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ISIN
US4642886950
CUSIP
464288695
Issuer
iShares
Inception Date
Sep 21, 2006
Region
Developed Markets (Broad)
Category
Materials
Leveraged
1x (No leverage)
Index Tracked
S&P Global Materials Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$358M

Share Price Chart


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Performance

MXI Performance Chart

iShares Global Materials ETF (MXI) is up 14.6% since the beginning of the year. MXI is currently trading at $110 per share. Investors who bought $1,000 worth of MXI shares 5 years ago would now be looking at an investment worth $1,425.


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S&P 500 Index

Returns By Period

iShares Global Materials ETF (MXI) has returned 14.55% so far this year and 34.71% over the past 12 months. Over the last ten years, MXI has returned 11.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares Global Materials ETF

1D
-0.59%
1M
0.41%
YTD
14.55%
6M
13.63%
1Y
34.71%
3Y*
14.17%
5Y*
7.34%
10Y*
11.67%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXI Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 2006, MXI's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +16.4%, while the worst month was Oct 2008 at -25.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MXI closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +16.4%, while the worst single day was Oct 15, 2008 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.07%10.56%-8.85%3.72%2.62%-2.08%14.55%
20254.86%0.91%-0.60%0.44%3.51%2.30%-1.43%6.94%2.64%-2.49%3.97%3.85%27.43%
2024-5.56%2.32%6.06%-2.95%3.33%-4.03%3.06%1.60%4.86%-5.96%-1.58%-8.47%-8.25%
202311.01%-6.05%1.99%-0.73%-6.93%7.72%4.92%-4.81%-3.98%-3.17%9.03%6.71%14.37%
2022-3.21%1.59%5.65%-6.48%1.72%-15.20%3.68%-3.92%-7.82%5.66%16.11%-3.71%-9.09%
2021-1.13%3.83%3.83%5.43%4.37%-3.64%2.32%-0.88%-7.63%4.26%-2.15%6.54%15.06%

Benchmark Metrics

iShares Global Materials ETF has an annualized alpha of -1.93%, beta of 1.09, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 22, 2006.

  • This ETF participated in 113.47% of S&P 500 Index downside but only 102.97% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.09 and R2 of 0.69, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.93%
Beta
1.09
0.69
Upside Capture
102.97%
Downside Capture
113.47%

Expense Ratio

MXI has an expense ratio of 0.46%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MXI ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MXI Risk / Return Rank: 4848
Overall Rank
MXI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
MXI Sortino Ratio Rank: 4646
Sortino Ratio Rank
MXI Omega Ratio Rank: 4848
Omega Ratio Rank
MXI Calmar Ratio Rank: 4545
Calmar Ratio Rank
MXI Martin Ratio Rank: 5050
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Global Materials ETF (MXI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MXIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.63

Martin ratioReturn relative to average drawdown

8.36

12.44

-4.08

Dividends

Dividend History

iShares Global Materials ETF provided a 1.67% dividend yield over the last twelve months, with an annual payout of $1.83 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.83$2.14$2.52$2.55$3.80$3.17$0.99$2.46$1.59$1.23$0.72$1.64

Dividend yield

1.67%2.22%3.24%2.92%4.84%3.51%1.21%3.64%2.77%1.76%1.31%3.64%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2025$0.00$0.00$0.00$0.00$0.00$1.44$0.00$0.00$0.00$0.00$0.00$0.71$2.14
2024$0.00$0.00$0.00$0.00$0.00$1.16$0.00$0.00$0.00$0.00$0.00$1.36$2.52
2023$0.00$0.00$0.00$0.00$0.00$1.39$0.00$0.00$0.00$0.00$0.00$1.16$2.55
2022$0.00$0.00$0.00$0.00$0.00$2.26$0.00$0.00$0.00$0.00$0.00$1.54$3.80
2021$0.00$0.00$0.00$0.00$0.00$1.11$0.00$0.00$0.00$0.00$0.00$2.07$3.17

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Materials 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 Materials ETF was 68.44%, occurring on Nov 20, 2008. Recovery took 2301 trading sessions.

The current iShares Global Materials ETF drawdown is 5.01%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.44%Nov 2008
6mo 4d9y 1mo
9y 7moMay 2008 - Jan 2018
COVID crash2020
-39.52%Mar 2020
2y 1mo4mo 27d
2y 6moJan 2018 - Aug 2020
Bear market2022
-28.76%Sep 2022
5mo 25d1y 5mo
1y 11moApr 2022 - Mar 2024
2025 selloff2025
-22.25%Apr 2025
6mo 13d5mo
11mo 13dSep 2024 - Sep 2025
Financial crisis2007–2009
-18.11%Jan 2008
2mo 25d2mo 24d
5mo 19dOct 2007 - Apr 2008

Drawdown Indicators


MXIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.44%

-56.78%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-9.10%

-7.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.25%

-18.90%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.76%

-25.43%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

-33.92%

-5.60%

Current Drawdown

Current decline from peak

-5.01%

-1.80%

-3.21%

Average Drawdown

Average peak-to-trough decline

-18.03%

-10.71%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

2.03%

+2.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MXI

Add iShares Global Materials ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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