FBDC vs. IXG
Compare and contrast key facts about FT Confluence BDC & Specialty Finance Income ETF (FBDC) and iShares Global Financials ETF (IXG).
FBDC and IXG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FBDC is an actively managed fund by First Trust. It was launched on Jun 30, 2025. IXG is a passively managed fund by iShares that tracks the performance of the S&P Global Financials Sector Index. It was launched on Nov 12, 2001.
Performance
FBDC vs. IXG - Performance Comparison
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FBDC vs. IXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FBDC FT Confluence BDC & Specialty Finance Income ETF | -9.87% | -2.43% |
IXG iShares Global Financials ETF | -5.62% | 9.97% |
Returns By Period
In the year-to-date period, FBDC achieves a -9.87% return, which is significantly lower than IXG's -5.62% return.
FBDC
- 1D
- 2.30%
- 1M
- 2.24%
- YTD
- -9.87%
- 6M
- -9.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
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FBDC vs. IXG - Expense Ratio Comparison
FBDC has a 13.69% expense ratio, which is higher than IXG's 0.46% expense ratio.
Return for Risk
FBDC vs. IXG — Risk / Return Rank
FBDC
IXG
FBDC vs. IXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Confluence BDC & Specialty Finance Income ETF (FBDC) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| FBDC | IXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.73 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.91 | 0.23 | -1.14 |
Correlation
The correlation between FBDC and IXG is 0.52, 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
FBDC vs. IXG - Dividend Comparison
FBDC's dividend yield for the trailing twelve months is around 9.28%, more than IXG's 2.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBDC FT Confluence BDC & Specialty Finance Income ETF | 9.28% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FBDC vs. IXG - Drawdown Comparison
The maximum FBDC drawdown since its inception was -20.60%, smaller than the maximum IXG drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for FBDC and IXG.
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Drawdown Indicators
| FBDC | IXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -78.42% | +57.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.79% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.47% | — |
Current DrawdownCurrent decline from peak | -17.57% | -8.13% | -9.44% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -19.88% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.44% | — |
Volatility
FBDC vs. IXG - Volatility Comparison
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Volatility by Period
| FBDC | IXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 18.12% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 17.30% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 20.15% | -2.79% |