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EIPX vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EIPX vs. IXC

Last updated Jun 23, 2026

EIPX (FT Energy Income Partners Strategy ETF) and IXC (iShares Global Energy ETF) are both Energy Equities funds. EIPX is actively managed, while IXC is passively managed. Over the past 3 years, EIPX returned 20.84%/yr vs 16.21%/yr for IXC. Their correlation of 0.87 suggests significant overlap in exposure. EIPX charges 0.95%/yr vs 0.40%/yr for IXC.

Performance

EIPX vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Energy Income Partners Strategy ETF (EIPX) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIPX achieves a 19.71% return, which is significantly lower than IXC's 21.76% return.

EIPX

1D
0.83%
1M
-4.15%
YTD
19.71%
6M
20.38%
1Y
24.65%
3Y*
20.84%
5Y*
—
10Y*
—

IXC

1D
1.08%
1M
-9.08%
YTD
21.76%
6M
23.49%
1Y
28.26%
3Y*
16.21%
5Y*
17.91%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIPX vs. IXC - Yearly Performance Comparison

2026 (YTD)2025202420232022
EIPX
FT Energy Income Partners Strategy ETF		19.71%11.44%19.11%10.74%1.77%
IXC
iShares Global Energy ETF		21.76%13.98%1.95%3.92%1.07%

Correlation

The correlation between EIPX and IXC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2022

0.87

The correlation between EIPX and IXC has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

EIPX vs. IXC - Sectors Allocation Comparison

Sectors
EIPX
IXC

Energy

68.4%
100.0%

Utilities

26.4%

-

Industrials

4.8%

-

Technology

0.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Energy

EIPX
68.4%
IXC
100.0%

Utilities

EIPX
26.4%
IXC

-

Industrials

EIPX
4.8%
IXC

-

Technology

EIPX
0.3%
IXC

-

Basic Materials

EIPX

-

IXC

-

Communication Services

EIPX

-

IXC

-

Consumer Cyclical

EIPX

-

IXC

-

Consumer Defensive

EIPX

-

IXC

-

Financial Services

EIPX

-

IXC

-

Healthcare

EIPX

-

IXC

-

Real Estate

EIPX

-

IXC

-

Compare stocks, funds, or ETFs

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

FT Energy Income Partners Strategy ETF

iShares Global Energy ETF

Often compared with EIPX:
EIPX vs. QTUMEIPX vs. TNGYEIPX vs. ARPEIPX vs. AAXJEIPX vs. VRAIEIPX vs. GUSHEIPX vs. ENFR
Often compared with IXC:
IXC vs. XLEIXC vs. VDEIXC vs. IYEIXC vs. OIHIXC vs. IUES.LIXC vs. DDMIXC vs. XDW0.DE

Return for Risk

EIPX vs. IXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIPX
EIPX Risk / Return Rank: 7575
Overall Rank
EIPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EIPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
EIPX Omega Ratio Rank: 6565
Omega Ratio Rank
EIPX Calmar Ratio Rank: 8787
Calmar Ratio Rank
EIPX Martin Ratio Rank: 8080
Martin Ratio Rank
IXC
IXC Risk / Return Rank: 4343
Overall Rank
IXC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXC Omega Ratio Rank: 3939
Omega Ratio Rank
IXC Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
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.

EIPX vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Energy Income Partners Strategy ETF (EIPX) 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.

EIPXIXCDifference
Sharpe ratioReturn per unit of total volatility
2.23
1.48

+0.74

Sortino ratioReturn per unit of downside risk
3.18
1.99

+1.19

Omega ratioGain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

4.79

2.13

+2.66

Martin ratioReturn relative to average drawdown

14.89

7.61

+7.28

EIPX vs. IXC - Sharpe Ratio Comparison

The current EIPX Sharpe Ratio is 2.23, which is higher than the IXC Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of EIPX and IXC, 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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Drawdowns

EIPX vs. IXC - Drawdown Comparison

The maximum EIPX drawdown since its inception was -15.43%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for EIPX and IXC.

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Drawdown Indicators

EIPXIXCDifference

Max Drawdown

Largest peak-to-trough decline

-15.43%

-67.88%

+52.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

-13.31%

+8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.43%

-19.06%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.93%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.16%

—

Current Drawdown

Current decline from peak

-4.38%

-12.37%

+7.99%

Average Drawdown

Average peak-to-trough decline

-2.28%

-17.46%

+15.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

3.76%

-2.09%

Volatility

EIPX vs. IXC - Volatility Comparison

The current volatility for FT Energy Income Partners Strategy ETF (EIPX) is 3.41%, while iShares Global Energy ETF (IXC) has a volatility of 6.48%. This indicates that EIPX 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

EIPXIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

6.48%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

15.81%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

19.19%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

23.48%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

26.87%

-11.85%

EIPX vs. IXC - Expense Ratio Comparison

EIPX has a 0.95% expense ratio, which is higher than IXC's 0.40% expense ratio.

Dividends

EIPX vs. IXC - Dividend Comparison

EIPX's dividend yield for the trailing twelve months is around 2.73%, less than IXC's 3.12% yield.

PositionTTM20252024202320222021202020192018201720162015
EIPX
FT Energy Income Partners Strategy ETF		2.73%3.23%3.27%3.48%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF		3.12%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

EIPX and IXC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.48%) compared to EIPX (3.41%). In terms of maximum drawdown, EIPX dropped -15.43% vs IXC's -67.88%.

On 3-year performance, EIPX leads with 20.84% vs 16.21% for IXC. On fees, IXC is cheaper at 0.40% per year. On volatility, EIPX has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EIPX has performed better with a 20.84% return vs 16.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXC is cheaper with a 0.40% expense ratio, compared with 0.95% for EIPX.

IXC has the higher dividend yield at 3.12%, compared with 2.73% for EIPX.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.95% for EIPX and 0.40% for IXC.

EIPX currently has the higher Sharpe Ratio (2.23 vs 1.48), 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.

Portfolio Optimizer

Find the right allocation for EIPX and IXC

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