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IXC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IXC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.43%
13.62%
IXC
VOO

Returns By Period

In the year-to-date period, IXC achieves a 12.27% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, IXC has underperformed VOO with an annualized return of 4.38%, while VOO has yielded a comparatively higher 13.18% annualized return.


IXC

YTD

12.27%

1M

3.77%

6M

3.43%

1Y

12.78%

5Y (annualized)

11.87%

10Y (annualized)

4.38%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


IXCVOO
Sharpe Ratio0.762.70
Sortino Ratio1.113.60
Omega Ratio1.141.50
Calmar Ratio1.103.90
Martin Ratio2.5817.65
Ulcer Index4.74%1.86%
Daily Std Dev16.02%12.19%
Max Drawdown-67.88%-33.99%
Current Drawdown-1.91%-0.86%

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IXC vs. VOO - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.


IXC
iShares Global Energy ETF
Expense ratio chart for IXC: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

The correlation between IXC and VOO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IXC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for IXC, currently valued at 0.76, compared to the broader market0.002.004.000.762.70
The chart of Sortino ratio for IXC, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.0012.001.113.60
The chart of Omega ratio for IXC, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.50
The chart of Calmar ratio for IXC, currently valued at 1.10, compared to the broader market0.005.0010.0015.001.103.90
The chart of Martin ratio for IXC, currently valued at 2.58, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.5817.65
IXC
VOO

The current IXC Sharpe Ratio is 0.76, which is lower than the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of IXC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.76
2.70
IXC
VOO

Dividends

IXC vs. VOO - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 3.57%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
IXC
iShares Global Energy ETF
3.57%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%2.48%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IXC vs. VOO - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IXC and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.91%
-0.86%
IXC
VOO

Volatility

IXC vs. VOO - Volatility Comparison

iShares Global Energy ETF (IXC) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.92% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.92%
3.99%
IXC
VOO