SNPG vs. IXC

Last updated Jul 12, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - SNPG is a Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Both are passively managed. Over the past 3 years, SNPG returned 24.46%/yr vs 14.69%/yr for IXC. At a 0.15 correlation, their price movements are largely independent. SNPG charges 0.15%/yr vs 0.40%/yr for IXC.

Performance

SNPG vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) 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, SNPG achieves a 11.65% return, which is significantly lower than IXC's 23.35% return.

SNPG

• 1D: 0.22%
• 1M: 1.43%
• 6M: 11.01%
• YTD: 11.65%
• 1Y: 24.48%
• 3Y*: 24.46%
• 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)

SNPG vs. IXC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	11.65%	18.22%	33.99%	38.45%	1.81%
IXC iShares Global Energy ETF	23.35%	13.98%	1.95%	3.92%	-3.06%

Correlation

The correlation between SNPG and IXC is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.15

The correlation between SNPG and IXC shifts across timeframes, from -0.16 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

SNPG vs. IXC - Sectors Allocation Comparison

Sectors	SNPG	IXC
Technology	43.7%	-
Healthcare	13.0%	-
Communication Services	12.5%	-
Financial Services	11.4%	-
Industrials	10.2%	-
Consumer Cyclical	5.5%	-
Real Estate	1.2%	-
Consumer Defensive	1.0%	-
Basic Materials	1.0%	-
Utilities	0.5%	0.2%
Energy	0.0%	99.4%

Return for Risk

SNPG vs. IXC — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 53
SNPG Sharpe Ratio Rank: 54
SNPG Sortino Ratio Rank: 55
SNPG Omega Ratio Rank: 54
SNPG Calmar Ratio Rank: 45
SNPG Martin Ratio Rank: 54

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.

SNPG vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) 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.

	SNPG	IXC	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.56	-0.07
Sortino ratio: Return per unit of downside risk	2.14	2.09	+0.04
Omega ratio: Gain probability vs. loss probability	1.27	1.26	+0.01
Calmar ratio: Return relative to maximum drawdown	1.83	1.95	-0.12
Martin ratio: Return relative to average drawdown	7.36	6.26	+1.10

SNPG vs. IXC - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.49, which is comparable to the IXC Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SNPG 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

SNPG vs. IXC - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for SNPG and IXC.

Drawdown Indicators

	SNPG	IXC	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-67.88%	+46.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-15.36%	+2.24%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-19.06%	-2.63%
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	-3.76%	-11.22%	+7.46%
Average Drawdown Average peak-to-trough decline	-2.53%	-17.45%	+14.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	4.78%	-1.52%

Volatility

SNPG vs. IXC - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 8.03% compared to iShares Global Energy ETF (IXC) at 6.59%. This indicates that SNPG'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.

Volatility by Period

	SNPG	IXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.03%	6.59%	+1.44%
Volatility (6M) Calculated over the trailing 6-month period	14.20%	15.86%	-1.66%
Volatility (1Y) Calculated over the trailing 1-year period	16.15%	19.18%	-3.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.34%	23.45%	-5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	26.81%	-8.47%

SNPG vs. IXC - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than IXC's 0.40% expense ratio.

Dividends

SNPG vs. IXC - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, 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%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.47%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPG and IXC in my portfolio?

SNPG and IXC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPG or IXC?

SNPG has higher volatility (8.03%) compared to IXC (6.59%). In terms of maximum drawdown, SNPG dropped -21.69% vs IXC's -67.88%.

Which ETF is better, SNPG or IXC?

On 3-year performance, SNPG leads with 24.46% vs 14.69% for IXC. On fees, SNPG is cheaper at 0.15% per year. On volatility, IXC has been the lower-risk option at 6.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or IXC?

Over the 3-year period, SNPG has performed better with a 24.46% return vs 14.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPG or IXC?

SNPG is cheaper with a 0.15% expense ratio, compared with 0.40% for IXC.

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

IXC has the higher dividend yield at 3.08%, compared with 0.47% for SNPG.

What is the main difference between SNPG and IXC?

SNPG is categorized as Large Cap Growth Equities, while IXC is Energy Equities. SNPG tracks S&P 500 Growth ESG Index, while IXC tracks S&P Global 1200 Energy Capped Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for SNPG and 0.40% for IXC.

Which has better risk-adjusted returns?

IXC currently has the higher Sharpe Ratio (1.56 vs 1.49), 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.