IXC vs. BGR
IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global Energy Sector Index, while BGR (BlackRock Energy and Resources Trust) is a stock. Over the past 10 years, IXC returned 10.29%/yr vs 8.56%/yr for BGR. Their correlation of 0.82 suggests significant overlap in exposure.
Performance
IXC vs. BGR - Performance Comparison
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Returns By Period
In the year-to-date period, IXC achieves a 32.22% return, which is significantly higher than BGR's 22.44% return. Over the past 10 years, IXC has outperformed BGR with an annualized return of 10.29%, while BGR has yielded a comparatively lower 8.56% annualized return.
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%
BGR
- 1D
- 0.63%
- 1M
- -3.95%
- YTD
- 22.44%
- 6M
- 19.36%
- 1Y
- 37.77%
- 3Y*
- 18.67%
- 5Y*
- 17.50%
- 10Y*
- 8.56%
IXC vs. BGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BGR BlackRock Energy and Resources Trust | 22.44% | 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 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2004 | 0.82 |
The correlation between IXC and BGR has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
IXC vs. BGR — Risk / Return Rank
IXC
BGR
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.
| IXC | BGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 3.88 | +1.13 |
| Martin ratioReturn relative to average drawdown | 15.10 | 11.91 | +3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IXC | BGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 1.95 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.77 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.32 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.21 | +0.11 |
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
| IXC | BGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -72.74% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -9.79% | +0.13% |
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 DrawdownCurrent decline from peak | -4.84% | -6.47% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -17.48% | -20.25% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.18% | +0.02% |
Volatility
IXC vs. BGR - Volatility Comparison
iShares Global Energy ETF (IXC) and BlackRock Energy and Resources Trust (BGR) have volatilities of 7.50% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXC | BGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 7.41% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 17.41% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 19.50% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.50% | 22.87% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.85% | 26.85% | 0.00% |
Dividends
IXC vs. BGR - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 2.79%, less than BGR's 7.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 7.27% | 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 | 2.79% | 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
IXC and BGR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (7.50%) compared to BGR (7.41%). In terms of maximum drawdown, IXC dropped -67.88% vs BGR's -72.74%.
IXC currently has the higher Sharpe Ratio (2.58 vs 1.95), 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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