PortfoliosLab logoPortfoliosLab logo
IOGP.L vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOGP.L vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IOGP.L achieves a 28.57% return, which is significantly lower than IXC's 32.22% return. Over the past 10 years, IOGP.L has underperformed IXC with an annualized return of 7.46%, while IXC has yielded a comparatively higher 10.29% annualized return.


IOGP.L

1D
2.02%
1M
-2.81%
YTD
28.57%
6M
24.95%
1Y
36.79%
3Y*
14.41%
5Y*
16.29%
10Y*
7.46%

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)

IOGP.L vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
28.57%6.29%-0.90%2.72%37.88%67.23%-31.61%8.06%-21.55%-3.94%
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 IOGP.L and IXC is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.66

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

0.67

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

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2011

0.62

The correlation between IOGP.L and IXC has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IOGP.L vs. IXC — Risk / Return Rank

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

IOGP.L
IOGP.L Risk / Return Rank: 4242
Overall Rank
IOGP.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IOGP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
IOGP.L Omega Ratio Rank: 4040
Omega Ratio Rank
IOGP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IOGP.L Martin Ratio Rank: 4040
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.

IOGP.L vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) 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.


IOGP.LIXCDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

2.37

5.00

-2.63

Martin ratioReturn relative to average drawdown

6.32

15.10

-8.78

IOGP.L vs. IXC - Sharpe Ratio Comparison

The current IOGP.L Sharpe Ratio is 1.49, which is lower than the IXC Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of IOGP.L 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.


Loading charts...

Sharpe Ratios by Period


IOGP.LIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.58

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.84

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.38

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.32

-0.25

Drawdowns

IOGP.L vs. IXC - Drawdown Comparison

The maximum IOGP.L drawdown since its inception was -83.56%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for IOGP.L and IXC.


Loading charts...

Drawdown Indicators


IOGP.LIXCDifference

Max Drawdown

Largest peak-to-trough decline

-83.56%

-67.88%

-15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-9.66%

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-19.06%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-32.41%

-24.93%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-74.37%

-64.16%

-10.21%

Current Drawdown

Current decline from peak

-8.38%

-4.84%

-3.54%

Average Drawdown

Average peak-to-trough decline

-35.25%

-17.48%

-17.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

3.20%

+2.61%

Volatility

IOGP.L vs. IXC - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) has a higher volatility of 8.37% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that IOGP.L'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.


Loading charts...

Volatility by Period


IOGP.LIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

7.50%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.52%

15.42%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.66%

18.75%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.34%

23.50%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.81%

26.85%

+5.96%

IOGP.L vs. IXC - Expense Ratio Comparison

IOGP.L has a 0.55% expense ratio, which is higher than IXC's 0.46% expense ratio.


Dividends

IOGP.L vs. IXC - Dividend Comparison

IOGP.L has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
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
2.79%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


IOGP.L and IXC have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXC is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXC is cheaper with a 0.46% expense ratio, compared with 0.55% for IOGP.L.

IOGP.L is categorized as Oil & Gas, while IXC is Energy Equities. IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while IXC tracks S&P Global Energy Sector Index. Their fees differ too: 0.55% for IOGP.L and 0.46% for IXC.

Portfolio Optimizer

Find the right allocation for IOGP.L and IXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer