DBSDY vs. IXC
DBSDY (DBS Group Holdings Ltd ADR) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, DBSDY returned 23.56%/yr vs 10.29%/yr for IXC. At a 0.43 correlation, their price movements are largely independent.
Performance
DBSDY vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, DBSDY achieves a 17.53% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, DBSDY has outperformed IXC with an annualized return of 23.56%, while IXC has yielded a comparatively lower 10.29% annualized return.
DBSDY
- 1D
- -0.38%
- 1M
- 11.44%
- YTD
- 17.53%
- 6M
- 22.56%
- 1Y
- 51.93%
- 3Y*
- 41.59%
- 5Y*
- 26.20%
- 10Y*
- 23.56%
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
DBSDY vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 17.53% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 18.17% | -0.93% | 63.53% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between DBSDY and IXC is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.43 |
Over the past year, the correlation between DBSDY and IXC has dropped to 0.02 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
DBSDY vs. IXC — Risk / Return Rank
DBSDY
IXC
DBSDY vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
| DBSDY | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.42 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.52 | 5.00 | +0.52 |
| Martin ratioReturn relative to average drawdown | 16.56 | 15.10 | +1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBSDY | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 2.58 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | 0.84 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | 0.38 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.32 | +0.09 |
Drawdowns
DBSDY vs. IXC - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -74.39%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for DBSDY and IXC.
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Drawdown Indicators
| DBSDY | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -67.88% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -9.66% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -19.06% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -24.93% | +2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -64.16% | +20.22% |
Current DrawdownCurrent decline from peak | -0.38% | -4.84% | +4.46% |
Average DrawdownAverage peak-to-trough decline | -14.98% | -17.48% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.20% | -0.06% |
Volatility
DBSDY vs. IXC - Volatility Comparison
The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 3.37%, while iShares Global Energy ETF (IXC) has a volatility of 7.50%. This indicates that DBSDY experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSDY | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 7.50% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 15.42% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 18.75% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 23.50% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 26.85% | -5.13% |
Dividends
DBSDY vs. IXC - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 4.11%, more than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 4.11% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
IXC iShares Global Energy ETF | 2.79% | 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
DBSDY and IXC have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (7.50%) compared to DBSDY (3.37%). In terms of maximum drawdown, DBSDY dropped -74.39% vs IXC's -67.88%.
DBSDY currently has the higher Sharpe Ratio (3.24 vs 2.58), 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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