CSEN vs. IEO
CSEN (Cohen & Steers Future of Energy Active ETF) and IEO (iShares U.S. Oil & Gas Exploration & Production ETF) are both Energy Equities funds. CSEN is actively managed, while IEO is passively managed. Their 0.63 correlation means they have sometimes moved together and sometimes differently. CSEN charges 0.80%/yr vs 0.38%/yr for IEO.
Performance
CSEN vs. IEO - Performance Comparison
Loading charts...
Returns By Period
CSEN
- 1D
- -0.14%
- 1M
- 5.61%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IEO
- 1D
- -1.56%
- 1M
- 12.30%
- 6M
- 30.88%
- YTD
- 40.31%
- 1Y
- 45.13%
- 3Y*
- 12.01%
- 5Y*
- 23.78%
- 10Y*
- 10.74%
- ALL TIME*
- 6.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $463.01K | $572.30K | $765.26K | |
| $8.31M | $7.48M | $8.62M |
CSEN vs. IEO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CSEN Cohen & Steers Future of Energy Active ETF | 0.47% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 7.59% |
Correlation
The correlation between CSEN and IEO is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 15, 2026 | 0.63 |
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
CSEN vs. IEO — Risk / Return Rank
CSEN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEO
CSEN vs. IEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Future of Energy Active ETF (CSEN) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.
| CSEN | IEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 6.95 | — |
Loading charts...
Drawdowns
CSEN vs. IEO - Drawdown Comparison
The maximum CSEN drawdown since its inception was -5.10%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for CSEN and IEO.
Loading charts...
Drawdown Indicators
| CSEN | IEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.10% | -79.17% | +74.07% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.32% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.00% | — |
Current DrawdownCurrent decline from peak | -1.19% | -3.36% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -26.13% | +23.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.51% | — |
Volatility
CSEN vs. IEO - Volatility Comparison
Loading charts...
Volatility by Period
| CSEN | IEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 25.78% | -8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 30.26% | -13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 34.91% | -17.92% |
CSEN vs. IEO - Expense Ratio Comparison
CSEN has a 0.80% expense ratio, which is higher than IEO's 0.38% expense ratio.
Dividends
CSEN vs. IEO - Dividend Comparison
CSEN's dividend yield for the trailing twelve months is around 0.32%, less than IEO's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSEN Cohen & Steers Future of Energy Active ETF | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 1.88% | 2.61% | 2.63% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% |
Frequently Asked Questions
CSEN and IEO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEO is cheaper with a 0.38% expense ratio, compared with 0.80% for CSEN.
IEO has the higher dividend yield at 1.88%, compared with 0.32% for CSEN.
They also come from different issuers: Cohen & Steers and iShares. Their fees differ too: 0.80% for CSEN and 0.38% for IEO.
Find the right allocation for CSEN and IEO
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