OSEA vs. IXC

Last updated Jul 12, 2026

OSEA (Harbor International Compounders ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - OSEA is a Foreign Large Cap Equities fund actively managed by Harbor, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. OSEA is actively managed, while IXC is passively managed. Over the past 3 years, OSEA returned 7.29%/yr vs 14.69%/yr for IXC. At a 0.21 correlation, their price movements are largely independent. OSEA charges 0.55%/yr vs 0.40%/yr for IXC.

Performance

OSEA vs. IXC - Performance Comparison

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

Returns By Period

In the year-to-date period, OSEA achieves a -1.06% return, which is significantly lower than IXC's 23.35% return.

OSEA

• 1D: -0.40%
• 1M: -0.94%
• 6M: -3.03%
• YTD: -1.06%
• 1Y: 3.58%
• 3Y*: 7.29%
• 5Y*: —
• 10Y*: —

IXC

• 1D: 0.51%
• 1M: -4.50%
• 6M: 20.68%
• YTD: 23.35%
• 1Y: 29.02%
• 3Y*: 14.69%
• 5Y*: 18.91%
• 10Y*: 8.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSEA vs. IXC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OSEA Harbor International Compounders ETF	-1.06%	18.49%	-0.73%	20.88%	10.14%
IXC iShares Global Energy ETF	23.35%	13.98%	1.95%	3.92%	11.49%

Correlation

The correlation between OSEA and IXC is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.21

The correlation between OSEA and IXC shifts across timeframes, from -0.13 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

OSEA vs. IXC - Sectors Allocation Comparison

Sectors	OSEA	IXC
Technology	22.7%	-
Industrials	20.5%	-
Financial Services	16.1%	-
Consumer Cyclical	11.5%	-
Consumer Defensive	10.0%	-
Healthcare	9.8%	-
Communication Services	6.5%	-
Basic Materials	5.8%	-
Utilities	3.5%	0.2%
Energy	-	99.4%
Real Estate	-	-

Return for Risk

OSEA vs. IXC — Risk / Return Rank

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

OSEA

OSEA Risk / Return Rank: 12
OSEA Sharpe Ratio Rank: 12
OSEA Sortino Ratio Rank: 11
OSEA Omega Ratio Rank: 11
OSEA Calmar Ratio Rank: 12
OSEA Martin Ratio Rank: 14

IXC

IXC Risk / Return Rank: 51
IXC Sharpe Ratio Rank: 58
IXC Sortino Ratio Rank: 53
IXC Omega Ratio Rank: 51
IXC Calmar Ratio Rank: 48
IXC Martin Ratio Rank: 47

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.

OSEA vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) 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.

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.

	OSEA	IXC	Difference
Sharpe ratio: Return per unit of total volatility	0.16	1.56	-1.41
Sortino ratio: Return per unit of downside risk	0.33	2.09	-1.76
Omega ratio: Gain probability vs. loss probability	1.04	1.26	-0.22
Calmar ratio: Return relative to maximum drawdown	0.22	1.95	-1.73
Martin ratio: Return relative to average drawdown	0.74	6.26	-5.52

OSEA vs. IXC - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.16, which is lower than the IXC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of OSEA and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OSEA vs. IXC - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for OSEA and IXC.

Drawdown Indicators

	OSEA	IXC	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-67.88%	+49.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-15.36%	+4.28%
Max Drawdown (3Y) Largest decline over 3 years	-18.14%	-19.06%	+0.92%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.16%	—
Current Drawdown Current decline from peak	-4.80%	-11.22%	+6.42%
Average Drawdown Average peak-to-trough decline	-3.82%	-17.45%	+13.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	4.78%	-1.46%

Volatility

OSEA vs. IXC - Volatility Comparison

The current volatility for Harbor International Compounders ETF (OSEA) is 5.03%, while iShares Global Energy ETF (IXC) has a volatility of 6.59%. This indicates that OSEA experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSEA	IXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	6.59%	-1.56%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	15.86%	-2.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	19.18%	-3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	23.45%	-6.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	26.81%	-10.17%

OSEA vs. IXC - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is higher than IXC's 0.40% expense ratio.

Dividends

OSEA vs. IXC - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 1.26%, less than IXC's 3.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IXC iShares Global Energy ETF	3.08%	3.68%	4.56%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%
OSEA Harbor International Compounders ETF	1.26%	1.24%	0.51%	0.65%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OSEA and IXC in my portfolio?

OSEA and IXC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSEA or IXC?

IXC has higher volatility (6.59%) compared to OSEA (5.03%). In terms of maximum drawdown, OSEA dropped -18.14% vs IXC's -67.88%.

Which ETF is better, OSEA or IXC?

On 3-year performance, IXC leads with 14.69% vs 7.29% for OSEA. On fees, IXC is cheaper at 0.40% per year. On volatility, OSEA has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OSEA or IXC?

Over the 3-year period, IXC has performed better with a 14.69% return vs 7.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OSEA or IXC?

IXC is cheaper with a 0.40% expense ratio, compared with 0.55% for OSEA.

Which ETF pays a higher dividend yield, OSEA or IXC?

IXC has the higher dividend yield at 3.08%, compared with 1.26% for OSEA.

What is the main difference between OSEA and IXC?

OSEA is categorized as Foreign Large Cap Equities, while IXC is Energy Equities. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.55% for OSEA and 0.40% for IXC.

Which has better risk-adjusted returns?

IXC currently has the higher Sharpe Ratio (1.56 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.