JXI vs. IBE.MC
Compare and contrast key facts about iShares Global Utilities ETF (JXI) and Iberdrola S.A. (IBE.MC).
JXI is a passively managed fund by iShares that tracks the performance of the S&P Global Utilities Index. It was launched on Sep 21, 2006.
Performance
JXI vs. IBE.MC - Performance Comparison
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JXI vs. IBE.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JXI iShares Global Utilities ETF | 10.76% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | 14.79% |
IBE.MC Iberdrola S.A. | 8.76% | 64.34% | 10.16% | 17.10% | 3.68% | -14.36% | 44.47% | 34.03% | 8.74% | 24.11% |
Different Trading Currencies
JXI is traded in USD, while IBE.MC is traded in EUR. To make them comparable, the IBE.MC values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JXI achieves a 10.76% return, which is significantly higher than IBE.MC's 8.76% return. Over the past 10 years, JXI has underperformed IBE.MC with an annualized return of 9.66%, while IBE.MC has yielded a comparatively higher 18.18% annualized return.
JXI
- 1D
- 0.89%
- 1M
- -1.70%
- YTD
- 10.76%
- 6M
- 12.58%
- 1Y
- 28.98%
- 3Y*
- 16.49%
- 5Y*
- 10.83%
- 10Y*
- 9.66%
IBE.MC
- 1D
- 2.02%
- 1M
- 0.57%
- YTD
- 8.76%
- 6M
- 24.31%
- 1Y
- 48.50%
- 3Y*
- 28.66%
- 5Y*
- 17.30%
- 10Y*
- 18.18%
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Return for Risk
JXI vs. IBE.MC — Risk / Return Rank
JXI
IBE.MC
JXI vs. IBE.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) and Iberdrola S.A. (IBE.MC). 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.
| JXI | IBE.MC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.04 | 2.34 | -0.30 |
Sortino ratioReturn per unit of downside risk | 2.60 | 2.88 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.61 | 5.48 | -1.87 |
Martin ratioReturn relative to average drawdown | 14.00 | 14.24 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JXI | IBE.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.34 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.81 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.83 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.32 | +0.03 |
Correlation
The correlation between JXI and IBE.MC is 0.55, 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
JXI vs. IBE.MC - Dividend Comparison
JXI's dividend yield for the trailing twelve months is around 2.31%, less than IBE.MC's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXI iShares Global Utilities ETF | 2.31% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
IBE.MC Iberdrola S.A. | 3.34% | 3.49% | 4.23% | 4.22% | 4.11% | 4.05% | 3.42% | 3.82% | 4.65% | 4.83% | 2.52% | 2.20% |
Drawdowns
JXI vs. IBE.MC - Drawdown Comparison
The maximum JXI drawdown since its inception was -50.23%, smaller than the maximum IBE.MC drawdown of -76.26%. Use the drawdown chart below to compare losses from any high point for JXI and IBE.MC.
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Drawdown Indicators
| JXI | IBE.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.23% | -71.23% | +21.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.92% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -22.45% | -24.34% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -28.27% | -5.93% |
Current DrawdownCurrent decline from peak | -2.47% | -1.38% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -16.83% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.90% | -0.79% |
Volatility
JXI vs. IBE.MC - Volatility Comparison
The current volatility for iShares Global Utilities ETF (JXI) is 5.23%, while Iberdrola S.A. (IBE.MC) has a volatility of 6.23%. This indicates that JXI experiences smaller price fluctuations and is considered to be less risky than IBE.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JXI | IBE.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 6.23% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 12.17% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 20.43% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 21.09% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 21.63% | -4.69% |