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IXC vs. CEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. CEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Sprott Physical Gold and Silver Trust (CEF). 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 29.17% return, which is significantly higher than CEF's -4.91% return. Over the past 10 years, IXC has underperformed CEF with an annualized return of 10.05%, while CEF has yielded a comparatively higher 12.56% annualized return.


IXC

1D
0.28%
1M
-3.42%
YTD
29.17%
6M
28.84%
1Y
36.66%
3Y*
17.43%
5Y*
19.14%
10Y*
10.05%

CEF

1D
0.62%
1M
-9.04%
YTD
-4.91%
6M
0.53%
1Y
40.89%
3Y*
33.17%
5Y*
16.96%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. CEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
29.17%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
CEF
Sprott Physical Gold and Silver Trust
-4.91%92.76%24.07%6.80%1.07%-8.32%31.99%16.91%-6.34%18.78%

Correlation

The correlation between IXC and CEF is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.18

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

0.21

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

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.22

The correlation between IXC and CEF shifts across timeframes, from 0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IXC vs. CEF — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 7373
Overall Rank
IXC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6969
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
Martin Ratio Rank

CEF
CEF Risk / Return Rank: 2323
Overall Rank
CEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 2020
Sortino Ratio Rank
CEF Omega Ratio Rank: 2929
Omega Ratio Rank
CEF Calmar Ratio Rank: 2323
Calmar Ratio Rank
CEF Martin Ratio Rank: 1818
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. CEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Sprott Physical Gold and Silver Trust (CEF). 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.


IXCCEFDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratioReturn relative to maximum drawdown

4.05

1.41

+2.64

Martin ratioReturn relative to average drawdown

11.55

3.72

+7.84

IXC vs. CEF - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.08, which is higher than the CEF Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IXC and CEF, 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. CEF - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than CEF's maximum drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for IXC and CEF.


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Drawdown Indicators


IXCCEFDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-62.29%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-30.01%

+20.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-30.01%

+10.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-30.01%

+5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-30.01%

-34.15%

Current Drawdown

Current decline from peak

-7.04%

-26.45%

+19.41%

Average Drawdown

Average peak-to-trough decline

-17.47%

-27.33%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

11.35%

-7.97%

Volatility

IXC vs. CEF - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 6.44%, while Sprott Physical Gold and Silver Trust (CEF) has a volatility of 11.51%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

11.51%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

36.13%

-20.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

38.81%

-20.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

24.54%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

21.96%

+4.88%

IXC vs. CEF - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is lower than CEF's 0.48% expense ratio.


Dividends

IXC vs. CEF - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.85%, while CEF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%
IXC
iShares Global Energy ETF
2.85%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 CEF have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CEF has higher volatility (11.51%) compared to IXC (6.44%). In terms of maximum drawdown, IXC dropped -67.88% vs CEF's -62.29%.

IXC currently has the higher Sharpe Ratio (2.08 vs 1.09), 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.

Portfolio Optimizer

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