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IXC vs. ENGW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXC vs. ENGW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and SPDR MSCI World Energy UCITS ETF (ENGW.L). The values are adjusted to include any dividend payments, if applicable.

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IXC vs. ENGW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%11.50%
ENGW.L
SPDR MSCI World Energy UCITS ETF
38.45%15.28%1.82%3.10%11.20%
Different Trading Currencies

IXC is traded in USD, while ENGW.L is traded in GBP. To make them comparable, the ENGW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IXC having a 37.40% return and ENGW.L slightly higher at 38.45%.


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%

ENGW.L

1D
-0.16%
1M
14.12%
YTD
38.45%
6M
42.55%
1Y
43.16%
3Y*
20.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXC vs. ENGW.L - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is higher than ENGW.L's 0.30% expense ratio.


Return for Risk

IXC vs. ENGW.L — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
Martin Ratio Rank

ENGW.L
ENGW.L Risk / Return Rank: 8282
Overall Rank
ENGW.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 8989
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6161
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. ENGW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and SPDR MSCI World Energy UCITS ETF (ENGW.L). 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.


IXCENGW.LDifference

Sharpe ratio

Return per unit of total volatility

1.90

2.08

-0.18

Sortino ratio

Return per unit of downside risk

2.35

2.55

-0.20

Omega ratio

Gain probability vs. loss probability

1.36

1.38

-0.03

Calmar ratio

Return relative to maximum drawdown

2.39

2.36

+0.04

Martin ratio

Return relative to average drawdown

7.98

8.20

-0.21

IXC vs. ENGW.L - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.90, which is comparable to the ENGW.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IXC and ENGW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IXCENGW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.08

-0.18

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

0.73

-0.40

Correlation

The correlation between IXC and ENGW.L is 0.75, 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. ENGW.L - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.68%, while ENGW.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
ENGW.L
SPDR MSCI World Energy UCITS 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%

Drawdowns

IXC vs. ENGW.L - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than ENGW.L's maximum drawdown of -26.08%. Use the drawdown chart below to compare losses from any high point for IXC and ENGW.L.


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Drawdown Indicators


IXCENGW.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-21.65%

-46.23%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-17.60%

-0.43%

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%

-0.51%

-0.61%

Average Drawdown

Average peak-to-trough decline

-17.57%

-8.75%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

6.76%

-1.35%

Volatility

IXC vs. ENGW.L - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 4.41%, while SPDR MSCI World Energy UCITS ETF (ENGW.L) has a volatility of 6.22%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than ENGW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCENGW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.22%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

12.89%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

20.71%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

23.27%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

23.27%

+3.51%