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IXC vs. BGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. BGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and BlackRock Energy and Resources Trust (BGR). 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 29.15% return, which is significantly higher than BGR's 21.94% return. Over the past 10 years, IXC has outperformed BGR with an annualized return of 9.79%, while BGR has yielded a comparatively lower 8.57% annualized return.


IXC

1D
-1.93%
1M
8.66%
6M
10.97%
YTD
29.15%
1Y
38.58%
3Y*
15.12%
5Y*
21.10%
10Y*
9.79%
ALL TIME*
8.33%

BGR

1D
-1.98%
1M
6.54%
6M
10.30%
YTD
21.94%
1Y
30.07%
3Y*
16.73%
5Y*
19.79%
10Y*
8.57%
ALL TIME*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.26M$1.33M$1.58M
$59.04M$69.94M$60.17M

IXC vs. BGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
29.15%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
BGR
BlackRock Energy and Resources Trust
21.94%17.34%8.07%5.73%38.90%40.25%-34.78%23.32%-21.21%5.18%

Correlation

The correlation between IXC and BGR is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2004

0.82

The correlation between IXC and BGR has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

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Return for Risk

IXC vs. BGR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXC
IXC Risk / Return Rank: 6666
Overall Rank
IXC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6868
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 6363
Calmar Ratio Rank
IXC Martin Ratio Rank: 5858
Martin Ratio Rank

BGR
BGR Risk / Return Rank: 8080
Overall Rank
BGR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BGR Sortino Ratio Rank: 7676
Sortino Ratio Rank
BGR Omega Ratio Rank: 7979
Omega Ratio Rank
BGR Calmar Ratio Rank: 7878
Calmar Ratio Rank
BGR Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXC vs. BGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and BlackRock Energy and Resources Trust (BGR). 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.


IXCBGRDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.52

2.08

+0.44

Martin ratioReturn relative to average drawdown

7.76

6.14

+1.62

IXC vs. BGR - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.96, which is higher than the BGR Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IXC and BGR, 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. BGR - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum BGR drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for IXC and BGR.


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Drawdown Indicators


IXCBGRDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-72.74%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-14.50%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-18.25%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-24.81%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-66.16%

+2.00%

Current Drawdown

Current decline from peak

-7.05%

-6.85%

-0.20%

Average Drawdown

Average peak-to-trough decline

-17.42%

-20.15%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

4.91%

+0.07%

Volatility

IXC vs. BGR - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.39% compared to BlackRock Energy and Resources Trust (BGR) at 5.80%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than BGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCBGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.80%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.88%

16.35%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

20.78%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

22.61%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.83%

26.86%

-0.03%

Dividends

IXC vs. BGR - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.94%, less than BGR's 7.39% yield.


PositionTTM20252024202320222021202020192018201720162015
BGR
BlackRock Energy and Resources Trust
7.39%8.62%6.66%6.22%4.62%4.75%9.26%7.84%8.91%6.57%6.90%11.93%
IXC
iShares Global Energy ETF
2.94%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 BGR have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.39%) compared to BGR (5.80%). In terms of maximum drawdown, IXC dropped -67.88% vs BGR's -72.74%.

IXC currently has the higher Sharpe Ratio (1.96 vs 1.46), 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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