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JXI vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JXI vs. IXC - Performance Comparison

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

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JXI vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JXI
iShares Global Utilities ETF
9.78%25.91%13.14%0.63%-4.17%10.88%5.19%23.94%2.31%14.79%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

In the year-to-date period, JXI achieves a 9.78% return, which is significantly lower than IXC's 37.40% return. Over the past 10 years, JXI has underperformed IXC with an annualized return of 9.56%, while IXC has yielded a comparatively higher 11.57% annualized return.


JXI

1D
0.64%
1M
-3.34%
YTD
9.78%
6M
12.48%
1Y
28.34%
3Y*
16.14%
5Y*
10.63%
10Y*
9.56%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JXI vs. IXC - Expense Ratio Comparison

Both JXI and IXC have an expense ratio of 0.46%.


Return for Risk

JXI vs. IXC — Risk / Return Rank

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

JXI
JXI Risk / Return Rank: 9292
Overall Rank
JXI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JXI Omega Ratio Rank: 9090
Omega Ratio Rank
JXI Calmar Ratio Rank: 9494
Calmar Ratio Rank
JXI Martin Ratio Rank: 9494
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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.

JXI vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) 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.


JXIIXCDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.90

+0.10

Sortino ratio

Return per unit of downside risk

2.55

2.35

+0.20

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratio

Return relative to maximum drawdown

3.56

2.39

+1.17

Martin ratio

Return relative to average drawdown

13.86

7.98

+5.88

JXI vs. IXC - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 2.00, which is comparable to the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JXI 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.


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Sharpe Ratios by Period


JXIIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.90

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.98

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.43

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.33

+0.01

Correlation

The correlation between JXI and IXC is 0.49, 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. IXC - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.33%, less than IXC's 2.68% yield.


TTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.33%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

JXI vs. IXC - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for JXI and IXC.


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Drawdown Indicators


JXIIXCDifference

Max Drawdown

Largest peak-to-trough decline

-50.23%

-67.88%

+17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-18.03%

+9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-24.93%

+2.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-64.16%

+29.96%

Current Drawdown

Current decline from peak

-3.34%

-1.12%

-2.22%

Average Drawdown

Average peak-to-trough decline

-12.91%

-17.57%

+4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

5.41%

-3.31%

Volatility

JXI vs. IXC - Volatility Comparison

iShares Global Utilities ETF (JXI) has a higher volatility of 5.44% compared to iShares Global Energy ETF (IXC) at 4.41%. This indicates that JXI'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.


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Volatility by Period


JXIIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.41%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

12.78%

-3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

22.29%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

23.46%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

26.78%

-9.84%