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IXG vs. DXYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXG vs. DXYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and Destiny Tech100 Inc (DXYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXG achieves a 3.78% return, which is significantly higher than DXYZ's -5.42% return.


IXG

1D
1.28%
1M
4.46%
YTD
3.78%
6M
4.96%
1Y
16.81%
3Y*
23.67%
5Y*
12.27%
10Y*
12.87%

DXYZ

1D
-25.14%
1M
-44.50%
YTD
-5.42%
6M
-23.68%
1Y
-28.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXG vs. DXYZ - Yearly Performance Comparison


2026 (YTD)20252024
IXG
iShares Global Financials ETF
3.78%28.54%15.85%
DXYZ
Destiny Tech100 Inc
-5.42%-47.96%613.45%

Correlation

The correlation between IXG and DXYZ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.29

The correlation between IXG and DXYZ shifts across timeframes, from 0.19 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IXG vs. DXYZ — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 3737
Overall Rank
IXG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 3838
Sortino Ratio Rank
IXG Omega Ratio Rank: 3535
Omega Ratio Rank
IXG Calmar Ratio Rank: 3434
Calmar Ratio Rank
IXG Martin Ratio Rank: 3838
Martin Ratio Rank

DXYZ
DXYZ Risk / Return Rank: 3232
Overall Rank
DXYZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 3838
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 2424
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.

IXG vs. DXYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and Destiny Tech100 Inc (DXYZ). 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.


IXGDXYZDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.21

1.03

+0.18

Calmar ratioReturn relative to maximum drawdown

1.49

-0.47

+1.96

Martin ratioReturn relative to average drawdown

5.26

-0.93

+6.19

IXG vs. DXYZ - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 1.20, which is higher than the DXYZ Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of IXG and DXYZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXG vs. DXYZ - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, smaller than the maximum DXYZ drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for IXG and DXYZ.


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Drawdown Indicators


IXGDXYZDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-90.35%

+11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-59.33%

+48.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

0.00%

-70.97%

+70.97%

Average Drawdown

Average peak-to-trough decline

-19.73%

-68.37%

+48.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

30.12%

-26.91%

Volatility

IXG vs. DXYZ - Volatility Comparison

The current volatility for iShares Global Financials ETF (IXG) is 4.30%, while Destiny Tech100 Inc (DXYZ) has a volatility of 52.18%. This indicates that IXG experiences smaller price fluctuations and is considered to be less risky than DXYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXGDXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

52.18%

-47.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

85.74%

-74.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

101.63%

-87.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

165.45%

-148.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

165.45%

-145.33%

Dividends

IXG vs. DXYZ - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 1.97%, while DXYZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXYZ
Destiny Tech100 Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXG
iShares Global Financials ETF
1.97%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%

Frequently Asked Questions


IXG and DXYZ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (52.18%) compared to IXG (4.30%). In terms of maximum drawdown, IXG dropped -78.42% vs DXYZ's -90.35%.

IXG currently has the higher Sharpe Ratio (1.20 vs -0.28), 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.

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