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IXC vs. MLPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. MLPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and NEOS MLP & Energy Infrastructure High Income ETF (MLPI). 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 22.29% return, which is significantly higher than MLPI's 19.61% return.


IXC

1D
0.44%
1M
-8.68%
YTD
22.29%
6M
23.05%
1Y
31.78%
3Y*
16.38%
5Y*
17.77%
10Y*
9.38%

MLPI

1D
1.09%
1M
-2.18%
YTD
19.61%
6M
18.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. MLPI - Yearly Performance Comparison


Correlation

The correlation between IXC and MLPI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 18, 2025

0.68

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Return for Risk

IXC vs. MLPI — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 4949
Overall Rank
IXC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4646
Sortino Ratio Rank
IXC Omega Ratio Rank: 4545
Omega Ratio Rank
IXC Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXC Martin Ratio Rank: 5151
Martin Ratio Rank

MLPI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MLPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and NEOS MLP & Energy Infrastructure High Income ETF (MLPI). 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.


IXCMLPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.40

Martin ratioReturn relative to average drawdown

8.40

IXC vs. MLPI - Sharpe Ratio Comparison


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Drawdowns

IXC vs. MLPI - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than MLPI's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for IXC and MLPI.


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Drawdown Indicators


IXCMLPIDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-5.38%

-62.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

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

-11.99%

-2.18%

-9.81%

Average Drawdown

Average peak-to-trough decline

-17.46%

-1.49%

-15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

Volatility

IXC vs. MLPI - Volatility Comparison


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Volatility by Period


IXCMLPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

13.05%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

13.05%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.83%

13.05%

+13.78%

IXC vs. MLPI - Expense Ratio Comparison

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


Dividends

IXC vs. MLPI - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 3.11%, less than MLPI's 7.19% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
3.11%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
MLPI
NEOS MLP & Energy Infrastructure High Income ETF
7.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXC and MLPI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXC is cheaper with a 0.40% expense ratio, compared with 0.68% for MLPI.

MLPI has the higher dividend yield at 7.19%, compared with 3.11% for IXC.

IXC is categorized as Energy Equities, while MLPI is MLPs. They also come from different issuers: iShares and NEOS. Their fees differ too: 0.40% for IXC and 0.68% for MLPI.

Portfolio Optimizer

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