XIMR vs. IXC
XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) and IXC (iShares Global Energy ETF) are both exchange-traded funds - XIMR is a Options Trading fund actively managed by FT Vest, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. XIMR is actively managed, while IXC is passively managed. Over the past year, XIMR returned 7.59% vs 32.10% for IXC. At a 0.10 correlation, their price movements are largely independent. XIMR charges 0.85%/yr vs 0.40%/yr for IXC.
Performance
XIMR vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, XIMR achieves a 4.25% return, which is significantly lower than IXC's 20.55% return.
XIMR
- 1D
- 0.06%
- 1M
- 0.12%
- YTD
- 4.25%
- 6M
- 4.38%
- 1Y
- 7.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXC
- 1D
- 0.67%
- 1M
- -7.64%
- YTD
- 20.55%
- 6M
- 21.59%
- 1Y
- 32.10%
- 3Y*
- 15.17%
- 5Y*
- 17.36%
- 10Y*
- 9.48%
XIMR vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March | 4.25% | 6.80% | 5.75% |
IXC iShares Global Energy ETF | 20.55% | 13.98% | -4.52% |
Correlation
The correlation between XIMR and IXC is -0.11, 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 | -0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | 0.10 |
The correlation between XIMR and IXC shifts across timeframes, from -0.11 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XIMR vs. IXC — Risk / Return Rank
XIMR
IXC
XIMR vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) 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.
| XIMR | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.53 | ||
| Omega ratioGain probability vs. loss probability | 2.16 | 1.28 | +0.88 |
| Calmar ratioReturn relative to maximum drawdown | 7.03 | 2.33 | +4.70 |
| Martin ratioReturn relative to average drawdown | 56.22 | 8.08 | +48.14 |
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Drawdowns
XIMR vs. IXC - Drawdown Comparison
The maximum XIMR drawdown since its inception was -5.12%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for XIMR and IXC.
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Drawdown Indicators
| XIMR | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.12% | -67.88% | +62.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -13.81% | +12.73% |
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 DrawdownCurrent decline from peak | -0.21% | -13.24% | +13.03% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -17.46% | +17.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.14% | 3.98% | -3.84% |
Volatility
XIMR vs. IXC - Volatility Comparison
The current volatility for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) is 0.78%, while iShares Global Energy ETF (IXC) has a volatility of 6.46%. This indicates that XIMR 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.
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Volatility by Period
| XIMR | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 6.46% | -5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 1.79% | 15.91% | -14.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.04% | 19.08% | -17.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 23.50% | -19.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.33% | 26.82% | -22.49% |
XIMR vs. IXC - Expense Ratio Comparison
XIMR has a 0.85% expense ratio, which is higher than IXC's 0.40% expense ratio.
Dividends
XIMR vs. IXC - Dividend Comparison
XIMR's dividend yield for the trailing twelve months is around 6.42%, more than IXC's 3.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 3.15% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March | 6.42% | 6.41% | 4.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XIMR and IXC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (6.46%) compared to XIMR (0.78%). In terms of maximum drawdown, XIMR dropped -5.12% vs IXC's -67.88%.
On 1-year performance, IXC leads with 32.10% vs 7.59% for XIMR. On fees, IXC is cheaper at 0.40% per year. On volatility, XIMR has been the lower-risk option at 0.78%. 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 32.10% return vs 7.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IXC is cheaper with a 0.40% expense ratio, compared with 0.85% for XIMR.
XIMR has the higher dividend yield at 6.42%, compared with 3.15% for IXC.
XIMR is categorized as Options Trading, while IXC is Energy Equities. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for XIMR and 0.40% for IXC.
XIMR currently has the higher Sharpe Ratio (3.75 vs 1.69), 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.
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