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

Performance

SPOT vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) 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, SPOT achieves a -16.04% return, which is significantly lower than IXC's 32.22% return.


SPOT

1D
-2.78%
1M
11.24%
YTD
-16.04%
6M
-12.50%
1Y
-27.35%
3Y*
47.56%
5Y*
15.60%
10Y*

IXC

1D
0.87%
1M
-1.75%
YTD
32.22%
6M
30.00%
1Y
48.10%
3Y*
18.84%
5Y*
19.64%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. IXC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-16.04%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-23.83%
IXC
iShares Global Energy ETF
32.22%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-10.89%

Correlation

The correlation between SPOT and IXC is -0.05, 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 (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2018

0.13

The correlation between SPOT and IXC shifts across timeframes, from -0.05 (1 year) to 0.13 (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

SPOT vs. IXC — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1717
Overall Rank
SPOT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1616
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 7676
Overall Rank
IXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7070
Sortino Ratio Rank
IXC Omega Ratio Rank: 6868
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7777
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.

SPOT vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.


SPOTIXCDifference
Sharpe ratioReturn per unit of total volatility

-3.18

Sortino ratioReturn per unit of downside risk

-3.92

Omega ratioGain probability vs. loss probability

0.92

1.42

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.59

5.00

-5.59

Martin ratioReturn relative to average drawdown

-1.03

15.10

-16.13

SPOT vs. IXC - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.60, which is lower than the IXC Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SPOT 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...

Sharpe Ratios by Period


SPOTIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

2.58

-3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.84

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.32

+0.01

Drawdowns

SPOT vs. IXC - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for SPOT and IXC.


Loading charts...

Drawdown Indicators


SPOTIXCDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-67.88%

-12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-9.66%

-37.14%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-19.06%

-27.74%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-24.93%

-51.46%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

Current Drawdown

Current decline from peak

-37.16%

-4.84%

-32.32%

Average Drawdown

Average peak-to-trough decline

-30.80%

-17.48%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.48%

3.20%

+23.28%

Volatility

SPOT vs. IXC - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 16.77% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that SPOT'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.


Loading charts...

Volatility by Period


SPOTIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.77%

7.50%

+9.27%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

15.42%

+22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

45.43%

18.75%

+26.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.62%

23.50%

+24.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.29%

26.85%

+20.44%

Dividends

SPOT vs. IXC - Dividend Comparison

SPOT has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.79%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
SPOT
Spotify Technology S.A.
0.00%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


SPOT and IXC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (16.77%) compared to IXC (7.50%). In terms of maximum drawdown, SPOT dropped -80.51% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.58 vs -0.60), 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 SPOT 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