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IYE vs. IXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYE and IXC is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IYE vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Energy ETF (IYE) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
418.81%
388.01%
IYE
IXC

Key characteristics

Sharpe Ratio

IYE:

-0.40

IXC:

-0.45

Sortino Ratio

IYE:

-0.38

IXC:

-0.46

Omega Ratio

IYE:

0.95

IXC:

0.93

Calmar Ratio

IYE:

-0.49

IXC:

-0.52

Martin Ratio

IYE:

-1.39

IXC:

-1.53

Ulcer Index

IYE:

7.19%

IXC:

6.51%

Daily Std Dev

IYE:

24.89%

IXC:

22.05%

Max Drawdown

IYE:

-73.74%

IXC:

-67.88%

Current Drawdown

IYE:

-13.84%

IXC:

-11.73%

Returns By Period

In the year-to-date period, IYE achieves a -3.51% return, which is significantly lower than IXC's -0.92% return. Over the past 10 years, IYE has underperformed IXC with an annualized return of 3.02%, while IXC has yielded a comparatively higher 3.92% annualized return.


IYE

YTD

-3.51%

1M

-11.20%

6M

-6.01%

1Y

-10.59%

5Y*

23.20%

10Y*

3.02%

IXC

YTD

-0.92%

1M

-9.78%

6M

-5.90%

1Y

-10.45%

5Y*

20.55%

10Y*

3.92%

*Annualized

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IYE vs. IXC - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is lower than IXC's 0.46% expense ratio.


Expense ratio chart for IXC: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXC: 0.46%
Expense ratio chart for IYE: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYE: 0.42%

Risk-Adjusted Performance

IYE vs. IXC — Risk-Adjusted Performance Rank

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

IYE
The Risk-Adjusted Performance Rank of IYE is 55
Overall Rank
The Sharpe Ratio Rank of IYE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of IYE is 88
Sortino Ratio Rank
The Omega Ratio Rank of IYE is 77
Omega Ratio Rank
The Calmar Ratio Rank of IYE is 22
Calmar Ratio Rank
The Martin Ratio Rank of IYE is 33
Martin Ratio Rank

IXC
The Risk-Adjusted Performance Rank of IXC is 44
Overall Rank
The Sharpe Ratio Rank of IXC is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IXC is 66
Sortino Ratio Rank
The Omega Ratio Rank of IXC is 66
Omega Ratio Rank
The Calmar Ratio Rank of IXC is 22
Calmar Ratio Rank
The Martin Ratio Rank of IXC is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYE vs. IXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and iShares Global Energy ETF (IXC). 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.


The chart of Sharpe ratio for IYE, currently valued at -0.40, compared to the broader market-1.000.001.002.003.004.00
IYE: -0.40
IXC: -0.45
The chart of Sortino ratio for IYE, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00
IYE: -0.38
IXC: -0.46
The chart of Omega ratio for IYE, currently valued at 0.95, compared to the broader market0.501.001.502.00
IYE: 0.95
IXC: 0.93
The chart of Calmar ratio for IYE, currently valued at -0.49, compared to the broader market0.002.004.006.008.0010.0012.00
IYE: -0.49
IXC: -0.52
The chart of Martin ratio for IYE, currently valued at -1.39, compared to the broader market0.0020.0040.0060.00
IYE: -1.39
IXC: -1.53

The current IYE Sharpe Ratio is -0.40, which is comparable to the IXC Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of IYE and IXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.40
-0.45
IYE
IXC

Dividends

IYE vs. IXC - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.95%, less than IXC's 4.61% yield.


TTM20242023202220212020201920182017201620152014
IYE
iShares U.S. Energy ETF
2.95%2.75%2.99%3.37%2.98%4.75%6.60%3.15%2.66%2.11%3.39%2.05%
IXC
iShares Global Energy ETF
4.61%4.57%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%

Drawdowns

IYE vs. IXC - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for IYE and IXC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.84%
-11.73%
IYE
IXC

Volatility

IYE vs. IXC - Volatility Comparison

iShares U.S. Energy ETF (IYE) has a higher volatility of 17.46% compared to iShares Global Energy ETF (IXC) at 15.51%. This indicates that IYE's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.46%
15.51%
IYE
IXC