PortfoliosLab logoPortfoliosLab logo
SDCP vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDCP vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SDCP achieves a 1.28% return, which is significantly lower than IXC's 20.45% return.


SDCP

1D
-0.02%
1M
0.54%
YTD
1.28%
6M
1.46%
1Y
4.16%
3Y*
5Y*
10Y*

IXC

1D
-1.54%
1M
-10.42%
YTD
20.45%
6M
23.27%
1Y
27.74%
3Y*
14.48%
5Y*
18.65%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDCP vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
1.28%5.37%5.24%1.94%
IXC
iShares Global Energy ETF
20.45%13.98%1.95%0.48%

Correlation

The correlation between SDCP and IXC is -0.19, 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

-0.19

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2023

-0.07

The correlation between SDCP and IXC shifts across timeframes, from -0.19 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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

SDCP vs. IXC — Risk / Return Rank

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

SDCP
SDCP Risk / Return Rank: 9393
Overall Rank
SDCP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SDCP Sortino Ratio Rank: 9696
Sortino Ratio Rank
SDCP Omega Ratio Rank: 9696
Omega Ratio Rank
SDCP Calmar Ratio Rank: 9090
Calmar Ratio Rank
SDCP Martin Ratio Rank: 9090
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 4343
Overall Rank
IXC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXC Omega Ratio Rank: 3939
Omega Ratio Rank
IXC Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXC Martin Ratio Rank: 4747
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.

SDCP vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) 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.


SDCPIXCDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.75

1.25

+0.50

Calmar ratioReturn relative to maximum drawdown

5.07

2.09

+2.97

Martin ratioReturn relative to average drawdown

19.04

7.57

+11.48

SDCP vs. IXC - Sharpe Ratio Comparison

The current SDCP Sharpe Ratio is 3.14, which is higher than the IXC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SDCP 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.


Loading charts...

Drawdowns

SDCP vs. IXC - Drawdown Comparison

The maximum SDCP drawdown since its inception was -1.00%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for SDCP and IXC.


Loading charts...

Drawdown Indicators


SDCPIXCDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-67.88%

+66.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.82%

-13.31%

+12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

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

-0.08%

-13.31%

+13.23%

Average Drawdown

Average peak-to-trough decline

-0.18%

-17.46%

+17.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.68%

-3.46%

Volatility

SDCP vs. IXC - Volatility Comparison

The current volatility for Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) is 0.27%, while iShares Global Energy ETF (IXC) has a volatility of 6.48%. This indicates that SDCP 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.


Loading charts...

Volatility by Period


SDCPIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

6.48%

-6.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

15.86%

-15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

19.16%

-17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.03%

23.52%

-21.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.03%

26.87%

-24.84%

SDCP vs. IXC - Expense Ratio Comparison

SDCP has a 0.35% expense ratio, which is lower than IXC's 0.40% expense ratio.


Dividends

SDCP vs. IXC - Dividend Comparison

SDCP's dividend yield for the trailing twelve months is around 5.22%, more than IXC's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
3.16%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
5.22%5.16%5.25%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SDCP and IXC have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.48%) compared to SDCP (0.27%). In terms of maximum drawdown, SDCP dropped -1.00% vs IXC's -67.88%.

On 1-year performance, IXC leads with 27.74% vs 4.16% for SDCP. On fees, SDCP is cheaper at 0.35% per year. On volatility, SDCP has been the lower-risk option at 0.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IXC has performed better with a 27.74% return vs 4.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDCP is cheaper with a 0.35% expense ratio, compared with 0.40% for IXC.

SDCP has the higher dividend yield at 5.22%, compared with 3.16% for IXC.

SDCP is categorized as Short-Term Bond, while IXC is Energy Equities. They also come from different issuers: Virtus and iShares. Their fees differ too: 0.35% for SDCP and 0.40% for IXC.

SDCP currently has the higher Sharpe Ratio (3.14 vs 1.46), 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.

Portfolio Optimizer

Find the right allocation for SDCP and IXC

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