ILIT vs. EIPX

Last updated Jun 4, 2026

ILIT (Ishares Lithium Miners And Producers ETF) and EIPX (FT Energy Income Partners Strategy ETF) are both Energy Equities funds. ILIT is passively managed, while EIPX is actively managed. Over the past year, ILIT returned 181.76% vs 30.04% for EIPX. At a 0.27 correlation, their price movements are largely independent. ILIT charges 0.47%/yr vs 0.95%/yr for EIPX.

Performance

ILIT vs. EIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and FT Energy Income Partners Strategy ETF (EIPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILIT achieves a 25.82% return, which is significantly higher than EIPX's 21.96% return.

ILIT

• 1D: -3.77%
• 1M: -12.04%
• YTD: 25.82%
• 6M: 35.19%
• 1Y: 181.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EIPX

• 1D: 0.19%
• 1M: -2.12%
• YTD: 21.96%
• 6M: 19.46%
• 1Y: 30.04%
• 3Y*: 21.12%
• 5Y*: —
• 10Y*: —

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

ILIT vs. EIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	25.82%	81.51%	-45.14%	-28.86%
EIPX FT Energy Income Partners Strategy ETF	21.96%	11.44%	19.11%	11.04%

Correlation

The correlation between ILIT and EIPX is 0.06, 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	0.06
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.27

Over the past year, the correlation between ILIT and EIPX has dropped to 0.06 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

ILIT vs. EIPX - Sectors Allocation Comparison

Sectors	ILIT	EIPX
Basic Materials	81.9%	-
Industrials	6.4%	4.2%
Technology	4.9%	0.2%
Consumer Cyclical	3.8%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	69.5%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	26.1%

Return for Risk

ILIT vs. EIPX — Risk / Return Rank

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

ILIT

ILIT Risk / Return Rank: 88
ILIT Sharpe Ratio Rank: 94
ILIT Sortino Ratio Rank: 84
ILIT Omega Ratio Rank: 78
ILIT Calmar Ratio Rank: 95
ILIT Martin Ratio Rank: 91

EIPX

EIPX Risk / Return Rank: 86
EIPX Sharpe Ratio Rank: 83
EIPX Sortino Ratio Rank: 85
EIPX Omega Ratio Rank: 77
EIPX Calmar Ratio Rank: 94
EIPX Martin Ratio Rank: 89

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.

ILIT vs. EIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and FT Energy Income Partners Strategy ETF (EIPX). 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.

	ILIT	EIPX	Difference
Sharpe ratio Return per unit of total volatility	3.74	2.71	+1.03
Sortino ratio Return per unit of downside risk	3.84	3.82	+0.02
Omega ratio Gain probability vs. loss probability	1.47	1.46	+0.01
Calmar ratio Return relative to maximum drawdown	8.00	7.32	+0.68
Martin ratio Return relative to average drawdown	22.21	20.31	+1.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILIT vs. EIPX - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 3.74, which is higher than the EIPX Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of ILIT and EIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ILIT	EIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.74	2.71	+1.03
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	1.20	-1.29

Drawdowns

ILIT vs. EIPX - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, which is greater than EIPX's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for ILIT and EIPX.

Drawdown Indicators

	ILIT	EIPX	Difference
Max Drawdown Largest peak-to-trough decline	-73.69%	-15.43%	-58.26%
Max Drawdown (1Y) Largest decline over 1 year	-22.86%	-4.12%	-18.74%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.43%	—
Current Drawdown Current decline from peak	-17.69%	-2.58%	-15.11%
Average Drawdown Average peak-to-trough decline	-45.87%	-2.27%	-43.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.22%	1.49%	+6.73%

Volatility

ILIT vs. EIPX - Volatility Comparison

Ishares Lithium Miners And Producers ETF (ILIT) has a higher volatility of 11.95% compared to FT Energy Income Partners Strategy ETF (EIPX) at 4.01%. This indicates that ILIT's price experiences larger fluctuations and is considered to be riskier than EIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILIT	EIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.95%	4.01%	+7.94%
Volatility (6M) Calculated over the trailing 6-month period	33.28%	8.50%	+24.78%
Volatility (1Y) Calculated over the trailing 1-year period	48.97%	11.17%	+37.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.58%	15.06%	+26.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.58%	15.06%	+26.52%

ILIT vs. EIPX - Expense Ratio Comparison

ILIT has a 0.47% expense ratio, which is lower than EIPX's 0.95% expense ratio.

Dividends

ILIT vs. EIPX - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 1.81%, less than EIPX's 2.68% yield.

Position	TTM	2025	2024	2023	2022
EIPX FT Energy Income Partners Strategy ETF	2.68%	3.23%	3.27%	3.48%	0.34%
ILIT Ishares Lithium Miners And Producers ETF	1.81%	2.27%	6.48%	0.69%	0.00%

Frequently Asked Questions

Can I hold both ILIT and EIPX in my portfolio?

ILIT and EIPX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILIT or EIPX?

ILIT has higher volatility (11.95%) compared to EIPX (4.01%). In terms of maximum drawdown, ILIT dropped -73.69% vs EIPX's -15.43%.

Which ETF is better, ILIT or EIPX?

On 1-year performance, ILIT leads with 181.76% vs 30.04% for EIPX. On fees, ILIT is cheaper at 0.47% per year. On volatility, EIPX has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILIT or EIPX?

Over the 1-year period, ILIT has performed better with a 181.76% return vs 30.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILIT or EIPX?

ILIT is cheaper with a 0.47% expense ratio, compared with 0.95% for EIPX.

Which ETF pays a higher dividend yield, ILIT or EIPX?

EIPX has the higher dividend yield at 2.68%, compared with 1.81% for ILIT.

What is the main difference between ILIT and EIPX?

They also come from different issuers: iShares and First Trust. Their fees differ too: 0.47% for ILIT and 0.95% for EIPX.

Which has better risk-adjusted returns?

ILIT currently has the higher Sharpe Ratio (3.74 vs 2.71), 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.