PortfoliosLab logoPortfoliosLab logo
BIZD vs. IXG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIZD vs. IXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors BDC Income ETF (BIZD) and iShares Global Financials ETF (IXG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BIZD vs. IXG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIZD
VanEck Vectors BDC Income ETF
-9.73%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%
IXG
iShares Global Financials ETF
-5.62%28.54%25.69%14.97%-8.97%25.07%-2.99%24.60%-16.33%23.78%

Returns By Period

In the year-to-date period, BIZD achieves a -9.73% return, which is significantly lower than IXG's -5.62% return. Over the past 10 years, BIZD has underperformed IXG with an annualized return of 7.72%, while IXG has yielded a comparatively higher 11.63% annualized return.


BIZD

1D
2.32%
1M
0.95%
YTD
-9.73%
6M
-9.46%
1Y
-14.87%
3Y*
6.33%
5Y*
5.58%
10Y*
7.72%

IXG

1D
2.87%
1M
-4.83%
YTD
-5.62%
6M
-1.42%
1Y
13.11%
3Y*
21.31%
5Y*
11.87%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BIZD vs. IXG - Expense Ratio Comparison

BIZD has a 10.92% expense ratio, which is higher than IXG's 0.46% expense ratio.


Return for Risk

BIZD vs. IXG — Risk / Return Rank

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

BIZD
BIZD Risk / Return Rank: 22
Overall Rank
BIZD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 22
Sortino Ratio Rank
BIZD Omega Ratio Rank: 22
Omega Ratio Rank
BIZD Calmar Ratio Rank: 22
Calmar Ratio Rank
BIZD Martin Ratio Rank: 22
Martin Ratio Rank

IXG
IXG Risk / Return Rank: 4343
Overall Rank
IXG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXG Omega Ratio Rank: 4343
Omega Ratio Rank
IXG Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXG Martin Ratio Rank: 4444
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.

BIZD vs. IXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) and iShares Global Financials ETF (IXG). 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.


BIZDIXGDifference

Sharpe ratio

Return per unit of total volatility

-0.70

0.73

-1.43

Sortino ratio

Return per unit of downside risk

-0.88

1.09

-1.96

Omega ratio

Gain probability vs. loss probability

0.89

1.16

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.69

1.07

-1.76

Martin ratio

Return relative to average drawdown

-1.41

3.96

-5.38

BIZD vs. IXG - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.70, which is lower than the IXG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BIZD and IXG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BIZDIXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

0.73

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.69

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.58

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.23

+0.07

Correlation

The correlation between BIZD and IXG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIZD vs. IXG - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 13.05%, more than IXG's 2.16% yield.


TTM20252024202320222021202020192018201720162015
BIZD
VanEck Vectors BDC Income ETF
13.05%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
IXG
iShares Global Financials ETF
2.16%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%

Drawdowns

BIZD vs. IXG - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, smaller than the maximum IXG drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for BIZD and IXG.


Loading graphics...

Drawdown Indicators


BIZDIXGDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-78.42%

+22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.22%

-12.79%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-27.20%

+4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

-43.47%

-11.97%

Current Drawdown

Current decline from peak

-19.94%

-8.13%

-11.81%

Average Drawdown

Average peak-to-trough decline

-6.58%

-19.88%

+13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.90%

3.44%

+7.46%

Volatility

BIZD vs. IXG - Volatility Comparison

VanEck Vectors BDC Income ETF (BIZD) has a higher volatility of 6.50% compared to iShares Global Financials ETF (IXG) at 5.96%. This indicates that BIZD's price experiences larger fluctuations and is considered to be riskier than IXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BIZDIXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.96%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

10.50%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

18.12%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

17.30%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

20.15%

+1.44%