IXC vs. DHT
IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index, while DHT (DHT Holdings, Inc.) is a stock. Over the past 10 years, IXC returned 8.83%/yr vs 22.43%/yr for DHT. At a 0.38 correlation, their price movements are largely independent.
Performance
IXC vs. DHT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IXC achieves a 23.35% return, which is significantly lower than DHT's 54.52% return. Over the past 10 years, IXC has underperformed DHT with an annualized return of 8.83%, while DHT has yielded a comparatively higher 22.43% 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%
DHT
- 1D
- 4.90%
- 1M
- 6.67%
- 6M
- 40.59%
- YTD
- 54.52%
- 1Y
- 74.34%
- 3Y*
- 37.73%
- 5Y*
- 32.02%
- 10Y*
- 22.43%
IXC vs. DHT - 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% |
DHT DHT Holdings, Inc. | 54.52% | 40.04% | 3.58% | 24.07% | 73.87% | 1.41% | -20.52% | 118.96% | 11.32% | -9.26% |
Correlation
The correlation between IXC and DHT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2005 | 0.38 |
Over the past year, the correlation between IXC and DHT has dropped to 0.14 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IXC vs. DHT — Risk / Return Rank
IXC
DHT
IXC vs. DHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and DHT Holdings, Inc. (DHT). 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 | DHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 4.51 | -2.56 |
| Martin ratioReturn relative to average drawdown | 6.26 | 10.76 | -4.50 |
Loading charts...
Drawdowns
IXC vs. DHT - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum DHT drawdown of -97.12%. Use the drawdown chart below to compare losses from any high point for IXC and DHT.
Loading charts...
Drawdown Indicators
| IXC | DHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -97.12% | +29.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -17.18% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -24.96% | +5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -34.44% | +9.51% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -39.56% | -24.60% |
Current DrawdownCurrent decline from peak | -11.22% | -64.33% | +53.11% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -76.31% | +58.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 7.19% | -2.41% |
Volatility
IXC vs. DHT - Volatility Comparison
The current volatility for iShares Global Energy ETF (IXC) is 6.59%, while DHT Holdings, Inc. (DHT) has a volatility of 16.06%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than DHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IXC | DHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 16.06% | -9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 29.23% | -13.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 36.01% | -16.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.45% | 38.70% | -15.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.81% | 41.66% | -14.85% |
Dividends
IXC vs. DHT - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 3.08%, less than DHT's 8.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHT DHT Holdings, Inc. | 8.28% | 6.06% | 10.76% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% |
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 DHT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHT has higher volatility (16.06%) compared to IXC (6.59%). In terms of maximum drawdown, IXC dropped -67.88% vs DHT's -97.12%.
DHT currently has the higher Sharpe Ratio (2.16 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.
Find the right allocation for IXC and DHT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer