BG vs. IXC
BG (Bunge Limited) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, BG returned 9.82%/yr vs 8.83%/yr for IXC. At a 0.42 correlation, their price movements are largely independent.
Performance
BG vs. IXC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BG achieves a 29.85% return, which is significantly higher than IXC's 23.35% return. Over the past 10 years, BG has outperformed IXC with an annualized return of 9.82%, while IXC has yielded a comparatively lower 8.83% annualized return.
BG
- 1D
- 0.62%
- 1M
- -8.75%
- 6M
- 15.68%
- YTD
- 29.85%
- 1Y
- 53.17%
- 3Y*
- 6.89%
- 5Y*
- 11.18%
- 10Y*
- 9.82%
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
BG vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BG Bunge Limited | 29.85% | 18.56% | -20.74% | 3.79% | 9.28% | 46.77% | 18.92% | 11.77% | -17.99% | -4.76% |
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between BG and IXC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.42 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BG vs. IXC — Risk / Return Rank
BG
IXC
BG vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bunge Limited (BG) and iShares Global Energy ETF (IXC). 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.
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.
| BG | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.95 | +0.72 |
| Martin ratioReturn relative to average drawdown | 9.27 | 6.26 | +3.01 |
Loading charts...
Drawdowns
BG vs. IXC - Drawdown Comparison
The maximum BG drawdown since its inception was -77.34%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for BG and IXC.
Loading charts...
Drawdown Indicators
| BG | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.34% | -67.88% | -9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -20.18% | -15.36% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -38.82% | -19.06% | -19.76% |
Max Drawdown (5Y)Largest decline over 5 years | -41.49% | -24.93% | -16.56% |
Max Drawdown (10Y)Largest decline over 10 years | -60.49% | -64.16% | +3.67% |
Current DrawdownCurrent decline from peak | -13.01% | -11.22% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -28.83% | -17.45% | -11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 4.78% | +1.02% |
Volatility
BG vs. IXC - Volatility Comparison
Bunge Limited (BG) has a higher volatility of 9.66% compared to iShares Global Energy ETF (IXC) at 6.59%. This indicates that BG's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BG | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 6.59% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 20.94% | 15.86% | +5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.89% | 19.18% | +11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 23.45% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.04% | 26.81% | +4.23% |
Dividends
BG vs. IXC - Dividend Comparison
BG's dividend yield for the trailing twelve months is around 2.47%, less than IXC's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BG Bunge Limited | 2.47% | 3.12% | 3.48% | 2.55% | 2.31% | 2.76% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% |
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
BG and IXC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BG has higher volatility (9.66%) compared to IXC (6.59%). In terms of maximum drawdown, BG dropped -77.34% vs IXC's -67.88%.
BG currently has the higher Sharpe Ratio (1.74 vs 1.56), 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.
Find the right allocation for BG and IXC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer