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

Performance

IXC vs. TPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Tortoise Electrification Infrastructure ETF (TPZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IXC achieves a 27.41% return, which is significantly higher than TPZ's 10.28% return. Over the past 10 years, IXC has outperformed TPZ with an annualized return of 9.23%, while TPZ has yielded a comparatively lower 8.62% annualized return.


IXC

1D
0.46%
1M
2.57%
6M
21.42%
YTD
27.41%
1Y
36.71%
3Y*
16.54%
5Y*
21.32%
10Y*
9.23%

TPZ

1D
0.03%
1M
2.16%
6M
7.44%
YTD
10.28%
1Y
13.35%
3Y*
25.21%
5Y*
18.00%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. TPZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
27.41%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
TPZ
Tortoise Electrification Infrastructure ETF
10.28%5.67%53.88%20.72%2.44%29.31%-27.84%15.61%-16.12%-0.30%

Correlation

The correlation between IXC and TPZ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.48

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

0.58

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2009

0.53

The correlation between IXC and TPZ shifts across timeframes, from 0.34 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IXC vs. TPZ — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 6565
Overall Rank
IXC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6868
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 6060
Calmar Ratio Rank
IXC Martin Ratio Rank: 5555
Martin Ratio Rank

TPZ
TPZ Risk / Return Rank: 3737
Overall Rank
TPZ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TPZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPZ Omega Ratio Rank: 3030
Omega Ratio Rank
TPZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
TPZ Martin Ratio Rank: 3838
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. TPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Tortoise Electrification Infrastructure ETF (TPZ). 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.


IXCTPZDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

2.40

2.13

+0.27

Martin ratioReturn relative to average drawdown

7.55

4.70

+2.84

IXC vs. TPZ - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.91, which is higher than the TPZ Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IXC and TPZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IXC vs. TPZ - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum TPZ drawdown of -78.17%. Use the drawdown chart below to compare losses from any high point for IXC and TPZ.


Loading charts...

Drawdown Indicators


IXCTPZDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-78.17%

+10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-6.29%

-9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-17.78%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-17.78%

-7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-77.04%

+12.88%

Current Drawdown

Current decline from peak

-8.30%

-2.59%

-5.71%

Average Drawdown

Average peak-to-trough decline

-17.45%

-11.88%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

2.84%

+2.04%

Volatility

IXC vs. TPZ - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 6.19% compared to Tortoise Electrification Infrastructure ETF (TPZ) at 3.91%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than TPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IXCTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

3.91%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

10.78%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

13.76%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

17.69%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.81%

27.70%

-0.89%

IXC vs. TPZ - Expense Ratio Comparison

IXC has a 0.40% expense ratio, which is lower than TPZ's 0.85% expense ratio.


Dividends

IXC vs. TPZ - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.98%, less than TPZ's 3.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.98%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
TPZ
Tortoise Electrification Infrastructure ETF
3.69%3.99%5.88%8.99%9.52%4.77%8.80%8.84%9.41%7.28%6.88%9.68%

Frequently Asked Questions


IXC and TPZ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.19%) compared to TPZ (3.91%). In terms of maximum drawdown, IXC dropped -67.88% vs TPZ's -78.17%.

On 10-year performance, IXC leads with 9.23% vs 8.62% for TPZ. On fees, IXC is cheaper at 0.40% per year. On volatility, TPZ has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXC has performed better with a 9.23% return vs 8.62%. 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 0.85% for TPZ.

TPZ has the higher dividend yield at 3.69%, compared with 2.98% for IXC.

They also come from different issuers: iShares and Tortoise. Their fees differ too: 0.40% for IXC and 0.85% for TPZ.

IXC currently has the higher Sharpe Ratio (1.91 vs 0.97), 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

Find the right allocation for IXC and TPZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer