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IXC vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and VanEck Commodity Strategy ETF (PIT). 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 29.17% return, which is significantly lower than PIT's 32.48% return.


IXC

1D
0.28%
1M
-1.67%
YTD
29.17%
6M
28.84%
1Y
36.66%
3Y*
17.43%
5Y*
19.14%
10Y*
10.05%

PIT

1D
-1.00%
1M
-9.18%
YTD
32.48%
6M
34.12%
1Y
45.92%
3Y*
21.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXC
iShares Global Energy ETF
29.17%13.98%1.95%3.92%0.83%
PIT
VanEck Commodity Strategy ETF
32.48%21.63%6.77%-4.54%1.67%

Correlation

The correlation between IXC and PIT is 0.65, 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

0.65

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

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.64

The correlation between IXC and PIT has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.

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Return for Risk

IXC vs. PIT — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 7373
Overall Rank
IXC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6969
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 8282
Overall Rank
PIT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
PIT Omega Ratio Rank: 7878
Omega Ratio Rank
PIT Calmar Ratio Rank: 8989
Calmar Ratio Rank
PIT Martin Ratio Rank: 8787
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and VanEck Commodity Strategy ETF (PIT). 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.


IXCPITDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

4.05

4.66

-0.61

Martin ratioReturn relative to average drawdown

11.55

15.95

-4.39

IXC vs. PIT - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.08, which is comparable to the PIT Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IXC and PIT, 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. PIT - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than PIT's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for IXC and PIT.


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Drawdown Indicators


IXCPITDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-12.27%

-55.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-10.56%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-12.27%

-6.79%

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

-7.04%

-10.56%

+3.52%

Average Drawdown

Average peak-to-trough decline

-17.47%

-4.02%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.08%

+0.30%

Volatility

IXC vs. PIT - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.44% compared to VanEck Commodity Strategy ETF (PIT) at 4.99%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

4.99%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

19.29%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

21.58%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

17.50%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

17.50%

+9.34%

IXC vs. PIT - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is lower than PIT's 0.55% expense ratio.


Dividends

IXC vs. PIT - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.85%, less than PIT's 6.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.85%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
PIT
VanEck Commodity Strategy ETF
6.73%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXC and PIT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.44%) compared to PIT (4.99%). In terms of maximum drawdown, IXC dropped -67.88% vs PIT's -12.27%.

On 3-year performance, PIT leads with 21.53% vs 17.43% for IXC. On fees, IXC is cheaper at 0.40% per year. On volatility, PIT has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 21.53% return vs 17.43%. 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 0.55% for PIT.

PIT has the higher dividend yield at 6.73%, compared with 2.85% for IXC.

IXC is categorized as Energy Equities, while PIT is Commodities. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IXC and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (2.28 vs 2.08), 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.

Portfolio Optimizer

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