IBKR vs. IXC
IBKR (Interactive Brokers Group, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 10 years, IBKR returned 25.27%/yr vs 10.29%/yr for IXC. At a 0.36 correlation, their price movements are largely independent.
Performance
IBKR vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, IBKR achieves a 35.80% return, which is significantly higher than IXC's 32.22% return. Over the past 10 years, IBKR has outperformed IXC with an annualized return of 25.27%, while IXC has yielded a comparatively lower 10.29% annualized return.
IBKR
- 1D
- -1.77%
- 1M
- 6.75%
- YTD
- 35.80%
- 6M
- 34.44%
- 1Y
- 68.44%
- 3Y*
- 63.87%
- 5Y*
- 39.33%
- 10Y*
- 25.27%
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%
IBKR vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 35.80% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
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 IBKR and IXC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 7, 2007 | 0.36 |
The correlation between IBKR and IXC shifts across timeframes, from -0.05 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBKR vs. IXC — Risk / Return Rank
IBKR
IXC
IBKR vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) 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.
| IBKR | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 5.00 | -1.32 |
| Martin ratioReturn relative to average drawdown | 9.33 | 15.10 | -5.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBKR | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.58 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.84 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.38 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.32 | +0.12 |
Drawdowns
IBKR vs. IXC - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for IBKR and IXC.
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Drawdown Indicators
| IBKR | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -67.88% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -9.66% | -9.04% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -19.06% | -19.60% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -24.93% | -13.73% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -64.16% | +9.07% |
Current DrawdownCurrent decline from peak | -1.77% | -4.84% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -24.74% | -17.48% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.36% | 3.20% | +4.16% |
Volatility
IBKR vs. IXC - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 10.98% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that IBKR'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
| IBKR | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.98% | 7.50% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 27.35% | 15.42% | +11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 18.75% | +18.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.42% | 23.50% | +10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.34% | 26.85% | +6.49% |
Dividends
IBKR vs. IXC - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.38%, less than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.38% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
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
IBKR and IXC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (10.98%) compared to IXC (7.50%). In terms of maximum drawdown, IBKR dropped -63.66% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs 1.84), 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.
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