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IXC vs. WENS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXC vs. WENS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). The values are adjusted to include any dividend payments, if applicable.

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IXC vs. WENS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%18.43%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
39.21%11.03%0.39%3.17%16.86%
Different Trading Currencies

IXC is traded in USD, while WENS.L is traded in GBP. To make them comparable, the WENS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IXC having a 37.40% return and WENS.L slightly higher at 39.21%.


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%

WENS.L

1D
-0.12%
1M
14.43%
YTD
39.21%
6M
40.52%
1Y
38.86%
3Y*
18.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXC vs. WENS.L - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is higher than WENS.L's 0.25% expense ratio.


Return for Risk

IXC vs. WENS.L — 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

WENS.L
WENS.L Risk / Return Rank: 7777
Overall Rank
WENS.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 8484
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 5252
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. WENS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). 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.


IXCWENS.LDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.88

+0.02

Sortino ratio

Return per unit of downside risk

2.35

2.36

-0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.39

2.12

+0.28

Martin ratio

Return relative to average drawdown

7.98

6.95

+1.03

IXC vs. WENS.L - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 1.90, which is comparable to the WENS.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IXC and WENS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IXCWENS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.88

+0.02

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

0.83

-0.50

Correlation

The correlation between IXC and WENS.L is 0.76, 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.


Dividends

IXC vs. WENS.L - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.68%, while WENS.L has not paid dividends to shareholders.


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%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
0.00%0.00%1.75%3.61%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXC vs. WENS.L - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, which is greater than WENS.L's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for IXC and WENS.L.


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Drawdown Indicators


IXCWENS.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-22.49%

-45.39%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-17.44%

-0.59%

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%

-0.47%

-0.65%

Average Drawdown

Average peak-to-trough decline

-17.57%

-9.16%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

7.35%

-1.94%

Volatility

IXC vs. WENS.L - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 4.41%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a volatility of 6.07%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCWENS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.07%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

12.86%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

20.62%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

21.82%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

21.82%

+4.96%