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GAVA vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAVA vs. IXC - Performance Comparison

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

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Returns By Period


GAVA

1D
-1.11%
1M
-5.05%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

IXC

1D
0.63%
1M
13.16%
6M
19.17%
YTD
34.71%
1Y
45.16%
3Y*
16.60%
5Y*
22.34%
10Y*
10.52%
ALL TIME*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$25.36K$35.54K$52.60K
$40.96M$62.51M$57.88M

GAVA vs. IXC - Yearly Performance Comparison


Correlation

The correlation between GAVA and IXC is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

-0.28

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Return for Risk

GAVA vs. IXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAVA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IXC
IXC Risk / Return Rank: 8282
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
IXC Omega Ratio Rank: 8585
Omega Ratio Rank
IXC Calmar Ratio Rank: 7979
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAVA vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Avalanche Staking ETF (GAVA) 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.


GAVAIXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.83

Martin ratioReturn relative to average drawdown

8.78

GAVA vs. IXC - Sharpe Ratio Comparison


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Drawdowns

GAVA vs. IXC - Drawdown Comparison

The maximum GAVA drawdown since its inception was -40.42%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for GAVA and IXC.


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Drawdown Indicators


GAVAIXCDifference

Max Drawdown

Largest peak-to-trough decline

-40.42%

-67.88%

+27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

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

-37.27%

-3.05%

-34.22%

Average Drawdown

Average peak-to-trough decline

-19.71%

-17.42%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

Volatility

GAVA vs. IXC - Volatility Comparison


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Volatility by Period


GAVAIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

52.40%

19.61%

+32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.40%

23.37%

+29.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.40%

26.82%

+25.58%

GAVA vs. IXC - Expense Ratio Comparison

GAVA has a 0.35% expense ratio, which is lower than IXC's 0.40% expense ratio.


Dividends

GAVA vs. IXC - Dividend Comparison

GAVA has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM20252024202320222021202020192018201720162015
GAVA
Grayscale Avalanche Staking ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXC
iShares Global Energy ETF
2.82%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


GAVA and IXC have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAVA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAVA is cheaper with a 0.35% expense ratio, compared with 0.40% for IXC.

IXC has the higher dividend yield at 2.82%, compared with 0.00% for GAVA.

GAVA is categorized as Cryptocurrency, while IXC is Energy Equities. They also come from different issuers: Grayscale and iShares. Their fees differ too: 0.35% for GAVA and 0.40% for IXC.

Portfolio Optimizer

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