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FILL vs. IXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FILL and IXC is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FILL vs. IXC - Performance Comparison

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

-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.34%
-7.77%
FILL
IXC

Key characteristics

Sharpe Ratio

FILL:

-0.19

IXC:

-0.04

Sortino Ratio

FILL:

-0.15

IXC:

0.05

Omega Ratio

FILL:

0.98

IXC:

1.01

Calmar Ratio

FILL:

-0.18

IXC:

-0.05

Martin Ratio

FILL:

-0.47

IXC:

-0.12

Ulcer Index

FILL:

6.64%

IXC:

5.28%

Daily Std Dev

FILL:

16.15%

IXC:

16.15%

Max Drawdown

FILL:

-65.98%

IXC:

-67.88%

Current Drawdown

FILL:

-16.12%

IXC:

-12.64%

Returns By Period

In the year-to-date period, FILL achieves a -3.07% return, which is significantly lower than IXC's -0.02% return. Both investments have delivered pretty close results over the past 10 years, with FILL having a 4.18% annualized return and IXC not far behind at 4.10%.


FILL

YTD

-3.07%

1M

-10.55%

6M

-11.34%

1Y

-3.54%

5Y*

7.93%

10Y*

4.18%

IXC

YTD

-0.02%

1M

-11.01%

6M

-7.77%

1Y

-0.79%

5Y*

8.47%

10Y*

4.10%

Compare stocks, funds, or ETFs

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


FILL vs. IXC - Expense Ratio Comparison

FILL has a 0.39% expense ratio, which is lower than IXC's 0.46% expense ratio.


IXC
iShares Global Energy ETF
Expense ratio chart for IXC: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for FILL: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

FILL vs. IXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Energy Producers ETF (FILL) 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.


Sharpe ratio
The chart of Sharpe ratio for FILL, currently valued at -0.19, compared to the broader market0.002.004.00-0.19-0.04
The chart of Sortino ratio for FILL, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.00-0.150.05
The chart of Omega ratio for FILL, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.01
The chart of Calmar ratio for FILL, currently valued at -0.18, compared to the broader market0.005.0010.0015.00-0.18-0.05
The chart of Martin ratio for FILL, currently valued at -0.47, compared to the broader market0.0020.0040.0060.0080.00100.00-0.47-0.12
FILL
IXC

The current FILL Sharpe Ratio is -0.19, which is lower than the IXC Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of FILL and IXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
-0.04
FILL
IXC

Dividends

FILL vs. IXC - Dividend Comparison

FILL's dividend yield for the trailing twelve months is around 4.44%, less than IXC's 4.66% yield.


TTM20232022202120202019201820172016201520142013
FILL
iShares MSCI Global Energy Producers ETF
4.44%4.16%4.82%3.93%3.97%5.71%3.17%3.10%2.75%3.41%2.43%2.46%
IXC
iShares Global Energy ETF
4.66%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%2.48%

Drawdowns

FILL vs. IXC - Drawdown Comparison

The maximum FILL drawdown since its inception was -65.98%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for FILL and IXC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.12%
-12.64%
FILL
IXC

Volatility

FILL vs. IXC - Volatility Comparison

iShares MSCI Global Energy Producers ETF (FILL) and iShares Global Energy ETF (IXC) have volatilities of 4.77% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
4.57%
FILL
IXC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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