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ZAP vs. JXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZAP vs. JXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Electrification ETF (ZAP) and iShares Global Utilities ETF (JXI). The values are adjusted to include any dividend payments, if applicable.

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ZAP vs. JXI - Yearly Performance Comparison


2026 (YTD)20252024
ZAP
Global X U.S. Electrification ETF
10.67%21.84%1.26%
JXI
iShares Global Utilities ETF
9.78%25.91%1.63%

Returns By Period

In the year-to-date period, ZAP achieves a 10.67% return, which is significantly higher than JXI's 9.78% return.


ZAP

1D
1.20%
1M
-3.57%
YTD
10.67%
6M
9.86%
1Y
33.11%
3Y*
5Y*
10Y*

JXI

1D
0.64%
1M
-3.34%
YTD
9.78%
6M
12.48%
1Y
28.34%
3Y*
16.14%
5Y*
10.63%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZAP vs. JXI - Expense Ratio Comparison

ZAP has a 0.50% expense ratio, which is higher than JXI's 0.46% expense ratio.


Return for Risk

ZAP vs. JXI — Risk / Return Rank

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

ZAP
ZAP Risk / Return Rank: 9191
Overall Rank
ZAP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ZAP Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZAP Omega Ratio Rank: 8989
Omega Ratio Rank
ZAP Calmar Ratio Rank: 9595
Calmar Ratio Rank
ZAP Martin Ratio Rank: 9090
Martin Ratio Rank

JXI
JXI Risk / Return Rank: 9292
Overall Rank
JXI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JXI Omega Ratio Rank: 9090
Omega Ratio Rank
JXI Calmar Ratio Rank: 9494
Calmar Ratio Rank
JXI Martin Ratio Rank: 9494
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.

ZAP vs. JXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Electrification ETF (ZAP) and iShares Global Utilities ETF (JXI). 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.


ZAPJXIDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.00

+0.07

Sortino ratio

Return per unit of downside risk

2.71

2.55

+0.16

Omega ratio

Gain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratio

Return relative to maximum drawdown

3.99

3.56

+0.42

Martin ratio

Return relative to average drawdown

11.91

13.86

-1.95

ZAP vs. JXI - Sharpe Ratio Comparison

The current ZAP Sharpe Ratio is 2.07, which is comparable to the JXI Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ZAP and JXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZAPJXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.00

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.34

+1.35

Correlation

The correlation between ZAP and JXI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZAP vs. JXI - Dividend Comparison

ZAP's dividend yield for the trailing twelve months is around 1.64%, less than JXI's 2.33% yield.


TTM20252024202320222021202020192018201720162015
ZAP
Global X U.S. Electrification ETF
1.64%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JXI
iShares Global Utilities ETF
2.33%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%

Drawdowns

ZAP vs. JXI - Drawdown Comparison

The maximum ZAP drawdown since its inception was -12.38%, smaller than the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for ZAP and JXI.


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Drawdown Indicators


ZAPJXIDifference

Max Drawdown

Largest peak-to-trough decline

-12.38%

-50.23%

+37.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-8.17%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-3.71%

-3.34%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.67%

-12.91%

+10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.10%

+0.78%

Volatility

ZAP vs. JXI - Volatility Comparison

Global X U.S. Electrification ETF (ZAP) and iShares Global Utilities ETF (JXI) have volatilities of 5.40% and 5.44%, 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.


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Volatility by Period


ZAPJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

5.44%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

8.90%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

14.24%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.22%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

16.94%

-0.39%