iShares Global Tech ETF

for period ending December 31, 2024


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  Overview

IXN is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.iShares.com)

Description   iShares Global Tech ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Technology

Peer Group   Global Sectors. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of global equities in the technology sector. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the S&P Global 1200 Information Technology Sector IndexTM, which measures the performance of companies that S&P Dow Jones Indices LLC, a subsidiary of McGraw Hill Financial, Inc., deems to be part of the information technology sector of the economy and that S&P believes are important to global markets. The fund is non-diversified. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "IXN" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending December 31, 2024

5-year graph

● IXN ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
IXN 24.8% 1.4% 24.8% 10.2% 20.0% 19.3% 16.9% 13.0%
Peer Group* average
60% Equity / 40% Bonds 14.4% -2.5% 14.4% 3.8% 8.2% 8.2% 9.2% 7.6%
Global Equities (ACWI) 17.5% -2.7% 17.5% 5.4% 10.1% 9.4% 9.2%  
U.S. Equities (SPY) 24.9% -2.4% 24.9% 8.8% 14.5% 13.0% 13.8% 10.3%
U.S. Bonds (BND) 1.4% -1.7% 1.4% -2.4% -0.4% 1.3% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -25.7207355531079% -7.25997140825652% -25.7207355531079% -17.609433247198% 0.50107173386551% 3.50394921485839% -2.2596069851858% 0%
RXI 17.2607552539878% 0.858519632418253% 17.2607552539878% 1.99093879901584% 8.96366721963762% 9.35441677087086% 11.4998684183532% 0%
KXI 4.20211832000483% -4.73629385986063% 4.20211832000483% 0.106749524092487% 4.19632166566521% 5.51216606247649% 7.73018119205635% 0%
IXC 1.97803055701364% -7.58308256612388% 1.97803055701364% 16.3265210612306% 8.91251223836782% 4.45207458192964% 4.07719471537649% 5.49922325930388%
IXG 25.7232884798356% -4.5289297361378% 25.7232884798356% 9.58855151237781% 9.81743033471671% 8.29466379151964% 7.91315636983889% 4.49919086158772%
IXJ 0.554113924450639% -6.35537420368227% 0.554113924450639% -0.314461128237808% 5.95831427282312% 7.33410804513297% 10.1995505689326% 8.26489640470127%
EXI 12.4812701691747% -6.06508289107403% 12.4812701691747% 6.35835431020404% 9.47150926186755% 9.03417884683748% 9.97465600472085% 0%
IGF 14.8428765815984% -4.63148952264252% 14.8428765815984% 6.38461867493711% 4.66642986988124% 5.01773313805165% 6.13130095961891% 0%
MXI -8.2315120686694% -8.46348966816124% -8.2315120686694% -1.54879145713265% 6.07636920733521% 6.30344551844726% 4.15301425031798% 0%
IXN 24.8375717205781% 1.36650564557219% 24.8375717205781% 10.2344160434375% 20.0448132702916% 19.2772859933531% 16.8902663996772% 13.0226774135334%
IXP 31.3266281756651% 0.324345778176505% 31.3266281756651% 6.91562907562344% 10.9806406435335% 7.42291869445335% 7.6719941427551% 6.63673204237984%
WOOD -4.20339941997292% -5.80390609447257% -4.20339941997292% -4.20448824936964% 4.3650854903919% 5.60011926677175% 6.41156549164383% 0%
JXI 13.1633090698832% -7.40483428366725% 13.1633090698832% 2.96662274682635% 4.946575937929% 6.22664168667271% 5.74998704852574% 0%
Historical Return
 
IXN 47.9% 43.6% 29.6% -29.9% 53.0%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 44.3474818319878% 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091%
RXI 26.7533398597808% 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653%
KXI 23.3900762615753% 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426%
IXC 12.5616220830527% -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586%
IXG 24.560731515063% -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583%
IXJ 23.2151593528% 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788%
EXI 27.131406579278% 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248%
IGF 25.8116293733362% -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207%
MXI 22.1508303426973% 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156%
IXN 47.8737992404276% 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397%
IXP 25.1995399449836% 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969%
WOOD 19.7555940023366% 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862%
JXI 23.9211590182676% 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032%


  Compare: Risk vs. Return

for period ending December 31, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● IXN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● IXN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● IXN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
IXN risk vs. 60/40 Worse Worse Worse Worse Worse Worse
IXN return vs. 60/40 Better Better Better Better Better Better
Risk-Return Quadrant
NE NE NE NE NE NE
Risk-Return Direction 17° 51° 31° 29° 38° 51°
Risk-Return Magnitude 10.9 10.1 13.8 12.7 9.8 8.5
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares IXN to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
IXN -5.5% 0.1% 2.3% 2.7% 0.1% 0.4%
Peer Group* average
60% Equity / 40% Bonds -8.0% -5.5% -4.2% -2.0% -0.7% 0.3%
Global Equities (ACWI) -6.2% -3.4% -4.1% -3.3% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.5% -20.9% -21.3% -13.3% -9.6% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -32.4207104769301% -17.4093620140354% -12.6889142418798% -10.0951319898683% -14.2674452959816% 0%
RXI -10.4790454958272% -6.16043399743564% -6.48297028610536% -4.76426696788895% -3.89586707180931% 0%
KXI -20.6889498968618% -10.4098404940911% -9.98953326698031% -6.64592590690775% -4.71612762492653% 0%
IXC -22.1916508573539% 4.42795752788593% -7.91024165183381% -9.47572829731375% -10.7174867736461% -6.14277641367998%
IXG -2.94955798670463% 0.398464972478745% -5.79764992691481% -5.85990848287413% -7.33939875655298% -6.61194122499441%
IXJ -23.4482986074988% -10.3967657883812% -7.91739871802451% -5.04608785479641% -2.55014816348162% -1.22480130275866%
EXI -13.9705738088861% -2.6090579563063% -5.8621923502806% -4.88663436182896% -5.19058286881374% 0%
IGF -11.9831823421727% -2.4096053741052% -9.87631353971067% -7.98779284376564% -7.74440847987131% 0%
MXI -28.4511501884454% -8.90010659865635% -8.93183051606684% -7.63753849873573% -10.3802867710291% 0%
IXN -5.54817145159385% 0.0612049313543852% 2.32106274842608% 2.74573796336319% 0.0525696452933744% 0.428542803066893%
IXP 9.0448783163768% -2.06767149529495% -3.5539262184948% -5.65964744338463% -6.18816868956476% -3.69814096998918%
WOOD -25.3200091486815% -11.5183465313263% -10.2999530215336% -8.30119443148299% -8.66285221775659% 0%
JXI -14.9749371370919% -5.89104793652043% -9.4575462826667% -6.56774475214189% -7.81343176176993% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
IXN -1.4% 0.5% 4.1% 4.8% 1.5% 1.5%
Peer Group* average
60% Equity / 40% Bonds -5.8% -4.1% -2.9% -1.2% -0.3% 0.3%
Global Equities (ACWI) -5.1% -3.2% -3.7% -2.9% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.9% -6.1% -2.3% -0.2% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -49.6596653879457% -26.5967452497345% -15.4264701292433% -10.1928394497778% -18.5159798527342% 0%
RXI -5.70524871625243% -7.29092651592372% -6.69929517754901% -4.57840835527092% -3.50699445958282% 0%
KXI -12.9758526838424% -7.16527419120621% -5.79168389525303% -3.0576936204909% -1.40107630434335% 0%
IXC -15.0356871396511% 8.8814981055891% -5.73353683752116% -8.88899929231071% -10.9947532145959% -5.21296033624468%
IXG 1.92381167267602% 1.12026974031058% -4.66751752975182% -4.97881460102921% -7.1802610768458% -7.88424537268265%
IXJ -20.4418435606476% -7.86638208724023% -4.73173532774644% -2.48865792028784% 0.0632851795233194% 0.548820204899067%
EXI -12.3196312543097% -2.72580345428699% -5.84643906842439% -4.74545047532167% -5.20086298605387% 0%
IGF -2.75275380123613% -1.59839411256197% -8.44385450945437% -5.51427973129485% -5.23468134504452% 0%
MXI -29.5295849250705% -10.3080769776913% -8.73346811958698% -7.16538389331118% -11.2011415087777% 0%
IXN -1.42575468287224% 0.470160534531108% 4.05990131338154% 4.75956202516322% 1.45364480526948% 1.49924217332493%
IXP 12.0482972095091% -1.57346958556646% -1.89691464121976% -3.65066624175238% -3.60432706880712% -1.88046683848764%
WOOD -31.3310870209986% -12.79055887643% -10.0819175417348% -8.19390939752384% -8.56144016988965% 0%
JXI -4.48429468667401% -4.80460162802185% -5.87331485481701% -1.96068579196433% -2.87014361553466% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 1.26 0.30 0.77 0.89 0.87 0.65
Peer Group* average
60% Equity / 40% Bonds 1.07 -0.04 0.41 0.59 0.79 0.60
Global Equities (ACWI) 1.21 0.08 0.45 0.53 0.56  
U.S. Equities (SPY) 1.70 0.26 0.65 0.73 0.85 0.61
U.S. Bonds (BND) -0.57 -0.89 -0.48 -0.13 0.19 0.27
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -1.18784135386964 -0.698633020699445 0.0841126392892893 0.181346503260862 0.00700421077498476 0
RXI 0.865166091921222 -0.0429765735229243 0.347676075351833 0.461627373734944 0.627035325295437 0
KXI -0.020579846513984 -0.309808007200018 0.128694972966089 0.3185894251805 0.551654687933754 0
IXC -0.142937132543915 0.516307173292866 0.324757467967956 0.213994469546515 0.225660301084656 0.270540527431005
IXG 1.46004633716198 0.293835113945328 0.386178521084605 0.402430074572713 0.420964640598806 0.232627910432018
IXJ -0.262336842685291 -0.313359346401462 0.241178629408297 0.42571590201257 0.694880015628872 0.526554660308233
EXI 0.579872430298397 0.14029171208949 0.376010700950068 0.453207412572258 0.54795375496869 0
IGF 0.744114451912087 0.13422280440527 0.166013029339279 0.255660353359037 0.375480925823323 0
MXI -0.738254479379666 -0.195041360141522 0.227258708167609 0.297146587768714 0.22961082454909 0
IXN 1.25609194566054 0.300373167028622 0.769443920965384 0.893623426589279 0.867867445663381 0.648496224870895
IXP 2.38505561753613 0.165621686437805 0.474545437453176 0.395949693940968 0.472624118951033 0.38212652819709
WOOD -0.421744300754559 -0.345025132721845 0.155289275537697 0.261000102186878 0.338306500818842 0
JXI 0.509946429456689 -0.0466794241544505 0.175121031148841 0.335910075001261 0.364372977030803 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 2.51 0.45 1.24 1.48 1.43 1.00
Peer Group* average
60% Equity / 40% Bonds 1.73 -0.06 0.60 0.86 1.22 0.88
Global Equities (ACWI) 2.12 0.12 0.65 0.78 0.85  
U.S. Equities (SPY) 3.35 0.38 0.99 1.12 1.35 0.90
U.S. Bonds (BND) 1.73 -0.06 0.60 0.86 1.22 0.88
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -1.38158337475105 -0.877112243382949 0.125390373835041 0.272491361350441 0.00978292758227714 0
RXI 1.6593454564946 -0.064131130683509 0.541002118802487 0.718312220924403 1.00299021585627 0
KXI -0.0280704993637707 -0.400517331408965 0.184299628339662 0.461434446420487 0.84233596812546 0
IXC -0.211920249061867 0.870725121325591 0.492600130656477 0.321334167594273 0.336544392386743 0.401139723421959
IXG 2.90639817091322 0.434431511425073 0.560623443494835 0.584923720678674 0.617577602936342 0.323373544629767
IXJ -0.336298243284015 -0.412696938020095 0.364702151823935 0.631671494681095 1.09069980297391 0.791465015849236
EXI 0.904450704747285 0.208922665619923 0.558114015928641 0.675232479561906 0.834755889767987 0
IGF 1.28735509168418 0.183846861648138 0.216978627953332 0.343002093651195 0.524662483674888 0
MXI -0.885092693008161 -0.270818800690667 0.335500351841862 0.444118286277465 0.339278018623143 0
IXN 2.51207578170336 0.446437340011402 1.23836237330402 1.47868456966253 1.43201308228357 0.999413261194249
IXP 5.85730119614115 0.233926744276079 0.695800859703997 0.580385413745149 0.713725143850487 0.549748513635871
WOOD -0.54444316798158 -0.431564517002742 0.218066956788604 0.372943114947411 0.489329075075486 0
JXI 0.827091732807182 -0.0619793851657767 0.239967542840822 0.475388269336567 0.527026106855614 0
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 22.90 7.82 17.34 16.61 14.58 11.05
Peer Group* average
60% Equity / 40% Bonds 18.38 4.71 11.23 11.68 13.57 11.17
Global Equities (ACWI) 19.39 5.42 10.39 9.63 8.94  
U.S. Equities (SPY) 24.54 8.49 14.11 12.66 13.43 9.92
U.S. Bonds (BND) 18.38 4.71 11.23 11.68 13.57 11.17
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -27.370010295423 -17.230139868251 0.134423942517311 2.96602940352852 -2.17201793445935 0
RXI 18.7148089611759 1.45737942368152 7.78197354677205 8.29671149461912 10.140145095622 0
KXI 6.28481088592899 -0.439535730517041 6.40593660279434 8.73123819283344 11.8489001643688 0
IXC 2.69324667937971 26.5904050390875 8.42653664271497 3.98002959495317 3.37400995371898 4.89660477297013
IXG 26.8369445974785 10.3381131776283 9.45068357206337 7.75431082713346 6.83485895163892 3.32436564268594
IXJ 0.254765781128125 -1.0508132607137 8.45754426827615 9.88314588043037 13.982627764989 11.3195629342477
EXI 12.1837104790121 5.6161799758161 8.47648451311623 8.10708855715805 8.64558141776993 0
IGF 22.8594989200884 7.99572477659238 4.91054858240186 6.04666868867278 7.18952664122119 0
MXI -10.465238895326 -1.94253656813598 5.55582242296384 5.71072122607026 3.37273557249816 0
IXN 22.9037716247885 7.81674390357554 17.3420415225269 16.613966786243 14.5796835262728 11.0472665588358
IXP 43.1132259770527 7.29870193904385 12.3848966938315 8.6056816610761 9.18831813877287 7.92343281565081
WOOD -4.09181749639576 -4.90984357412181 4.02209915851898 4.89550593856618 5.5268183798351 0
JXI 20.1276647343851 3.77040574131727 6.81302683146343 10.5693854873835 9.28845877374275 0


  Compare: Risk & Volatility

for period ending December 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 5.8% 28.9% 34.3% 34.3% 34.3% 52.3%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.9% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 22.2% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 13.7% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 22.7% 47.2% 59.8% 59.8% 64.5% 0%
RXI 4.8% 26.3% 31.6% 31.6% 31.6% 0%
KXI 7% 14% 16.4% 16.4% 16.4% 0%
IXC 8.3% 16.1% 43.2% 54.4% 59.7% 59.7%
IXG 4.5% 23% 28.8% 33.2% 33.2% 74%
IXJ 14.5% 14.5% 16% 16% 16% 36.9%
EXI 6.1% 21.7% 26.4% 27% 27% 0%
IGF 4.6% 17% 29.6% 29.6% 29.6% 0%
MXI 15.3% 25.9% 25.9% 30% 41.2% 0%
IXN 5.8% 28.9% 34.3% 34.3% 34.3% 52.3%
IXP 2.8% 34.1% 41% 41% 41% 45%
WOOD 11% 26.1% 27.6% 37.8% 37.8% 0%
JXI 8% 15.7% 18.6% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 17.5% 26.8% 27.4% 23.2% 21.4% 21.6%
Peer Group* average
60% Equity / 40% Bonds 9.2% 13.6% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.9% 17.6% 19.3% 16.2% 16.3%  
U.S. Equities (SPY) 12.6% 18.9% 20.9% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.5% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 20% 25.1% 36.4% 29.5% 28.7% 0%
RXI 15.6% 22.7% 24.3% 20% 19.5% 0%
KXI 10.6% 13.2% 14.6% 12.9% 12.9% 0%
IXC 13.8% 28.4% 35.7% 27.7% 25.5% 25.8%
IXG 15.6% 20.9% 24.6% 20.7% 20.7% 23.2%
IXJ 13% 14.2% 15.8% 14.7% 14.4% 14.5%
EXI 14.5% 21.4% 23.5% 19.5% 19.3% 0%
IGF 14.6% 17.7% 20.4% 16.2% 15.9% 0%
MXI 14.9% 22.3% 24.4% 21.4% 21.5% 0%
IXN 17.5% 26.8% 27.4% 23.2% 21.4% 21.6%
IXP 12% 20.6% 20.5% 16.8% 16% 16.3%
WOOD 17% 20.2% 23.7% 22.3% 21.4% 0%
JXI 19.3% 17.9% 18.6% 15.6% 14.7% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 8.3% 17.0% 16.2% 13.4% 12.5% 13.6%
Peer Group* average
60% Equity / 40% Bonds 5.2% 9.2% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.7% 11.7% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.9% 12.3% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.5% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 17.1% 19.2% 23.6% 19.1% 20.1% 0%
RXI 7.7% 14.2% 14.9% 12.4% 11.8% 0%
KXI 7.3% 9.2% 9.6% 8.5% 8.1% 0%
IXC 9% 15.8% 23% 18% 16.8% 17%
IXG 7.4% 13.1% 16.4% 13.8% 13.8% 16.4%
IXJ 9.7% 9.9% 9.9% 9.5% 8.9% 9.4%
EXI 8.8% 13.2% 15.2% 12.6% 12.3% 0%
IGF 7.9% 11.8% 15.1% 11.7% 11.1% 0%
MXI 12.1% 15.2% 15.9% 13.9% 14.2% 0%
IXN 8.3% 17% 16.2% 13.4% 12.5% 13.6%
IXP 4.3% 13.6% 13.3% 11% 10.2% 11%
WOOD 12.9% 15.3% 16.2% 15.1% 14.4% 0%
JXI 11.5% 12.4% 12.9% 10.5% 9.8% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
IXN 1.07 1.26 1.14 1.14 1.13 1.15
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.88 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.952496074975487 1.04227389968031 1.13060148138972 1.06366355835314 1.20104846701293 0
RXI 0.903651405886643 1.12657482808913 1.10699109198202 1.08540895406453 1.09966637438416 0
KXI 0.61306959980453 0.551359728920397 0.600572574924613 0.591333568404207 0.622934556316969 0
IXC 0.604823443824914 0.600871976655596 1.01624436896622 1.03089252447047 1.10494721153565 1.05177601067827
IXG 0.945494989653125 0.893727852298116 1.00186811220559 1.02466513702233 1.10668919403288 1.24838825879377
IXJ 0.804747396693513 0.631466101891711 0.66322117503326 0.706760408509483 0.704478364808927 0.699303023037272
EXI 0.995770407114699 1.06999108126153 1.07620292615773 1.07129544228895 1.11335070647944 0
IGF 0.634037727902268 0.75484424717632 0.879196686910354 0.772101392205633 0.804254497249567 0
MXI 0.819914765426223 0.977012898282276 1.03086041021425 1.04266229385241 1.12784484381598 0
IXN 1.06918983896754 1.26463452558483 1.13572104065061 1.13929408981997 1.13453591393452 1.14721460921713
IXP 0.718515853275093 0.899685629738496 0.858428542525308 0.821994950281209 0.796979622041244 0.793550013403149
WOOD 1.1125841387853 0.927438930782087 0.998482013195687 1.07262201442421 1.09691928514277 0
JXI 0.636646993760329 0.694230568562277 0.674807868270243 0.556091919285891 0.581463012838273 0


  Compare: Correlation

for period ending December 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.70 0.89 0.89 0.89 0.89
to S&P500 (SPY) 0.77 0.92 0.92 0.90 0.91 0.91
to U.S. Bonds (BND) 0.40 0.72 0.65 0.45 0.32 0.26
to Commodities (DBC) -0.16 -0.01 0.24 0.28 0.39 0.39
to Gold (GLD) -0.41 0.23 0.24 0.09 0.10 0.06


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