LLII vs. IGE
LLII (REX LLY Growth & Income ETF) and IGE (iShares North American Natural Resources ETF) are both exchange-traded funds - LLII is a Derivative Income fund actively managed by REX, while IGE is a Energy Equities fund tracking the S&P North American Natural Resources Sector Index. LLII is actively managed, while IGE is passively managed. At a correlation of -0.08, they often move in opposite directions. LLII charges 0.99%/yr vs 0.39%/yr for IGE.
Performance
LLII vs. IGE - Performance Comparison
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Returns By Period
In the year-to-date period, LLII achieves a 2.07% return, which is significantly lower than IGE's 15.54% return.
LLII
- 1D
- 0.00%
- 1M
- 6.03%
- YTD
- 2.07%
- 6M
- 3.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGE
- 1D
- -0.66%
- 1M
- -6.23%
- YTD
- 15.54%
- 6M
- 14.58%
- 1Y
- 31.93%
- 3Y*
- 18.55%
- 5Y*
- 16.34%
- 10Y*
- 9.09%
LLII vs. IGE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLII REX LLY Growth & Income ETF | 2.07% | 19.74% |
IGE iShares North American Natural Resources ETF | 15.54% | 6.10% |
Correlation
The correlation between LLII and IGE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | -0.08 |
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Return for Risk
LLII vs. IGE — Risk / Return Rank
LLII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGE
LLII vs. IGE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) and iShares North American Natural Resources ETF (IGE). 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.
| LLII | IGE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.65 | — |
| Martin ratioReturn relative to average drawdown | — | 11.94 | — |
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Drawdowns
LLII vs. IGE - Drawdown Comparison
The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum IGE drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for LLII and IGE.
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Drawdown Indicators
| LLII | IGE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.96% | -67.55% | +43.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.80% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.57% | — |
Current DrawdownCurrent decline from peak | -0.71% | -8.73% | +8.02% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -18.87% | +10.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.68% | — |
Volatility
LLII vs. IGE - Volatility Comparison
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Volatility by Period
| LLII | IGE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.58% | 16.51% | +19.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.58% | 22.41% | +13.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.58% | 24.93% | +10.65% |
LLII vs. IGE - Expense Ratio Comparison
LLII has a 0.99% expense ratio, which is higher than IGE's 0.39% expense ratio.
Dividends
LLII vs. IGE - Dividend Comparison
LLII's dividend yield for the trailing twelve months is around 25.62%, more than IGE's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGE iShares North American Natural Resources ETF | 2.07% | 2.32% | 2.54% | 2.85% | 2.96% | 2.92% | 3.34% | 5.55% | 2.68% | 2.11% | 1.66% | 3.08% |
LLII REX LLY Growth & Income ETF | 25.62% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLII and IGE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGE is cheaper with a 0.39% expense ratio, compared with 0.99% for LLII.
LLII has the higher dividend yield at 25.62%, compared with 2.07% for IGE.
LLII is categorized as Derivative Income, while IGE is Energy Equities. They also come from different issuers: REX and iShares. Their fees differ too: 0.99% for LLII and 0.39% for IGE.
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