IXC vs. VDE
Compare and contrast key facts about iShares Global Energy ETF (IXC) and Vanguard Energy ETF (VDE).
IXC and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXC is a passively managed fund by iShares that tracks the performance of the S&P Global Energy Sector Index. It was launched on Nov 16, 2001. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both IXC and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IXC or VDE.
Key characteristics
| IXC | VDE | |
|---|---|---|
| YTD Return | 9.29% | 15.36% |
| 1Y Return | 9.35% | 14.64% |
| 3Y Return (Ann) | 18.24% | 22.10% |
| 5Y Return (Ann) | 11.05% | 15.64% |
| 10Y Return (Ann) | 4.33% | 4.36% |
| Sharpe Ratio | 0.64 | 0.87 |
| Sortino Ratio | 0.95 | 1.28 |
| Omega Ratio | 1.12 | 1.16 |
| Calmar Ratio | 0.93 | 1.17 |
| Martin Ratio | 2.19 | 2.84 |
| Ulcer Index | 4.72% | 5.56% |
| Daily Std Dev | 16.20% | 18.11% |
| Max Drawdown | -67.88% | -74.16% |
| Current Drawdown | -4.51% | -1.75% |
Correlation
The correlation between IXC and VDE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IXC vs. VDE - Performance Comparison
In the year-to-date period, IXC achieves a 9.29% return, which is significantly lower than VDE's 15.36% return. Both investments have delivered pretty close results over the past 10 years, with IXC having a 4.33% annualized return and VDE not far ahead at 4.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IXC vs. VDE - Expense Ratio Comparison
IXC has a 0.46% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
IXC vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Vanguard Energy ETF (VDE). 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.
Dividends
IXC vs. VDE - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 3.67%, more than VDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 3.67% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% | 2.48% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
IXC vs. VDE - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for IXC and VDE. For additional features, visit the drawdowns tool.
Volatility
IXC vs. VDE - Volatility Comparison
The current volatility for iShares Global Energy ETF (IXC) is 3.64%, while Vanguard Energy ETF (VDE) has a volatility of 5.05%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.