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

Correlation

The correlation between IXC and XLE is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IXC vs. XLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and Energy Select Sector SPDR Fund (XLE). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
389.30%
505.71%
IXC
XLE

Key characteristics

Sharpe Ratio

IXC:

-0.46

XLE:

-0.46

Sortino Ratio

IXC:

-0.47

XLE:

-0.45

Omega Ratio

IXC:

0.93

XLE:

0.93

Calmar Ratio

IXC:

-0.53

XLE:

-0.57

Martin Ratio

IXC:

-1.55

XLE:

-1.52

Ulcer Index

IXC:

6.54%

XLE:

7.53%

Daily Std Dev

IXC:

22.05%

XLE:

25.08%

Max Drawdown

IXC:

-67.88%

XLE:

-71.54%

Current Drawdown

IXC:

-11.50%

XLE:

-13.92%

Returns By Period

In the year-to-date period, IXC achieves a -0.65% return, which is significantly higher than XLE's -3.07% return. Both investments have delivered pretty close results over the past 10 years, with IXC having a 3.89% annualized return and XLE not far ahead at 4.04%.


IXC

YTD

-0.65%

1M

-10.03%

6M

-5.91%

1Y

-10.72%

5Y*

20.59%

10Y*

3.89%

XLE

YTD

-3.07%

1M

-12.15%

6M

-6.73%

1Y

-11.93%

5Y*

24.00%

10Y*

4.04%

*Annualized

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IXC vs. XLE - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is higher than XLE's 0.13% expense ratio.


Expense ratio chart for IXC: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXC: 0.46%
Expense ratio chart for XLE: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLE: 0.13%

Risk-Adjusted Performance

IXC vs. XLE — Risk-Adjusted Performance Rank

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

IXC
The Risk-Adjusted Performance Rank of IXC is 44
Overall Rank
The Sharpe Ratio Rank of IXC is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IXC is 55
Sortino Ratio Rank
The Omega Ratio Rank of IXC is 55
Omega Ratio Rank
The Calmar Ratio Rank of IXC is 22
Calmar Ratio Rank
The Martin Ratio Rank of IXC is 11
Martin Ratio Rank

XLE
The Risk-Adjusted Performance Rank of XLE is 44
Overall Rank
The Sharpe Ratio Rank of XLE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of XLE is 55
Sortino Ratio Rank
The Omega Ratio Rank of XLE is 55
Omega Ratio Rank
The Calmar Ratio Rank of XLE is 11
Calmar Ratio Rank
The Martin Ratio Rank of XLE is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IXC vs. XLE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and Energy Select Sector SPDR Fund (XLE). 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.


The chart of Sharpe ratio for IXC, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.00
IXC: -0.46
XLE: -0.46
The chart of Sortino ratio for IXC, currently valued at -0.47, compared to the broader market-2.000.002.004.006.008.00
IXC: -0.47
XLE: -0.45
The chart of Omega ratio for IXC, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
IXC: 0.93
XLE: 0.93
The chart of Calmar ratio for IXC, currently valued at -0.53, compared to the broader market0.002.004.006.008.0010.0012.00
IXC: -0.53
XLE: -0.57
The chart of Martin ratio for IXC, currently valued at -1.55, compared to the broader market0.0020.0040.0060.00
IXC: -1.55
XLE: -1.52

The current IXC Sharpe Ratio is -0.46, which is comparable to the XLE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of IXC and XLE, 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 Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.46
-0.46
IXC
XLE

Dividends

IXC vs. XLE - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 4.60%, more than XLE's 3.47% yield.


TTM20242023202220212020201920182017201620152014
IXC
iShares Global Energy ETF
4.60%4.57%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%
XLE
Energy Select Sector SPDR Fund
3.47%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%

Drawdowns

IXC vs. XLE - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum XLE drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for IXC and XLE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.50%
-13.92%
IXC
XLE

Volatility

IXC vs. XLE - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 15.49%, while Energy Select Sector SPDR Fund (XLE) has a volatility of 17.44%. This indicates that IXC experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.49%
17.44%
IXC
XLE