IXC vs. MTDR
IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index, while MTDR (Matador Resources Company) is a stock. Over the past 10 years, IXC returned 10.52%/yr vs 10.83%/yr for MTDR. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
IXC vs. MTDR - Performance Comparison
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Returns By Period
In the year-to-date period, IXC achieves a 34.71% return, which is significantly higher than MTDR's 19.25% return. Both investments have delivered pretty close results over the past 10 years, with IXC having a 10.52% annualized return and MTDR not far ahead at 10.83%.
IXC
- 1D
- 0.63%
- 1M
- 14.55%
- 6M
- 19.17%
- YTD
- 34.71%
- 1Y
- 43.29%
- 3Y*
- 16.60%
- 5Y*
- 22.34%
- 10Y*
- 10.52%
- ALL TIME*
- 8.52%
MTDR
- 1D
- 3.27%
- 1M
- 1.73%
- 6M
- 11.87%
- YTD
- 19.25%
- 1Y
- 3.12%
- 3Y*
- -1.84%
- 5Y*
- 11.77%
- 10Y*
- 10.83%
- ALL TIME*
- 11.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $40.96M | $62.51M | $57.88M | |
| $116.12M | $98.02M | $97.95M |
IXC vs. MTDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 34.71% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
MTDR Matador Resources Company | 19.25% | -22.31% | 0.37% | 0.57% | 55.83% | 207.33% | -32.89% | 15.71% | -50.11% | 20.85% |
Correlation
The correlation between IXC and MTDR is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2012 | 0.72 |
The correlation between IXC and MTDR has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
IXC vs. MTDR — Risk / Return Rank
IXC
MTDR
IXC vs. MTDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Matador Resources Company (MTDR). 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.
| IXC | MTDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.05 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 0.11 | +2.72 |
| Martin ratioReturn relative to average drawdown | 8.78 | 0.22 | +8.56 |
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Drawdowns
IXC vs. MTDR - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum MTDR drawdown of -96.50%. Use the drawdown chart below to compare losses from any high point for IXC and MTDR.
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Drawdown Indicators
| IXC | MTDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -96.50% | +28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -29.06% | +13.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -46.83% | +27.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -48.29% | +23.36% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -96.50% | +32.34% |
Current DrawdownCurrent decline from peak | -3.05% | -26.94% | +23.89% |
Average DrawdownAverage peak-to-trough decline | -17.42% | -25.07% | +7.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 14.24% | -9.29% |
Volatility
IXC vs. MTDR - Volatility Comparison
The current volatility for iShares Global Energy ETF (IXC) is 6.07%, while Matador Resources Company (MTDR) has a volatility of 14.32%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than MTDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXC | MTDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 14.32% | -8.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 31.69% | -15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 41.65% | -22.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.37% | 46.85% | -23.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.82% | 64.89% | -38.07% |
Dividends
IXC vs. MTDR - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 2.82%, less than MTDR's 2.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.82% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
MTDR Matador Resources Company | 2.88% | 3.09% | 1.51% | 1.14% | 0.52% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IXC and MTDR have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTDR has higher volatility (14.32%) compared to IXC (6.07%). In terms of maximum drawdown, IXC dropped -67.88% vs MTDR's -96.50%.
IXC currently has the higher Sharpe Ratio (2.22 vs 0.08), 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.
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