IXC vs. BG
IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index, while BG (Bunge Limited) is a stock. Over the past 10 years, IXC returned 8.83%/yr vs 9.82%/yr for BG. At a 0.42 correlation, their price movements are largely independent.
Performance
IXC vs. BG - Performance Comparison
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Returns By Period
In the year-to-date period, IXC achieves a 23.35% return, which is significantly lower than BG's 29.85% return. Over the past 10 years, IXC has underperformed BG with an annualized return of 8.83%, while BG has yielded a comparatively higher 9.82% annualized return.
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
BG
- 1D
- 0.62%
- 1M
- -8.75%
- 6M
- 15.68%
- YTD
- 29.85%
- 1Y
- 53.17%
- 3Y*
- 6.89%
- 5Y*
- 11.18%
- 10Y*
- 9.82%
IXC vs. BG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
BG Bunge Limited | 29.85% | 18.56% | -20.74% | 3.79% | 9.28% | 46.77% | 18.92% | 11.77% | -17.99% | -4.76% |
Correlation
The correlation between IXC and BG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2001 | 0.42 |
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Return for Risk
IXC vs. BG — Risk / Return Rank
IXC
BG
IXC vs. BG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Bunge Limited (BG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IXC | BG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.67 | -0.72 |
| Martin ratioReturn relative to average drawdown | 6.26 | 9.27 | -3.01 |
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Drawdowns
IXC vs. BG - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum BG drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for IXC and BG.
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Drawdown Indicators
| IXC | BG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -77.34% | +9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -20.18% | +4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -38.82% | +19.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -41.49% | +16.56% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -60.49% | -3.67% |
Current DrawdownCurrent decline from peak | -11.22% | -13.01% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -28.83% | +11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 5.80% | -1.02% |
Volatility
IXC vs. BG - Volatility Comparison
The current volatility for iShares Global Energy ETF (IXC) is 6.59%, while Bunge Limited (BG) has a volatility of 9.66%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than BG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXC | BG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 9.66% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 20.94% | -5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 30.89% | -11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.45% | 29.36% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.81% | 31.04% | -4.23% |
Dividends
IXC vs. BG - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 3.08%, more than BG's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BG Bunge Limited | 2.47% | 3.12% | 3.48% | 2.55% | 2.31% | 2.76% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% |
IXC iShares Global Energy ETF | 3.08% | 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
IXC and BG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BG has higher volatility (9.66%) compared to IXC (6.59%). In terms of maximum drawdown, IXC dropped -67.88% vs BG's -77.34%.
BG currently has the higher Sharpe Ratio (1.74 vs 1.56), 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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