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IXC vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IXC having a 23.35% return and FTGC slightly lower at 23.17%. Over the past 10 years, IXC has outperformed FTGC with an annualized return of 8.83%, while FTGC has yielded a comparatively lower 7.29% 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%

FTGC

1D
-0.11%
1M
0.98%
6M
21.09%
YTD
23.17%
1Y
31.25%
3Y*
15.14%
5Y*
12.87%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. FTGC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FTGC
First Trust Global Tactical Commodity Strategy Fund
23.17%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%

Correlation

The correlation between IXC and FTGC is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.58

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

0.62

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

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2013

0.54

The correlation between IXC and FTGC has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

IXC vs. FTGC — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 5151
Overall Rank
IXC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXC Omega Ratio Rank: 5151
Omega Ratio Rank
IXC Calmar Ratio Rank: 4848
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 7474
Overall Rank
FTGC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTGC Omega Ratio Rank: 7979
Omega Ratio Rank
FTGC Calmar Ratio Rank: 6767
Calmar Ratio Rank
FTGC Martin Ratio Rank: 6464
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. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


IXCFTGCDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.95

2.67

-0.72

Martin ratioReturn relative to average drawdown

6.26

9.04

-2.78

IXC vs. FTGC - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.56, which is comparable to the FTGC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IXC and FTGC, 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. FTGC - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for IXC and FTGC.


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Drawdown Indicators


IXCFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-59.47%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-12.34%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-12.34%

-6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-22.64%

-2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-35.91%

-28.25%

Current Drawdown

Current decline from peak

-11.22%

-7.64%

-3.58%

Average Drawdown

Average peak-to-trough decline

-17.45%

-27.27%

+9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.64%

+1.14%

Volatility

IXC vs. FTGC - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.59% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.13%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

4.13%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

13.34%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

15.76%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

15.86%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

14.71%

+12.10%

IXC vs. FTGC - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

IXC vs. FTGC - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 3.08%, less than FTGC's 15.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.73%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%0.00%0.00%
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 FTGC have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.59%) compared to FTGC (4.13%). In terms of maximum drawdown, IXC dropped -67.88% vs FTGC's -59.47%.

On 10-year performance, IXC leads with 8.83% vs 7.29% for FTGC. On fees, IXC is cheaper at 0.40% per year. On volatility, FTGC has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXC has performed better with a 8.83% return vs 7.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXC is cheaper with a 0.40% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.73%, compared with 3.08% for IXC.

IXC is categorized as Energy Equities, while FTGC is Commodities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.40% for IXC and 0.95% for FTGC.

FTGC currently has the higher Sharpe Ratio (2.10 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.

Portfolio Optimizer

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