PortfoliosLab logoPortfoliosLab logo
NYSX vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYSX vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NYSE 100 ETF (NYSX) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


NYSX

1D
1.17%
1M
-2.71%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

ILCB

1D
0.68%
1M
0.02%
6M
8.59%
YTD
10.04%
1Y
21.14%
3Y*
19.48%
5Y*
12.26%
10Y*
14.38%
ALL TIME*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$856.67K$1.50M$1.33M
$239.29K$212.13K$467.73K

NYSX vs. ILCB - Yearly Performance Comparison


Correlation

The correlation between NYSX and ILCB is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.91

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NYSX vs. ILCB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NYSX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ILCB
ILCB Risk / Return Rank: 6464
Overall Rank
ILCB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6161
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6262
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6060
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NYSX vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NYSE 100 ETF (NYSX) and iShares Morningstar U.S. Equity ETF (ILCB). 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.


NYSXILCBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

8.94

NYSX vs. ILCB - Sharpe Ratio Comparison


Loading charts...

Drawdowns

NYSX vs. ILCB - Drawdown Comparison

The maximum NYSX drawdown since its inception was -13.45%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for NYSX and ILCB.


Loading charts...

Drawdown Indicators


NYSXILCBDifference

Max Drawdown

Largest peak-to-trough decline

-13.45%

-51.53%

+38.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-8.69%

-1.64%

-7.05%

Average Drawdown

Average peak-to-trough decline

-3.11%

-6.21%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

NYSX vs. ILCB - Volatility Comparison


Loading charts...

Volatility by Period


NYSXILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

27.48%

13.01%

+14.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.48%

17.24%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.48%

18.18%

+9.30%

NYSX vs. ILCB - Expense Ratio Comparison

NYSX has a 0.09% expense ratio, which is higher than ILCB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NYSX vs. ILCB - Dividend Comparison

NYSX's dividend yield for the trailing twelve months is around 0.05%, less than ILCB's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF
0.98%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
NYSX
Global X NYSE 100 ETF
0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, NYSX and ILCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.09% for NYSX.

ILCB has the higher dividend yield at 0.98%, compared with 0.05% for NYSX.

NYSX tracks NYSE 100 Index, while ILCB tracks Morningstar US Large-Mid Cap Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.09% for NYSX and 0.03% for ILCB.

Portfolio Optimizer

Find the right allocation for NYSX and ILCB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer