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IXG vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXG vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and Portfolio Building Block European Banks Index ETF (PBEU). 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 -0.23% return, which is significantly lower than PBEU's 6.67% return.


IXG

1D
-1.08%
1M
0.73%
YTD
-0.23%
6M
3.74%
1Y
12.70%
3Y*
22.63%
5Y*
10.96%
10Y*
11.83%

PBEU

1D
-2.01%
1M
5.50%
YTD
6.67%
6M
14.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXG vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between IXG and PBEU is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.82

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Return for Risk

IXG vs. PBEU — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 2525
Overall Rank
IXG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 2626
Sortino Ratio Rank
IXG Omega Ratio Rank: 2424
Omega Ratio Rank
IXG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IXG Martin Ratio Rank: 2828
Martin Ratio Rank

PBEU
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. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


IXGPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.13

Martin ratioReturn relative to average drawdown

3.97

IXG vs. PBEU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IXGPBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.45

-1.21

Drawdowns

IXG vs. PBEU - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for IXG and PBEU.


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Drawdown Indicators


IXGPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-17.26%

-61.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

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

-2.88%

-2.18%

-0.70%

Average Drawdown

Average peak-to-trough decline

-19.75%

-4.23%

-15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

IXG vs. PBEU - Volatility Comparison


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Volatility by Period


IXGPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

27.88%

-14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

27.88%

-10.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

27.88%

-7.76%

IXG vs. PBEU - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

IXG vs. PBEU - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.05%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF
2.05%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXG and PBEU have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.46% for IXG.

IXG has the higher dividend yield at 2.05%, compared with 0.01% for PBEU.

IXG tracks S&P Global Financials Sector Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: iShares and Portfolio Building Block. Their fees differ too: 0.46% for IXG and 0.13% for PBEU.

Portfolio Optimizer

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