DEO vs. IEO
Compare and contrast key facts about Diageo plc (DEO) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO).
IEO is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Oil Exploration & Production Index. It was launched on May 5, 2006.
Performance
DEO vs. IEO - Performance Comparison
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DEO vs. IEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | -13.70% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 40.59% | 2.15% | -1.45% | 3.57% | 57.82% | 75.57% | -32.77% | 9.63% | -19.44% | 0.33% |
Returns By Period
In the year-to-date period, DEO achieves a -13.70% return, which is significantly lower than IEO's 40.59% return. Over the past 10 years, DEO has underperformed IEO with an annualized return of -1.15%, while IEO has yielded a comparatively higher 12.05% annualized return.
DEO
- 1D
- 1.36%
- 1M
- -16.82%
- YTD
- -13.70%
- 6M
- -19.94%
- 1Y
- -27.09%
- 3Y*
- -23.51%
- 5Y*
- -12.77%
- 10Y*
- -1.15%
IEO
- 1D
- -1.57%
- 1M
- 15.77%
- YTD
- 40.59%
- 6M
- 36.46%
- 1Y
- 35.31%
- 3Y*
- 16.25%
- 5Y*
- 23.38%
- 10Y*
- 12.05%
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Return for Risk
DEO vs. IEO — Risk / Return Rank
DEO
IEO
DEO vs. IEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) 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.
| DEO | IEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.85 | 1.16 | -2.02 |
Sortino ratioReturn per unit of downside risk | -1.06 | 1.58 | -2.64 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.23 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.70 | -2.47 |
Martin ratioReturn relative to average drawdown | -1.68 | 5.28 | -6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEO | IEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 1.16 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | 0.77 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.35 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.18 | +0.10 |
Correlation
The correlation between DEO and IEO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DEO vs. IEO - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 3.38%, more than IEO's 1.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 3.38% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
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% |
Drawdowns
DEO vs. IEO - Drawdown Comparison
The maximum DEO drawdown since its inception was -63.41%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for DEO and IEO.
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Drawdown Indicators
| DEO | IEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | -79.17% | +15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -35.75% | -21.95% | -13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -63.41% | -31.46% | -31.95% |
Max Drawdown (10Y)Largest decline over 10 years | -63.41% | -75.00% | +11.59% |
Current DrawdownCurrent decline from peak | -62.41% | -3.17% | -59.24% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -26.43% | +13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.37% | 7.06% | +9.31% |
Volatility
DEO vs. IEO - Volatility Comparison
Diageo plc (DEO) has a higher volatility of 6.63% compared to iShares U.S. Oil & Gas Exploration & Production ETF (IEO) at 6.23%. This indicates that DEO's price experiences larger fluctuations and is considered to be riskier than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEO | IEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.23% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.83% | 17.31% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.87% | 30.50% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.27% | 30.65% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.13% | 34.93% | -11.80% |