2.3% 16.2% 17.0% 15.8% 13.6% 14.4% 10.5%
U.S. Bonds (BND) 3.8% -0.3% 3.4% 1.6% -1.2% 1.6% 2.2% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 19.0884121839425% 2.28832951945082% -3.29440601875983% -14.3524560447912% -0.159473154031387% 4.33534493460157% 0.917181503706876% 0%
RXI 2.85404742480349% -0.0371944739638641% 16.5873679714871% 11.2554732818045% 9.79564369748274% 8.53932197254683% 11.4688408432709% 0%
KXI 6.88173237227003% -2.47782196390333% 5.6052228316545% 4.60910661480174% 5.71544710473681% 5.51162544857937% 8.09265348130557% 0%
IXC 7.15913831303547% 2.36701450750827% -0.755318711283426% 7.92964679819987% 21.4220567190964% 6.35854546193511% 5.20702530267489% 4.71709106233886%
IXG 17.1537882729082% 0.225591048547202% 26.2622541938551% 20.7116233622693% 18.8994333679937% 9.54416117906702% 9.17570784417234% 5.35332977072347%
IXJ -2.53807904626909% -3.51957254036474% -11.9604252842113% 1.14213902062767% 4.48434868629854% 5.64489655872269% 10.6926133933535% 7.88438561994835%
EXI 19.5838720572277% 1.27584955859235% 20.8446874398965% 18.6326172541413% 16.0923560790808% 10.8969271416462% 10.9131457324535% 0%
IGF 14.9299141262503% -0.202702702702706% 21.9314351661211% 10.3059585029127% 11.8124855853791% 6.69938016389025% 7.34790384518542% 0%
MXI 8.66337534568899% -1.42717076675036% -1.91500586138067% 6.06803174197665% 7.95651708835665% 7.76718413855106% 5.13669286058853% 0%
IXN 13.3353439490892% 3.82282867662984% 19.2824398653498% 23.6808942385329% 18.7749821637928% 20.429215715012% 18.1551085586582% 13.7978649893192%
IXP 17.9873956763328% 1.0772792022792% 31.932614379703% 23.8495968876148% 13.2202028703935% 8.53514067087093% 8.86323722216245% 7.71379705464921%
WOOD -6.11239076328115% -3.29880043620502% -11.8215569623483% -1.98367024930315% 5.27020362717547% 5.21828728035791% 5.79984667821709% 0%
JXI 18.770881233451% 1.74162938864038% 20.9873169553745% 9.49853237771159% 9.04249728333264% 8.47880018410423% 7.45728176986808% 0%
Historical Return
 
RXI 24.5% 16.3% -29.1% 27.6% 17.3%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091% -25.7207355531079%
RXI 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653% 17.2607552539878%
KXI 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426% 4.20211832000483%
IXC -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586% 1.97803055701364%
IXG -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583% 25.7232884798356%
IXJ 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788% 0.554113924450639%
EXI 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248% 12.4812701691747%
IGF -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207% 14.8428765815984%
MXI 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156% -8.2315120686694%
IXN 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397% 24.8375717205781%
IXP 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969% 31.3266281756651%
WOOD 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862% -4.20339941997292%
JXI 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032% 13.1633090698832%


  Compare: Risk vs. Return

for period ending July 31, 2025

Note: In this Free plan, you can view every risk‑and-return metric for this Portfolio Recipe.Upgrade to an Investor or Pro plan to unlock the interactive scatterplots.

Maximum Drawdown vs. Annual Return
● RXI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● RXI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● RXI ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
RXI risk vs. 60/40 Worse Worse Worse Worse Worse
RXI return vs. 60/40 Better Better Better Worse Better
Risk-Return Quadrant
NE NE NE SE NE
Risk-Return Direction 29° 80° 74° 90° 68°
Risk-Return Magnitude 6.7 4.5 4.5 5.2 5.5
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares RXI to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
RXI -1.0% -6.9% -7.0% -5.9% -4.5%  
Peer Group* average
60% Equity / 40% Bonds -2.7% -4.9% -5.3% -2.1% -1.1% 0.3%
Global Equities (ACWI) 1.8% -1.6% -2.5% -3.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -14.4% -19.9% -24.5% -13.4% -11.1% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -16.9760397127438% -23.5575611979841% -14.1125199711659% -10.0436950248649% -13.1668578071051% 0%
RXI -1.00245881484307% -6.91659988835155% -6.96370599160204% -5.94036547513707% -4.50402537817505% 0%
KXI -10.4743157498148% -12.5308338585198% -9.56127864246625% -7.20891763476091% -4.94598083189261% 0%
IXC -15.3273470154985% -9.59625116134381% -1.15011490004415% -8.75232958411494% -10.6150397743333% -6.8775269744334%
IXG 11.125982380719% 2.09249272607419% 0.91138496892634% -5.2749232193425% -6.86798132613866% -6.27274003373226%
IXJ -26.4789580952329% -16.2659905944383% -11.1628513079132% -7.52752311031645% -2.79239048472762% -1.91157498692457%
EXI 3.80755611033448% -0.203676693528557% -1.28412591392272% -3.74580494887274% -4.93702274126038% 0%
IGF 11.3533162232998% -6.78241922828377% -3.38353531699038% -6.79478796671188% -7.06665397470881% 0%
MXI -17.4812486443516% -11.0081864775904% -8.57796164197791% -6.8648407989195% -10.2074779945339% 0%
IXN -0.932194634548562% 1.33102296152621% -0.921202470106326% 3.02988111109152% 0.347022624711501% 0.778366493126583%
IXP 13.2373746470255% 4.337270980751% -3.25231337339861% -5.18518873688214% -5.69314247228244% -2.94235481081335%
WOOD -26.6616074831487% -17.4146391822129% -10.7971198189586% -9.05918510639764% -9.69506788519% 0%
JXI 5.26315844004024% -7.70485229332209% -6.58470509651772% -4.60367629124912% -6.57404365945159% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 1.7% -6.7% -6.7% -5.9% -4.1%  
Peer Group* average
60% Equity / 40% Bonds -1.7% -3.5% -3.7% -1.3% -0.6% 0.3%
Global Equities (ACWI) 1.9% -1.3% -2.1% -2.6% -4.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -2.3% -7.5% -7.7% -2.3% -0.7% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -13.1654423436713% -31.1284530486249% -16.3149335956753% -9.77115057785751% -15.4217406498129% 0%
RXI 1.74221166465538% -6.72181737139464% -6.69537510365689% -5.89158260777811% -4.07554965898235% 0%
KXI -1.10887629581121% -7.53046671069113% -4.58354156441152% -3.1388873792309% -1.1365796498519% 0%
IXC -10.7804015929519% -5.12082130222687% 8.90289864180747% -7.15148762592664% -10.0288283754908% -6.11304416524338%
IXG 12.9997159535776% 4.92658463223524% 3.94213710923164% -4.03187828122866% -6.17030213187537% -7.27123311916508%
IXJ -19.5784046997911% -11.2630815831797% -6.83750860228647% -4.41739261329665% 0.153789989078353% 0.072615827072803%
EXI 6.29681448241195% 1.15800677815294% -0.22806525622747% -3.30855426725955% -4.70325937485022% 0%
IGF 13.0868705354685% -4.15714153391775% -0.534680169958499% -4.11151635999017% -4.09245652044745% 0%
MXI -12.0153731387858% -10.0998354597472% -7.02176947678628% -5.84879876531119% -10.2975989988912% 0%
IXN 1.46495125570804% 3.74338895345162% 0.142032763496941% 5.23373892916112% 1.99618544636976% 1.96520940332965%
IXP 16.36913817502% 7.23579051091788% -1.14511112248315% -3.27270235823977% -3.0668745259439% -1.09083485085328%
WOOD -24.0984501879187% -18.8138920864804% -9.79017657153864% -9.06315317862978% -9.51225924185608% 0%
JXI 12.6415429075999% -3.2759162453251% -1.98573028283129% 0.0764503768350568% -1.11697776863897% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 0.86 0.35 0.38 0.41 0.63  
Peer Group* average
60% Equity / 40% Bonds 0.72 0.42 0.44 0.59 0.81 0.61
Global Equities (ACWI) 1.05 0.62 0.61 0.56 0.62  
U.S. Equities (SPY) 0.92 0.72 0.74 0.74 0.89 0.62
U.S. Bonds (BND) -0.18 -0.47 -0.68 -0.11 0.13 0.28
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.324746223233169 -0.705622778290465 0.02267970147631 0.201043031605533 0.110999025624091 0
RXI 0.855119198350273 0.351043130378182 0.382903654185933 0.406376977217214 0.625174762595088 0
KXI 0.155008107318843 -0.0119293477933661 0.204496226973875 0.299987708570892 0.573799294319033 0
IXC -0.190455865009009 0.196547515354383 0.720352933828493 0.275690652709092 0.26489600979113 0.237608609781103
IXG 1.67007902779731 0.842514600157042 0.803846404347801 0.451457745304065 0.484287195136352 0.268393759727342
IXJ -1.1576932533582 -0.243901400273328 0.12014444160473 0.2912415620575 0.717805647916386 0.49570090719538
EXI 1.18298907346777 0.717867758187535 0.686467139605405 0.53403090597369 0.599252218373789 0
IGF 1.70591904612999 0.336935134428672 0.555609428915579 0.343675658971916 0.452480312790938 0
MXI -0.384879809702808 0.11056015753653 0.296406164911868 0.35735983769521 0.271007924931259 0
IXN 0.863616960946556 0.816877464283386 0.719787782726842 0.917480650504091 0.924508813826079 0.679658760412037
IXP 1.79007137517353 0.954516228405357 0.578203823286148 0.440499552772089 0.540643023158137 0.442319302247696
WOOD -1.17271116290503 -0.290423085940134 0.169364063064018 0.231905127421554 0.303304782930855 0
JXI 1.28561172720167 0.287926146446871 0.386340770516035 0.466602889991113 0.478451108751673 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 1.56 0.57 0.63 0.63 1.00  
Peer Group* average
60% Equity / 40% Bonds 1.21 0.60 0.63 0.87 1.24 0.89
Global Equities (ACWI) 1.94 0.96 0.95 0.83 0.95  
U.S. Equities (SPY) 1.66 1.10 1.17 1.13 1.42 0.91
U.S. Bonds (BND) 1.21 0.60 0.63 0.87 1.24 0.89
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.402576745165324 -0.851049350732049 0.0345954620479408 0.301815823501834 0.15815390802147 0
RXI 1.56409047552684 0.567275544729144 0.62535855415789 0.625697510839491 1.00121366417107 0
KXI 0.224312968009287 -0.0159740167611557 0.302408884666583 0.433175719432127 0.877953957525187 0
IXC -0.230566335069907 0.293206714410689 1.29843482147635 0.410994205101327 0.395483067880855 0.346815045126618
IXG 3.7758960573326 1.43377883721398 1.39689734227695 0.659501327885195 0.712333009155317 0.37448060670114
IXJ -1.40111530053511 -0.332186030244138 0.174566681224836 0.42676582216041 1.1430334855088 0.742984404450493
EXI 2.11981490835205 1.19258399916784 1.1652357588326 0.801623846975681 0.919594300619048 0
IGF 3.05355735193922 0.47046378185215 0.842423285322433 0.463301796757776 0.633152568991883 0
MXI -0.475363193622103 0.172150274690254 0.447977991979828 0.535910788406519 0.403256184670086 0
IXN 1.61480547870201 1.33702327897357 1.15475234965554 1.52243258375124 1.55464239131213 1.0529477816468
IXP 4.08675976637096 1.59478301163798 0.871463652823153 0.65429776769568 0.824508707458294 0.644486973742259
WOOD -1.34499177099609 -0.377828832827808 0.247822775433996 0.330617676114643 0.437540077902679 0
JXI 1.85812312002408 0.387422159175058 0.547389714406281 0.666767786648375 0.695013523809334 0
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 18.3 10.0 8.9 7.6 10.2  
Peer Group* average
60% Equity / 40% Bonds 15.2 13.7 11.6 12.3 13.9 11.4
Global Equities (ACWI) 19.3 15.6 13.5 10.5 10.0  
U.S. Equities (SPY) 15.8 16.6 15.4 13.2 14.1 10.2
U.S. Bonds (BND) 15.2 13.7 11.6 12.3 13.9 11.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -7.82484596061539 -14.9693339177079 -0.490994923848701 3.799882171257 0.495296583203562 0
RXI 18.3133713916623 10.0257136787168 8.91425475974761 7.59509152481102 10.2171438988073 0
KXI 26.5604258495109 7.44069993687948 9.81050452939742 9.21351780405063 13.0146120354019 0
IXC -2.30454466368038 11.6085821770521 28.8290611717379 6.03502746652061 4.5656437526543 4.23343622410054
IXG 34.4286301624914 22.7654709647561 19.8862100339388 9.17872891009874 8.2276384255039 4.04485175724744
IXJ -44.8313869588229 1.33314343582562 6.54718589659498 7.71065198421464 14.8332005240354 10.976195685056
EXI 23.7898288225318 17.520510224575 15.0556881198206 9.96761435593317 9.65672387144088 0
IGF 57.0338428207156 12.8028103571479 15.9953406608412 8.42289591423462 9.11681571625515 0
MXI -4.66617337099594 6.16248530549998 8.14122718988514 7.37889157012724 4.43497046432322 0
IXN 16.6303393776726 18.5035601842301 14.8937456975493 17.5063672894399 15.6685795732932 11.7269884647553
IXP 33.3304860960677 24.2873700030815 14.5638308033425 9.70701065931981 10.5638245169735 9.20426050522103
WOOD -18.1837487101355 -2.36220209970728 5.22906609477126 4.57284698992716 5.09407959738398 0
JXI 61.3940796182796 14.5533637425465 14.3114739866236 15.1066128297505 13.0708822080086 0


  Compare: Risk & Volatility

for period ending July 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 7.6% 14.1% 31.6% 31.6% 31.6%  
Peer Group* average
60% Equity / 40% Bonds 4.5% 7.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 9.4% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 9.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 6.0% 17.1% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 23.6% 48.2% 60.8% 60.8% 64.5% 0%
RXI 7.6% 14.1% 31.6% 31.6% 31.6% 0%
KXI 7% 11.8% 16.4% 16.4% 16.4% 0%
IXC 11.8% 11.8% 18.1% 54.4% 59.7% 59.7%
IXG 4.5% 10.3% 23.6% 33.2% 33.2% 74%
IXJ 16.7% 16.7% 16.7% 16.7% 16.7% 36.9%
EXI 6.1% 11.7% 26.4% 27% 27% 0%
IGF 4.6% 12.7% 17% 29.6% 29.6% 0%
MXI 15.3% 15.3% 25.9% 28.5% 41.2% 0%
IXN 10.6% 12.6% 34.3% 34.3% 34.3% 52.3%
IXP 6.6% 12.9% 41% 41% 41% 45%
WOOD 16.5% 16.5% 27.6% 37.8% 37.8% 0%
JXI 8% 12.1% 15.7% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 15.8% 21.4% 21.4% 20.0% 19.1%  
Peer Group* average
60% Equity / 40% Bonds 9.2% 12.4% 12.5% 11.5% 10.4% 10.7%
Global Equities (ACWI) 11.5% 16.8% 17.2% 16.4% 15.9%  
U.S. Equities (SPY) 13.9% 17.5% 18.7% 17.6% 16.4% 16.8%
U.S. Bonds (BND) 4.7% 7.1% 6.2% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 17.6% 22.1% 32.2% 29.3% 28.6% 0%
RXI 15.8% 21.4% 21.4% 20% 19.1% 0%
KXI 11.7% 13.7% 13.7% 12.9% 12.8% 0%
IXC 17.7% 21.6% 32.5% 28.1% 25.6% 25.5%
IXG 14.3% 20.3% 22.5% 20.9% 20.2% 23.5%
IXJ 12% 14% 14.7% 14.7% 14.4% 14.5%
EXI 15.2% 20.8% 21.6% 19.9% 18.9% 0%
IGF 10.9% 17% 16.9% 16.4% 15.5% 0%
MXI 13.2% 21% 21.5% 21.2% 20.8% 0%
IXN 19.6% 26.7% 26.2% 23.8% 21.4% 21.9%
IXP 17.2% 21.6% 19.8% 17.4% 16% 16.7%
WOOD 11.8% 18.9% 21.3% 22.4% 20.8% 0%
JXI 14% 17.5% 17.2% 15.6% 14.5% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 8.3% 12.0% 12.2% 12.5% 11.5%  
Peer Group* average
60% Equity / 40% Bonds 5.0% 7.5% 7.9% 7.3% 6.4% 7.1%
Global Equities (ACWI) 5.7% 9.7% 10.2% 10.6% 10.2%  
U.S. Equities (SPY) 7.3% 10.2% 11.0% 11.0% 9.9% 11.1%
U.S. Bonds (BND) 3.2% 4.6% 4.4% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 14.1% 17.5% 20.3% 18.9% 19.7% 0%
RXI 8.3% 12% 12.2% 12.5% 11.5% 0%
KXI 7.7% 9.1% 8.5% 8.5% 8% 0%
IXC 14.6% 13.5% 17.3% 18.4% 16.8% 17.1%
IXG 6% 10.5% 12.1% 13.8% 13.4% 16.5%
IXJ 9.5% 9.3% 9.5% 9.6% 8.7% 9.4%
EXI 8.2% 11.1% 11.8% 12.7% 12% 0%
IGF 5.8% 11% 10.2% 11.7% 10.7% 0%
MXI 10.5% 12.3% 13.5% 13.7% 13.7% 0%
IXN 10.3% 14.9% 15.4% 13.7% 12.2% 13.7%
IXP 7.3% 11.4% 12.3% 11.1% 10% 11.1%
WOOD 9.9% 13.4% 13.7% 15.2% 14% 0%
JXI 9.5% 12% 11.3% 10.4% 9.6% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
RXI 0.89 1.09 1.06 1.08 1.09  
Peer Group* average
60% Equity / 40% Bonds 0.68 0.74 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.80 0.95 0.92 0.93 0.97  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.68 0.74 0.71 0.67 0.66 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.465402481785721 0.98199110504868 1.03212852173823 1.04951891768286 1.1505930227084 0
RXI 0.886787632558982 1.08801995752777 1.05991440016335 1.07859467326816 1.08851791092691 0
KXI 0.197960911867299 0.572770027020809 0.547183926958035 0.560516498422283 0.59512774943543 0
IXC 0.478452615634745 0.653167628195555 0.731024846166519 0.996059882806008 1.06441256809581 1.03220979840454
IXG 0.752715323283086 0.894526921182274 0.932914649167949 1.00197582456616 1.07301885142456 1.23763078606089
IXJ 0.274533598668658 0.596216647336136 0.631882466870013 0.687049533381415 0.697443324229905 0.686675887102531
EXI 0.861603119631594 1.04365228574177 1.04578809303648 1.05839070955479 1.09414426281772 0
IGF 0.378444400512669 0.777849668487136 0.716783038109712 0.754144835418628 0.767878539192351 0
MXI 0.484830372215543 0.928316214558659 0.934652749515329 1.00555582869496 1.07991613207234 0
IXN 1.13859030320632 1.26103286585452 1.2372767621461 1.14712085449185 1.13653007054384 1.1469754846986
IXP 0.947640474782271 0.967675799138867 0.883895613270762 0.843497987931861 0.806141800024969 0.800335924821889
WOOD 0.669215895315746 0.986777109584969 0.941450505128732 1.06519867823829 1.0703699977746 0
JXI 0.336189097919592 0.628805534493483 0.607568485297754 0.538274434172876 0.543956019633489 0


  Compare: Correlation

for period ending July 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.77 0.89 0.91 0.93 0.93
to S&P500 (SPY) 0.78 0.86 0.89 0.92 0.92
to U.S. Bonds (BND) 0.27 0.66 0.63 0.44 0.32
to Commodities (DBC) -0.12 0.21 0.18 0.35 0.39
to Gold (GLD) -0.42 0.20 0.10 0.09 0.10


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