IXP vs. SGRT

Last updated Jun 4, 2026

IXP (iShares Global Comm Services ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. IXP is passively managed, while SGRT is actively managed. At a 0.45 correlation, their price movements are largely independent. IXP charges 0.43%/yr vs 0.59%/yr for SGRT.

Performance

IXP vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Comm Services ETF (IXP) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IXP achieves a 0.11% return, which is significantly lower than SGRT's 51.46% return.

IXP

• 1D: -1.03%
• 1M: -1.23%
• YTD: 0.11%
• 6M: 0.33%
• 1Y: 18.24%
• 3Y*: 23.77%
• 5Y*: 8.96%
• 10Y*: 9.33%

SGRT

• 1D: 0.03%
• 1M: 14.68%
• YTD: 51.46%
• 6M: 56.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXP vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
IXP iShares Global Comm Services ETF	0.11%	6.53%
SGRT SMART Earnings Growth 30 ETF	51.46%	25.25%

Correlation

The correlation between IXP and SGRT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.45

Return for Risk

IXP vs. SGRT — Risk / Return Rank

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

IXP

IXP Risk / Return Rank: 34
IXP Sharpe Ratio Rank: 34
IXP Sortino Ratio Rank: 38
IXP Omega Ratio Rank: 33
IXP Calmar Ratio Rank: 30
IXP Martin Ratio Rank: 34

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.

IXP vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) and SMART Earnings Growth 30 ETF (SGRT). 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.

	IXP	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	1.25	—	—
Sortino ratio: Return per unit of downside risk	1.97	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.49	—	—
Martin ratio: Return relative to average drawdown	5.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IXP	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	3.81	-3.47

Drawdowns

IXP vs. SGRT - Drawdown Comparison

The maximum IXP drawdown since its inception was -50.11%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for IXP and SGRT.

Drawdown Indicators

	IXP	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-50.11%	-17.87%	-32.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.30%	—	—
Current Drawdown Current decline from peak	-4.08%	0.00%	-4.08%
Average Drawdown Average peak-to-trough decline	-11.92%	-3.11%	-8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	—	—

Volatility

Volatility by Period

	IXP	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.62%	33.41%	-18.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	33.41%	-14.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.52%	33.41%	-14.89%

IXP vs. SGRT - Expense Ratio Comparison

IXP has a 0.43% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

IXP vs. SGRT - Dividend Comparison

IXP's dividend yield for the trailing twelve months is around 2.98%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IXP iShares Global Comm Services ETF	2.98%	2.98%	1.35%	1.24%	0.62%	1.80%	0.95%	2.18%	4.32%	3.41%	4.02%	3.89%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IXP and SGRT in my portfolio?

IXP and SGRT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IXP or SGRT?

On fees, IXP is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IXP or SGRT?

IXP is cheaper with a 0.43% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, IXP or SGRT?

IXP has the higher dividend yield at 2.98%, compared with 0.11% for SGRT.

What is the main difference between IXP and SGRT?

Their fees differ too: 0.43% for IXP and 0.59% for SGRT.