IXC vs. EIPX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Global Energy ETF (IXC) and FT Energy Income Partners Strategy ETF (EIPX).

IXC and EIPX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXC is a passively managed fund by iShares that tracks the performance of the S&P Global Energy Sector Index. It was launched on Nov 16, 2001. EIPX is an actively managed fund by First Trust. It was launched on Nov 1, 2022.

Performance

IXC vs. EIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and FT Energy Income Partners Strategy ETF (EIPX). The values are adjusted to include any dividend payments, if applicable.

IXC vs. EIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IXC iShares Global Energy ETF	37.40%	13.98%	1.95%	3.92%	-0.63%
EIPX FT Energy Income Partners Strategy ETF	22.41%	11.44%	19.11%	10.74%	0.56%

Returns By Period

In the year-to-date period, IXC achieves a 37.40% return, which is significantly higher than EIPX's 22.41% return.

IXC

• 1D: -0.78%
• 1M: 11.19%
• YTD: 37.40%
• 6M: 40.78%
• 1Y: 42.12%
• 3Y*: 19.66%
• 5Y*: 22.95%
• 10Y*: 11.57%

EIPX

• 1D: -0.56%
• 1M: 3.08%
• YTD: 22.41%
• 6M: 24.64%
• 1Y: 27.37%
• 3Y*: 21.37%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. EIPX - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is lower than EIPX's 0.95% expense ratio.

EIPX

FT Energy Income Partners Strategy ETF

IXC

iShares Global Energy ETF

Return for Risk

IXC vs. EIPX — Risk / Return Rank

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

IXC

IXC Risk / Return Rank: 86
IXC Sharpe Ratio Rank: 90
IXC Sortino Ratio Rank: 88
IXC Omega Ratio Rank: 89
IXC Calmar Ratio Rank: 85
IXC Martin Ratio Rank: 79

EIPX

EIPX Risk / Return Rank: 80
EIPX Sharpe Ratio Rank: 84
EIPX Sortino Ratio Rank: 82
EIPX Omega Ratio Rank: 86
EIPX Calmar Ratio Rank: 73
EIPX Martin Ratio Rank: 77

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. EIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and FT Energy Income Partners Strategy ETF (EIPX). 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	EIPX	Difference
Sharpe ratio Return per unit of total volatility	1.90	1.69	+0.21
Sortino ratio Return per unit of downside risk	2.35	2.13	+0.23
Omega ratio Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio Return relative to maximum drawdown	2.39	1.88	+0.51
Martin ratio Return relative to average drawdown	7.98	8.25	-0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXC vs. EIPX - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.90, which is comparable to the EIPX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of IXC and EIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IXC	EIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	1.69	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.26	-0.93

Correlation

The correlation between IXC and EIPX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IXC vs. EIPX - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.68%, which matches EIPX's 2.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IXC iShares Global Energy ETF	2.68%	3.68%	4.56%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%
EIPX FT Energy Income Partners Strategy ETF	2.67%	3.23%	3.27%	3.48%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IXC vs. EIPX - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than EIPX's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for IXC and EIPX.

Drawdown Indicators

	IXC	EIPX	Difference
Max Drawdown Largest peak-to-trough decline	-67.88%	-15.43%	-52.45%
Max Drawdown (1Y) Largest decline over 1 year	-18.03%	-14.87%	-3.16%
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	-1.12%	-0.95%	-0.17%
Average Drawdown Average peak-to-trough decline	-17.57%	-2.29%	-15.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.41%	3.39%	+2.02%

Volatility

IXC vs. EIPX - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 4.41% compared to FT Energy Income Partners Strategy ETF (EIPX) at 2.90%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than EIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXC	EIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	2.90%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	8.10%	+4.68%
Volatility (1Y) Calculated over the trailing 1-year period	22.29%	16.29%	+6.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.46%	15.19%	+8.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.78%	15.19%	+11.59%