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IXN vs. MCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXN vs. MCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and McDonald's Corporation (MCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXN achieves a 26.76% return, which is significantly higher than MCD's -12.30% return. Over the past 10 years, IXN has outperformed MCD with an annualized return of 23.57%, while MCD has yielded a comparatively lower 10.72% annualized return.


IXN

1D
-1.69%
1M
-5.35%
6M
24.12%
YTD
26.76%
1Y
40.62%
3Y*
28.82%
5Y*
18.59%
10Y*
23.57%
ALL TIME*
12.23%

MCD

1D
0.75%
1M
0.08%
6M
-13.32%
YTD
-12.30%
1Y
-9.14%
3Y*
-0.95%
5Y*
4.10%
10Y*
10.72%
ALL TIME*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.36M$52.46M$63.11M
$1.15B$1.27B$1.25B

IXN vs. MCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
26.76%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
MCD
McDonald's Corporation
-12.30%7.89%0.14%15.06%0.51%27.79%11.30%13.97%5.78%45.05%

Correlation

The correlation between IXN and MCD is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.23

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2001

0.35

The correlation between IXN and MCD shifts across timeframes, from -0.23 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IXN vs. MCD — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 6868
Overall Rank
IXN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 6262
Sortino Ratio Rank
IXN Omega Ratio Rank: 6363
Omega Ratio Rank
IXN Calmar Ratio Rank: 8080
Calmar Ratio Rank
IXN Martin Ratio Rank: 6868
Martin Ratio Rank

MCD
MCD Risk / Return Rank: 2828
Overall Rank
MCD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MCD Sortino Ratio Rank: 2424
Sortino Ratio Rank
MCD Omega Ratio Rank: 2525
Omega Ratio Rank
MCD Calmar Ratio Rank: 3535
Calmar Ratio Rank
MCD Martin Ratio Rank: 3131
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. MCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and McDonald's Corporation (MCD). 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.


IXNMCDDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.27

0.94

+0.32

Calmar ratioReturn relative to maximum drawdown

2.98

-0.36

+3.34

Martin ratioReturn relative to average drawdown

8.35

-0.81

+9.15

IXN vs. MCD - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 1.55, which is higher than the MCD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of IXN and MCD, 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

IXN vs. MCD - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for IXN and MCD.


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Drawdown Indicators


IXNMCDDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-73.20%

+17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-21.99%

+8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-21.99%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-21.99%

-14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-36.90%

+0.60%

Current Drawdown

Current decline from peak

-11.11%

-21.41%

+10.30%

Average Drawdown

Average peak-to-trough decline

-11.24%

-14.90%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

9.81%

-4.90%

Volatility

IXN vs. MCD - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 9.23% compared to McDonald's Corporation (MCD) at 7.94%. This indicates that IXN's price experiences larger fluctuations and is considered to be riskier than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXNMCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

7.94%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

22.90%

14.13%

+8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

26.53%

18.01%

+8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.70%

17.57%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

20.53%

+4.25%

Dividends

IXN vs. MCD - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.82%, less than MCD's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.82%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
MCD
McDonald's Corporation
2.78%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%

Frequently Asked Questions


IXN and MCD have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXN has higher volatility (9.23%) compared to MCD (7.94%). In terms of maximum drawdown, IXN dropped -55.67% vs MCD's -73.20%.

IXN currently has the higher Sharpe Ratio (1.55 vs -0.44), 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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