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IXC vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Harbor Commodity All-Weather Strategy ETF (HGER). 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 HGER slightly lower at 23.17%.


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%

HGER

1D
-0.84%
1M
0.86%
6M
20.50%
YTD
23.17%
1Y
31.96%
3Y*
18.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXC
iShares Global Energy ETF
23.35%13.98%1.95%3.92%21.99%
HGER
Harbor Commodity All-Weather Strategy ETF
23.17%20.08%9.25%1.93%9.66%

Correlation

The correlation between IXC and HGER is 0.51, 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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.59

The correlation between IXC and HGER has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

IXC vs. HGER — 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

HGER
HGER Risk / Return Rank: 6969
Overall Rank
HGER Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 7272
Sortino Ratio Rank
HGER Omega Ratio Rank: 7575
Omega Ratio Rank
HGER Calmar Ratio Rank: 6060
Calmar Ratio Rank
HGER Martin Ratio Rank: 6262
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. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


IXCHGERDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

1.95

2.39

-0.43

Martin ratioReturn relative to average drawdown

6.26

8.73

-2.47

IXC vs. HGER - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.56, which is comparable to the HGER Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IXC and HGER, 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. HGER - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for IXC and HGER.


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Drawdown Indicators


IXCHGERDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-23.31%

-44.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-14.04%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-14.04%

-5.02%

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

-11.22%

-8.66%

-2.56%

Average Drawdown

Average peak-to-trough decline

-17.45%

-7.71%

-9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.83%

+0.95%

Volatility

IXC vs. HGER - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.59% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 5.75%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

5.75%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

15.35%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

17.37%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

17.67%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

17.67%

+9.14%

IXC vs. HGER - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is lower than HGER's 0.68% expense ratio.


Dividends

IXC vs. HGER - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 3.08%, less than HGER's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
HGER
Harbor Commodity All-Weather Strategy ETF
5.75%7.09%3.28%7.24%0.64%0.00%0.00%0.00%0.00%0.00%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 HGER have a correlation of 0.51, 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 HGER (5.75%). In terms of maximum drawdown, IXC dropped -67.88% vs HGER's -23.31%.

On 3-year performance, HGER leads with 18.60% vs 14.69% for IXC. On fees, IXC is cheaper at 0.40% per year. On volatility, HGER has been the lower-risk option at 5.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HGER has performed better with a 18.60% return vs 14.69%. 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 0.68% for HGER.

HGER has the higher dividend yield at 5.75%, compared with 3.08% for IXC.

IXC is categorized as Energy Equities, while HGER is Commodities. IXC tracks S&P Global 1200 Energy Capped Index, while HGER tracks Quantix Commodity Index - Benchmark TR Net. They also come from different issuers: iShares and Harbor. Their fees differ too: 0.40% for IXC and 0.68% for HGER.

HGER currently has the higher Sharpe Ratio (1.93 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

Find the right allocation for IXC and HGER

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