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AON vs. IXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AON vs. IXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aon plc (AON) and iShares Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AON achieves a -10.14% return, which is significantly lower than IXUS's 14.51% return. Over the past 10 years, AON has outperformed IXUS with an annualized return of 12.29%, while IXUS has yielded a comparatively lower 9.78% annualized return.


AON

1D
-0.71%
1M
0.22%
YTD
-10.14%
6M
-7.94%
1Y
-14.96%
3Y*
1.04%
5Y*
5.52%
10Y*
12.29%

IXUS

1D
-1.01%
1M
4.91%
YTD
14.51%
6M
17.16%
1Y
32.15%
3Y*
19.44%
5Y*
8.38%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AON vs. IXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AON
Aon plc
-10.14%-0.94%24.45%-2.31%0.61%43.39%2.37%44.68%9.94%21.49%
IXUS
iShares Core MSCI Total International Stock ETF
14.51%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%

Correlation

The correlation between AON and IXUS is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.41

The correlation between AON and IXUS shifts across timeframes, from -0.09 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AON vs. IXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AON
AON Risk / Return Rank: 1111
Overall Rank
AON Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AON Sortino Ratio Rank: 1515
Sortino Ratio Rank
AON Omega Ratio Rank: 1515
Omega Ratio Rank
AON Calmar Ratio Rank: 77
Calmar Ratio Rank
AON Martin Ratio Rank: 33
Martin Ratio Rank

IXUS
IXUS Risk / Return Rank: 6060
Overall Rank
IXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
IXUS Omega Ratio Rank: 6262
Omega Ratio Rank
IXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
IXUS Martin Ratio Rank: 6161
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.

AON vs. IXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aon plc (AON) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


AONIXUSDifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-3.63

Omega ratioGain probability vs. loss probability

0.90

1.39

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.87

2.84

-3.71

Martin ratioReturn relative to average drawdown

-1.62

11.13

-12.75

AON vs. IXUS - Sharpe Ratio Comparison

The current AON Sharpe Ratio is -0.63, which is lower than the IXUS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AON and IXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AONIXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

2.10

-2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.52

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.57

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.49

-0.07

Drawdowns

AON vs. IXUS - Drawdown Comparison

The maximum AON drawdown since its inception was -69.05%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for AON and IXUS.


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Drawdown Indicators


AONIXUSDifference

Max Drawdown

Largest peak-to-trough decline

-69.05%

-36.22%

-32.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-11.36%

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-23.84%

-13.75%

-10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-30.04%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-36.22%

-2.51%

Current Drawdown

Current decline from peak

-22.03%

-1.01%

-21.02%

Average Drawdown

Average peak-to-trough decline

-13.67%

-7.50%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

2.90%

+6.39%

Volatility

AON vs. IXUS - Volatility Comparison

Aon plc (AON) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 5.77% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AONIXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.64%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

13.16%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

15.37%

+8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

16.21%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

17.07%

+6.36%

Dividends

AON vs. IXUS - Dividend Comparison

AON's dividend yield for the trailing twelve months is around 0.97%, less than IXUS's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
AON
Aon plc
0.97%0.82%0.74%0.83%0.73%0.66%0.84%0.83%1.35%1.05%1.16%1.25%
IXUS
iShares Core MSCI Total International Stock ETF
2.83%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%

Frequently Asked Questions


AON and IXUS have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AON has higher volatility (5.77%) compared to IXUS (5.64%). In terms of maximum drawdown, AON dropped -69.05% vs IXUS's -36.22%.

IXUS currently has the higher Sharpe Ratio (2.10 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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