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IXC vs. DVXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. DVXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and WEBs Energy XLE Defined Volatility ETF (DVXE). 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 32.22% return, which is significantly lower than DVXE's 44.98% 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%

DVXE

1D
1.52%
1M
-1.50%
YTD
44.98%
6M
39.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. DVXE - Yearly Performance Comparison


2026 (YTD)2025
IXC
iShares Global Energy ETF
32.22%6.02%
DVXE
WEBs Energy XLE Defined Volatility ETF
44.98%4.49%

Correlation

The correlation between IXC and DVXE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.95

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Return for Risk

IXC vs. DVXE — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 7676
Overall Rank
IXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7070
Sortino Ratio Rank
IXC Omega Ratio Rank: 6868
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7777
Martin Ratio Rank

DVXE
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. DVXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and WEBs Energy XLE Defined Volatility ETF (DVXE). 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.


IXCDVXEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

5.00

Martin ratioReturn relative to average drawdown

15.10

IXC vs. DVXE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IXCDVXEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

1.99

-1.67

Drawdowns

IXC vs. DVXE - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than DVXE's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for IXC and DVXE.


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Drawdown Indicators


IXCDVXEDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-17.96%

-49.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

Current Drawdown

Current decline from peak

-4.84%

-11.99%

+7.15%

Average Drawdown

Average peak-to-trough decline

-17.48%

-5.80%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

IXC vs. DVXE - Volatility Comparison


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Volatility by Period


IXCDVXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

31.23%

-12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.50%

31.23%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.85%

31.23%

-4.38%

IXC vs. DVXE - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is lower than DVXE's 0.89% expense ratio.


Dividends

IXC vs. DVXE - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.79%, while DVXE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DVXE
WEBs Energy XLE Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.95, IXC and DVXE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IXC is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXC is cheaper with a 0.46% expense ratio, compared with 0.89% for DVXE.

IXC has the higher dividend yield at 2.79%, compared with 0.00% for DVXE.

IXC tracks S&P Global Energy Sector Index, while DVXE tracks Syntax Defined Volatility XLE Index. They also come from different issuers: iShares and WEBs. Their fees differ too: 0.46% for IXC and 0.89% for DVXE.

Portfolio Optimizer

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