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IXC vs. BG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. BG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Bunge Limited (BG). The values are adjusted to include any dividend payments, if applicable.

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

IXC vs. BG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IXC
IXC Risk / Return Rank: 5151
Overall Rank
IXC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXC Omega Ratio Rank: 5151
Omega Ratio Rank
IXC Calmar Ratio Rank: 4848
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
Martin Ratio Rank

BG
BG Risk / Return Rank: 8787
Overall Rank
BG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BG Sortino Ratio Rank: 8989
Sortino Ratio Rank
BG Omega Ratio Rank: 8484
Omega Ratio Rank
BG Calmar Ratio Rank: 8484
Calmar Ratio Rank
BG Martin Ratio Rank: 8989
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.

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.


IXCBGDifference
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

IXC vs. BG - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.56, which is comparable to the BG Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IXC and BG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IXCBGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.22%

-13.01%

+1.79%

Average Drawdown

Average peak-to-trough decline

-17.45%

-28.83%

+11.38%

Ulcer Index

Depth 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


IXCBGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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