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HDB vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDB vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HDFC Bank Limited (HDB) 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, HDB achieves a -35.55% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, HDB has underperformed IXC with an annualized return of 4.93%, while IXC has yielded a comparatively higher 10.29% annualized return.


HDB

1D
0.04%
1M
-5.23%
YTD
-35.55%
6M
-34.35%
1Y
-35.64%
3Y*
-8.68%
5Y*
-7.57%
10Y*
4.93%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDB vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDB
HDFC Bank Limited
-35.55%17.07%-2.54%0.16%7.39%-9.29%14.03%22.58%2.44%68.50%
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 HDB and IXC is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2001

0.35

The correlation between HDB and IXC shifts across timeframes, from -0.13 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HDB vs. IXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDB
HDB Risk / Return Rank: 22
Overall Rank
HDB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HDB Sortino Ratio Rank: 11
Sortino Ratio Rank
HDB Omega Ratio Rank: 22
Omega Ratio Rank
HDB Calmar Ratio Rank: 66
Calmar Ratio Rank
HDB Martin Ratio Rank: 11
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 7676
Overall Rank
IXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7070
Sortino Ratio Rank
IXC Omega Ratio Rank: 6868
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7777
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.

HDB vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HDFC Bank Limited (HDB) 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.


HDBIXCDifference
Sharpe ratioReturn per unit of total volatility

-4.05

Sortino ratioReturn per unit of downside risk

-5.49

Omega ratioGain probability vs. loss probability

0.73

1.42

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.90

5.00

-5.90

Martin ratioReturn relative to average drawdown

-1.88

15.10

-16.98

HDB vs. IXC - Sharpe Ratio Comparison

The current HDB Sharpe Ratio is -1.47, which is lower than the IXC Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of HDB 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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Sharpe Ratios by Period


HDBIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.47

2.58

-4.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.84

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.38

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.32

+0.10

Drawdowns

HDB vs. IXC - Drawdown Comparison

The maximum HDB drawdown since its inception was -67.93%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for HDB and IXC.


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Drawdown Indicators


HDBIXCDifference

Max Drawdown

Largest peak-to-trough decline

-67.93%

-67.88%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-39.62%

-9.66%

-29.96%

Max Drawdown (3Y)

Largest decline over 3 years

-39.62%

-19.06%

-20.56%

Max Drawdown (5Y)

Largest decline over 5 years

-39.62%

-24.93%

-14.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.28%

-64.16%

+9.88%

Current Drawdown

Current decline from peak

-39.59%

-4.84%

-34.75%

Average Drawdown

Average peak-to-trough decline

-13.77%

-17.48%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.99%

3.20%

+15.79%

Volatility

HDB vs. IXC - Volatility Comparison

HDFC Bank Limited (HDB) has a higher volatility of 8.54% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that HDB's price experiences larger fluctuations and is considered to be riskier 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


HDBIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

7.50%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.58%

15.42%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

18.75%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.76%

23.50%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.05%

26.85%

+2.20%

Dividends

HDB vs. IXC - Dividend Comparison

HDB's dividend yield for the trailing twelve months is around 3.60%, more than IXC's 2.79% yield.


PositionTTM20252024202320222021202020192018201720162015
HDB
HDFC Bank Limited
3.60%2.32%2.19%2.06%1.70%0.81%0.00%0.17%0.55%0.49%0.66%0.58%
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


HDB and IXC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDB has higher volatility (8.54%) compared to IXC (7.50%). In terms of maximum drawdown, HDB dropped -67.93% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.58 vs -1.47), 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 HDB and IXC

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