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ILIT vs. MGNR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILIT vs. MGNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and American Beacon GLG Natural Resources ETF (MGNR). The values are adjusted to include any dividend payments, if applicable.

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ILIT vs. MGNR - Yearly Performance Comparison


2026 (YTD)20252024
ILIT
Ishares Lithium Miners And Producers ETF
10.21%81.51%-23.53%
MGNR
American Beacon GLG Natural Resources ETF
17.82%50.57%22.78%

Returns By Period

In the year-to-date period, ILIT achieves a 10.21% return, which is significantly lower than MGNR's 17.82% return.


ILIT

1D
-0.06%
1M
-4.38%
YTD
10.21%
6M
40.04%
1Y
118.83%
3Y*
5Y*
10Y*

MGNR

1D
0.74%
1M
-4.73%
YTD
17.82%
6M
27.81%
1Y
75.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILIT vs. MGNR - Expense Ratio Comparison

ILIT has a 0.47% expense ratio, which is lower than MGNR's 0.75% expense ratio.


Return for Risk

ILIT vs. MGNR — Risk / Return Rank

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

ILIT
ILIT Risk / Return Rank: 9393
Overall Rank
ILIT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ILIT Sortino Ratio Rank: 9494
Sortino Ratio Rank
ILIT Omega Ratio Rank: 8686
Omega Ratio Rank
ILIT Calmar Ratio Rank: 9797
Calmar Ratio Rank
ILIT Martin Ratio Rank: 9393
Martin Ratio Rank

MGNR
MGNR Risk / Return Rank: 9696
Overall Rank
MGNR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MGNR Sortino Ratio Rank: 9595
Sortino Ratio Rank
MGNR Omega Ratio Rank: 9696
Omega Ratio Rank
MGNR Calmar Ratio Rank: 9696
Calmar Ratio Rank
MGNR Martin Ratio Rank: 9797
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.

ILIT vs. MGNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and American Beacon GLG Natural Resources ETF (MGNR). 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.


ILITMGNRDifference

Sharpe ratio

Return per unit of total volatility

2.41

2.75

-0.34

Sortino ratio

Return per unit of downside risk

2.95

3.21

-0.26

Omega ratio

Gain probability vs. loss probability

1.36

1.49

-0.14

Calmar ratio

Return relative to maximum drawdown

5.12

4.80

+0.32

Martin ratio

Return relative to average drawdown

14.46

21.49

-7.03

ILIT vs. MGNR - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 2.41, which is comparable to the MGNR Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of ILIT and MGNR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ILITMGNRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.75

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.73

-1.94

Correlation

The correlation between ILIT and MGNR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ILIT vs. MGNR - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 2.06%, more than MGNR's 0.99% yield.


TTM202520242023
ILIT
Ishares Lithium Miners And Producers ETF
2.06%2.27%6.48%0.69%
MGNR
American Beacon GLG Natural Resources ETF
0.99%1.17%0.79%0.00%

Drawdowns

ILIT vs. MGNR - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, which is greater than MGNR's maximum drawdown of -22.06%. Use the drawdown chart below to compare losses from any high point for ILIT and MGNR.


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Drawdown Indicators


ILITMGNRDifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-22.06%

-51.63%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-16.06%

-6.80%

Current Drawdown

Current decline from peak

-27.90%

-4.73%

-23.17%

Average Drawdown

Average peak-to-trough decline

-47.84%

-4.01%

-43.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

3.58%

+4.51%

Volatility

ILIT vs. MGNR - Volatility Comparison

Ishares Lithium Miners And Producers ETF (ILIT) has a higher volatility of 11.70% compared to American Beacon GLG Natural Resources ETF (MGNR) at 8.76%. This indicates that ILIT's price experiences larger fluctuations and is considered to be riskier than MGNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILITMGNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.70%

8.76%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

37.65%

19.87%

+17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

49.70%

27.73%

+21.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.37%

25.39%

+15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.37%

25.39%

+15.98%