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iShares Global Financials ETF (IXG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642873339

CUSIP

464287333

Issuer

iShares

Inception Date

Nov 12, 2001

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Global Financials Sector Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
IXG vs. XLF IXG vs. IYF IXG vs. FXO IXG vs. WFIN.AS IXG vs. VPL IXG vs. HDV IXG vs. SPY IXG vs. KBWB IXG vs. IYG IXG vs. VFH
Popular comparisons:
IXG vs. XLF IXG vs. IYF IXG vs. FXO IXG vs. WFIN.AS IXG vs. VPL IXG vs. HDV IXG vs. SPY IXG vs. KBWB IXG vs. IYG IXG vs. VFH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Global Financials ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.44%
10.60%
IXG (iShares Global Financials ETF)
Benchmark (^GSPC)

Returns By Period

iShares Global Financials ETF had a return of 28.49% year-to-date (YTD) and 38.14% in the last 12 months. Over the past 10 years, iShares Global Financials ETF had an annualized return of 8.53%, while the S&P 500 had an annualized return of 11.16%, indicating that iShares Global Financials ETF did not perform as well as the benchmark.


IXG

YTD

28.49%

1M

1.76%

6M

13.54%

1Y

38.14%

5Y (annualized)

11.05%

10Y (annualized)

8.53%

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of IXG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.25%3.75%4.96%-3.52%5.05%-1.47%5.92%3.86%1.06%0.33%28.49%
20238.59%-2.33%-7.42%3.68%-4.29%6.16%4.83%-3.85%-2.31%-2.87%9.94%5.70%14.97%
20221.57%-3.10%0.82%-9.00%3.24%-10.03%4.50%-2.87%-8.12%9.23%9.86%-3.03%-8.97%
2021-1.97%9.93%4.60%4.76%5.50%-3.98%-0.99%3.71%-1.56%5.94%-6.57%4.49%25.07%
2020-3.61%-9.11%-21.63%6.04%2.60%3.14%2.22%4.85%-5.27%-0.98%18.85%5.39%-2.99%
20198.51%2.51%-2.78%7.38%-6.92%6.19%-0.39%-4.92%5.52%2.69%2.30%3.41%24.60%
20187.09%-4.33%-3.43%0.16%-3.64%-2.32%4.63%-1.27%-0.57%-5.76%1.84%-9.01%-16.33%
20172.32%2.66%0.35%0.44%0.02%4.60%3.55%-1.41%3.47%1.51%1.98%2.20%23.78%
2016-10.09%-4.20%7.82%3.35%0.96%-5.27%4.25%3.91%-1.35%2.45%7.47%3.46%11.75%
2015-5.33%6.77%-0.17%3.05%0.49%-1.60%1.57%-8.01%-3.91%5.97%0.26%-1.77%-3.65%
2014-4.89%3.84%1.87%0.09%1.50%1.04%-0.72%2.22%-3.13%2.12%1.11%-1.88%2.85%
20135.65%-0.89%1.44%5.01%-0.14%-3.22%6.06%-3.05%5.52%4.22%2.23%1.17%26.07%

Expense Ratio

IXG features an expense ratio of 0.46%, falling within the medium range.


Expense ratio chart for IXG: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IXG is 91, placing it in the top 9% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IXG is 9191
Combined Rank
The Sharpe Ratio Rank of IXG is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IXG is 9191
Sortino Ratio Rank
The Omega Ratio Rank of IXG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IXG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of IXG is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IXG, currently valued at 3.16, compared to the broader market0.002.004.003.162.51
The chart of Sortino ratio for IXG, currently valued at 4.15, compared to the broader market-2.000.002.004.006.008.0010.0012.004.153.37
The chart of Omega ratio for IXG, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.47
The chart of Calmar ratio for IXG, currently valued at 4.05, compared to the broader market0.005.0010.0015.004.053.63
The chart of Martin ratio for IXG, currently valued at 21.52, compared to the broader market0.0020.0040.0060.0080.00100.0021.5216.15
IXG
^GSPC

The current iShares Global Financials ETF Sharpe ratio is 3.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Global Financials ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.16
2.48
IXG (iShares Global Financials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Global Financials ETF provided a 2.41% dividend yield over the last twelve months, with an annual payout of $2.39 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.39$2.06$2.61$1.35$1.39$1.97$1.78$1.48$1.28$1.48$1.34$1.21

Dividend yield

2.41%2.62%3.71%1.68%2.13%2.87%3.14%2.12%2.21%2.79%2.38%2.14%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Financials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$1.46$0.00$0.00$0.00$0.00$0.00$1.46
2023$0.00$0.00$0.00$0.00$0.00$1.13$0.00$0.00$0.00$0.00$0.00$0.93$2.06
2022$0.00$0.00$0.00$0.00$0.00$1.54$0.00$0.00$0.00$0.00$0.00$1.07$2.61
2021$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$1.07$1.35
2020$0.00$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.60$1.39
2019$0.00$0.00$0.00$0.00$0.00$1.15$0.00$0.00$0.00$0.00$0.00$0.82$1.97
2018$0.00$0.00$0.00$0.00$0.00$1.15$0.00$0.00$0.00$0.00$0.00$0.64$1.78
2017$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.65$1.48
2016$0.00$0.00$0.00$0.00$0.00$0.87$0.00$0.00$0.00$0.00$0.00$0.41$1.28
2015$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.67$1.48
2014$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.53$1.34
2013$0.72$0.00$0.00$0.00$0.00$0.00$0.49$1.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.33%
-2.18%
IXG (iShares Global Financials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Financials ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Global Financials ETF was 78.42%, occurring on Mar 9, 2009. Recovery took 2223 trading sessions.

The current iShares Global Financials ETF drawdown is 0.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.42%Jun 5, 2007444Mar 9, 20092223Jan 4, 20182667
-43.47%Jan 29, 2018541Mar 23, 2020227Feb 16, 2021768
-33.08%Apr 22, 200290Oct 9, 2002225Oct 6, 2003315
-27.2%Feb 10, 2022169Oct 12, 2022337Feb 15, 2024506
-13.48%May 10, 200624Jun 13, 200678Oct 3, 2006102

Volatility

Volatility Chart

The current iShares Global Financials ETF volatility is 4.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.64%
4.06%
IXG (iShares Global Financials ETF)
Benchmark (^GSPC)