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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEO or IEO.
Key characteristics
| DEO | IEO | |
|---|---|---|
| YTD Return | -4.91% | 10.60% |
| 1Y Return | -23.79% | 28.81% |
| 3Y Return (Ann) | -6.50% | 31.88% |
| 5Y Return (Ann) | -1.81% | 15.75% |
| 10Y Return (Ann) | 3.83% | 3.52% |
| Sharpe Ratio | -1.12 | 1.07 |
| Daily Std Dev | 21.35% | 21.79% |
| Max Drawdown | -53.18% | -79.17% |
| Current Drawdown | -34.82% | -8.45% |
Correlation
The correlation between DEO and IEO is 0.33, 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.
Performance
DEO vs. IEO - Performance Comparison
In the year-to-date period, DEO achieves a -4.91% return, which is significantly lower than IEO's 10.60% return. Over the past 10 years, DEO has outperformed IEO with an annualized return of 3.83%, while IEO has yielded a comparatively lower 3.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DEO vs. IEO - Risk-Adjusted Performance 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.
Dividends
DEO vs. IEO - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 3.01%, more than IEO's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 3.01% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.93% | 2.21% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.55% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
Drawdowns
DEO vs. IEO - Drawdown Comparison
The maximum DEO drawdown since its inception was -53.18%, 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. For additional features, visit the drawdowns tool.
Volatility
DEO vs. IEO - Volatility Comparison
The current volatility for Diageo plc (DEO) is 5.40%, while iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a volatility of 5.75%. This indicates that DEO experiences smaller price fluctuations and is considered to be less risky than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.