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IXC vs. SLYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IXC vs. SLYV

Last updated Jun 12, 2026

IXC (iShares Global Energy ETF) and SLYV (SPDR S&P 600 Small Cap Value ETF) are both exchange-traded funds - IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index, while SLYV is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index. Both are passively managed. Over the past 10 years, IXC returned 9.93%/yr vs 10.53%/yr for SLYV. A 0.59 correlation means they provide meaningful diversification when combined. IXC charges 0.40%/yr vs 0.15%/yr for SLYV.

Performance

IXC vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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 28.81% return, which is significantly higher than SLYV's 18.18% return. Over the past 10 years, IXC has underperformed SLYV with an annualized return of 9.93%, while SLYV has yielded a comparatively higher 10.53% annualized return.

IXC

1D
-1.12%
1M
-1.50%
YTD
28.81%
6M
27.41%
1Y
39.54%
3Y*
17.54%
5Y*
19.08%
10Y*
9.93%

SLYV

1D
1.81%
1M
5.47%
YTD
18.18%
6M
14.15%
1Y
36.99%
3Y*
14.26%
5Y*
6.05%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. SLYV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF		28.81%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
SLYV
SPDR S&P 600 Small Cap Value ETF		18.18%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%

Correlation

The correlation between IXC and SLYV is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

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

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.59

Over the past year, the correlation between IXC and SLYV has dropped to 0.10 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

IXC vs. SLYV - Sectors Allocation Comparison

Sectors
IXC
SLYV

Energy

100.0%
7.6%

Basic Materials

-

7.1%

Communication Services

-

4.4%

Consumer Cyclical

-

15.9%

Consumer Defensive

-

3.8%

Financial Services

-

19.8%

Healthcare

-

7.5%

Industrials

-

11.6%

Real Estate

-

8.7%

Technology

-

11.3%

Utilities

-

2.2%

Energy

IXC
100.0%
SLYV
7.6%

Basic Materials

IXC

-

SLYV
7.1%

Communication Services

IXC

-

SLYV
4.4%

Consumer Cyclical

IXC

-

SLYV
15.9%

Consumer Defensive

IXC

-

SLYV
3.8%

Financial Services

IXC

-

SLYV
19.8%

Healthcare

IXC

-

SLYV
7.5%

Industrials

IXC

-

SLYV
11.6%

Real Estate

IXC

-

SLYV
8.7%

Technology

IXC

-

SLYV
11.3%

Utilities

IXC

-

SLYV
2.2%

Compare stocks, funds, or ETFs

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

iShares Global Energy ETF

SPDR S&P 600 Small Cap Value ETF

Often compared with IXC:
IXC vs. XLEIXC vs. VDEIXC vs. IYEIXC vs. OIHIXC vs. IUES.LIXC vs. DDMIXC vs. XDW0.DE
Often compared with SLYV:
SLYV vs. AVUVSLYV vs. SLYGSLYV vs. VOOSLYV vs. VBRSLYV vs. SPYSLYV vs. VIOVSLYV vs. IWM

Return for Risk

IXC vs. SLYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IXC
IXC Risk / Return Rank: 7777
Overall Rank
IXC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7474
Sortino Ratio Rank
IXC Omega Ratio Rank: 7171
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7676
Martin Ratio Rank
SLYV
SLYV Risk / Return Rank: 7878
Overall Rank
SLYV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 7979
Sortino Ratio Rank
SLYV Omega Ratio Rank: 7171
Omega Ratio Rank
SLYV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SLYV Martin Ratio Rank: 8181
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. SLYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.

IXCSLYVDifference
Sharpe ratioReturn per unit of total volatility
2.11
2.03

+0.08

Sortino ratioReturn per unit of downside risk
2.73
2.92

-0.19

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

4.11

3.97

+0.14

Martin ratioReturn relative to average drawdown

11.84

13.17

-1.33

IXC vs. SLYV - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.11, which is comparable to the SLYV Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IXC and SLYV, 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. SLYV - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than SLYV's maximum drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for IXC and SLYV.

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Drawdown Indicators

IXCSLYVDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-61.15%

-6.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-9.36%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-28.68%

+9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-28.68%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-47.73%

-16.43%

Current Drawdown

Current decline from peak

-7.29%

0.00%

-7.29%

Average Drawdown

Average peak-to-trough decline

-17.47%

-8.94%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.82%

+0.53%

Volatility

IXC vs. SLYV - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.43% compared to SPDR S&P 600 Small Cap Value ETF (SLYV) at 4.80%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IXCSLYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

4.80%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

11.74%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

18.30%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

21.97%

+1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

23.96%

+2.88%

IXC vs. SLYV - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is higher than SLYV's 0.15% expense ratio.

Dividends

IXC vs. SLYV - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.86%, more than SLYV's 1.77% yield.

PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF		2.86%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
SLYV
SPDR S&P 600 Small Cap Value ETF		1.77%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%

Frequently Asked Questions

IXC and SLYV have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.43%) compared to SLYV (4.80%). In terms of maximum drawdown, IXC dropped -67.88% vs SLYV's -61.15%.

On 10-year performance, SLYV leads with 10.53% vs 9.93% for IXC. On fees, SLYV is cheaper at 0.15% per year. On volatility, SLYV has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLYV has performed better with a 10.53% return vs 9.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLYV is cheaper with a 0.15% expense ratio, compared with 0.40% for IXC.

IXC has the higher dividend yield at 2.86%, compared with 1.77% for SLYV.

IXC is categorized as Energy Equities, while SLYV is Small Cap Value Equities. IXC tracks S&P Global 1200 Energy Capped Index, while SLYV tracks S&P SmallCap 600 Value Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IXC and 0.15% for SLYV.

IXC currently has the higher Sharpe Ratio (2.11 vs 2.03), 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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