YDEC vs. IXC
Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF – December (YDEC) and iShares Global Energy ETF (IXC).
YDEC and IXC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YDEC is an actively managed fund by FT Vest. It was launched on Dec 18, 2020. IXC is a passively managed fund by iShares that tracks the performance of the S&P Global Energy Sector Index. It was launched on Nov 16, 2001.
Performance
YDEC vs. IXC - Performance Comparison
Loading graphics...
YDEC vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
YDEC FT Vest International Equity Moderate Buffer ETF – December | 0.42% | 16.04% | -0.79% | 14.33% | -6.37% | 5.25% | 0.90% |
IXC iShares Global Energy ETF | 37.40% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | 0.00% |
Returns By Period
In the year-to-date period, YDEC achieves a 0.42% return, which is significantly lower than IXC's 37.40% return.
YDEC
- 1D
- 2.02%
- 1M
- -3.45%
- YTD
- 0.42%
- 6M
- 2.43%
- 1Y
- 10.93%
- 3Y*
- 7.21%
- 5Y*
- 4.70%
- 10Y*
- —
IXC
- 1D
- -0.78%
- 1M
- 11.19%
- YTD
- 37.40%
- 6M
- 40.78%
- 1Y
- 42.12%
- 3Y*
- 19.66%
- 5Y*
- 22.95%
- 10Y*
- 11.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
YDEC vs. IXC - Expense Ratio Comparison
YDEC has a 0.90% expense ratio, which is higher than IXC's 0.46% expense ratio.
Return for Risk
YDEC vs. IXC — Risk / Return Rank
YDEC
IXC
YDEC vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – December (YDEC) 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.
| YDEC | IXC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.90 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.35 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.39 | -0.78 |
Martin ratioReturn relative to average drawdown | 7.40 | 7.98 | -0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| YDEC | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.90 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.98 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.33 | +0.15 |
Correlation
The correlation between YDEC and IXC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
YDEC vs. IXC - Dividend Comparison
YDEC has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 2.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YDEC FT Vest International Equity Moderate Buffer ETF – December | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXC iShares Global Energy ETF | 2.68% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Drawdowns
YDEC vs. IXC - Drawdown Comparison
The maximum YDEC drawdown since its inception was -23.34%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for YDEC and IXC.
Loading graphics...
Drawdown Indicators
| YDEC | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.34% | -67.88% | +44.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -18.03% | +11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -24.93% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -3.73% | -1.12% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -17.57% | +13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 5.41% | -4.01% |
Volatility
YDEC vs. IXC - Volatility Comparison
FT Vest International Equity Moderate Buffer ETF – December (YDEC) and iShares Global Energy ETF (IXC) have volatilities of 4.42% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| YDEC | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.41% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.11% | 12.78% | -7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 22.29% | -13.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.20% | 23.46% | -12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 26.78% | -15.72% |