RXI
iShares Global Consumer Discretionary ETF
UMD
Adj. R2
0.873
Rel. Sharpe
0.324
Mkt beta
1.00
AUM
US$262M
MER
0.39%
Valuation
110
ETF comparison
Verified factor-similar pair
RXI vs VCR
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
UMD
Similarity score
87
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- VCR has the higher backtested relative Sharpe (0.646 vs 0.324).
- VCR has the lower published fee (0.09% vs 0.39%).
- RXI is cheaper on dividend valuation (110 vs 156, where 100 is each fund's historical median).
- VCR has the stronger regression fit (adjusted R-squared 0.880 vs 0.873).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
VCR
Vanguard Consumer Discretionary ETF
UMD
Adj. R2
0.880
Rel. Sharpe
0.646
Mkt beta
1.12
AUM
US$5.8B
MER
0.09%
Valuation
156
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.17
HML
diff +0.11
RMW
diff -0.00
CMA
diff -0.03
UMD
diff -0.03
Why This Pair Matches
Exposure level
88
Exposure shape
94
Mkt beta diff
0.12
Rel. Sharpe diff
0.322
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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