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IXN vs. CLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXN vs. CLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and ProShares Long Online/Short Stores ETF (CLIX). The values are adjusted to include any dividend payments, if applicable.

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IXN vs. CLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
-3.18%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%-0.77%
CLIX
ProShares Long Online/Short Stores ETF
-11.38%32.81%20.73%28.97%-46.73%-39.96%90.91%17.32%6.34%-2.09%

Returns By Period

In the year-to-date period, IXN achieves a -3.18% return, which is significantly higher than CLIX's -11.38% return.


IXN

1D
1.69%
1M
-4.96%
YTD
-3.18%
6M
-1.58%
1Y
34.63%
3Y*
24.07%
5Y*
15.01%
10Y*
20.80%

CLIX

1D
0.09%
1M
-0.66%
YTD
-11.38%
6M
-10.90%
1Y
16.33%
3Y*
17.97%
5Y*
-8.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXN vs. CLIX - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is lower than CLIX's 0.65% expense ratio.


Return for Risk

IXN vs. CLIX — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 7474
Overall Rank
IXN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 7373
Sortino Ratio Rank
IXN Omega Ratio Rank: 6969
Omega Ratio Rank
IXN Calmar Ratio Rank: 8383
Calmar Ratio Rank
IXN Martin Ratio Rank: 7575
Martin Ratio Rank

CLIX
CLIX Risk / Return Rank: 3333
Overall Rank
CLIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CLIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
CLIX Omega Ratio Rank: 3333
Omega Ratio Rank
CLIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
CLIX Martin Ratio Rank: 2828
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.

IXN vs. CLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and ProShares Long Online/Short Stores ETF (CLIX). 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.


IXNCLIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.72

+0.57

Sortino ratio

Return per unit of downside risk

1.90

1.09

+0.81

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

2.48

0.85

+1.64

Martin ratio

Return relative to average drawdown

8.21

2.45

+5.76

IXN vs. CLIX - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 1.29, which is higher than the CLIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IXN and CLIX, 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


IXNCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.72

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

-0.32

+0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.15

+0.33

Correlation

The correlation between IXN and CLIX is 0.61, 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.


Dividends

IXN vs. CLIX - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 1.08%, more than CLIX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
1.08%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
CLIX
ProShares Long Online/Short Stores ETF
0.60%0.46%0.46%0.00%0.00%0.00%1.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXN vs. CLIX - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, smaller than the maximum CLIX drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for IXN and CLIX.


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Drawdown Indicators


IXNCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-73.21%

+17.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-19.57%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-68.22%

+31.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-8.48%

-47.65%

+39.17%

Average Drawdown

Average peak-to-trough decline

-11.34%

-34.54%

+23.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

6.76%

-2.41%

Volatility

IXN vs. CLIX - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 9.16% compared to ProShares Long Online/Short Stores ETF (CLIX) at 7.71%. This indicates that IXN's price experiences larger fluctuations and is considered to be riskier than CLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXNCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

7.71%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

16.27%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

22.90%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

27.03%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

26.03%

-1.84%