PortfoliosLab logoPortfoliosLab logo
IXC vs. RNWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXC vs. RNWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IXC vs. RNWZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%5.51%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
16.02%36.33%-7.36%-3.89%-0.19%

Returns By Period

In the year-to-date period, IXC achieves a 37.40% return, which is significantly higher than RNWZ's 16.02% return.


IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%

RNWZ

1D
2.24%
1M
0.71%
YTD
16.02%
6M
25.57%
1Y
47.86%
3Y*
12.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IXC vs. RNWZ - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is lower than RNWZ's 0.75% expense ratio.


Return for Risk

IXC vs. RNWZ — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
Martin Ratio Rank

RNWZ
RNWZ Risk / Return Rank: 9797
Overall Rank
RNWZ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RNWZ Sortino Ratio Rank: 9797
Sortino Ratio Rank
RNWZ Omega Ratio Rank: 9797
Omega Ratio Rank
RNWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
RNWZ Martin Ratio Rank: 9797
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. RNWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). 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.


IXCRNWZDifference

Sharpe ratio

Return per unit of total volatility

1.90

2.85

-0.95

Sortino ratio

Return per unit of downside risk

2.35

3.65

-1.30

Omega ratio

Gain probability vs. loss probability

1.36

1.54

-0.18

Calmar ratio

Return relative to maximum drawdown

2.39

4.79

-2.40

Martin ratio

Return relative to average drawdown

7.98

19.98

-12.00

IXC vs. RNWZ - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.90, which is lower than the RNWZ Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of IXC and RNWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IXCRNWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.85

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.65

-0.32

Correlation

The correlation between IXC and RNWZ is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IXC vs. RNWZ - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.68%, more than RNWZ's 1.93% yield.


TTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
1.93%2.12%2.36%3.87%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXC vs. RNWZ - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than RNWZ's maximum drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for IXC and RNWZ.


Loading graphics...

Drawdown Indicators


IXCRNWZDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-24.90%

-42.98%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-9.98%

-8.05%

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

-1.12%

0.00%

-1.12%

Average Drawdown

Average peak-to-trough decline

-17.57%

-7.44%

-10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.40%

+3.01%

Volatility

IXC vs. RNWZ - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 4.41%, while TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) has a volatility of 6.69%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than RNWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IXCRNWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.69%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

10.83%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

16.85%

+5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

16.88%

+6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

16.88%

+9.90%