EIPX vs. VDE

Last updated Jun 4, 2026

EIPX (FT Energy Income Partners Strategy ETF) and VDE (Vanguard Energy ETF) are both Energy Equities funds. EIPX is actively managed, while VDE is passively managed. Over the past 3 years, EIPX returned 21.12%/yr vs 17.97%/yr for VDE. Their correlation of 0.86 suggests significant overlap in exposure. EIPX charges 0.95%/yr vs 0.10%/yr for VDE.

Performance

EIPX vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Energy Income Partners Strategy ETF (EIPX) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EIPX achieves a 21.96% return, which is significantly lower than VDE's 32.24% return.

EIPX

• 1D: 0.19%
• 1M: -2.12%
• YTD: 21.96%
• 6M: 19.46%
• 1Y: 30.04%
• 3Y*: 21.12%
• 5Y*: —
• 10Y*: —

VDE

• 1D: 1.13%
• 1M: -2.17%
• YTD: 32.24%
• 6M: 29.32%
• 1Y: 45.53%
• 3Y*: 17.97%
• 5Y*: 20.43%
• 10Y*: 9.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EIPX vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EIPX FT Energy Income Partners Strategy ETF	21.96%	11.44%	19.11%	10.74%	0.56%
VDE Vanguard Energy ETF	32.24%	7.11%	6.75%	0.03%	-3.24%

Correlation

The correlation between EIPX and VDE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Nov 4, 2022	0.86

The correlation between EIPX and VDE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

EIPX vs. VDE - Sectors Allocation Comparison

Sectors	EIPX	VDE
Energy	69.5%	99.5%
Utilities	26.1%	-
Industrials	4.2%	0.1%
Technology	0.2%	-
Basic Materials	-	0.4%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

EIPX vs. VDE — Risk / Return Rank

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

EIPX

EIPX Risk / Return Rank: 86
EIPX Sharpe Ratio Rank: 83
EIPX Sortino Ratio Rank: 85
EIPX Omega Ratio Rank: 77
EIPX Calmar Ratio Rank: 94
EIPX Martin Ratio Rank: 89

VDE

VDE Risk / Return Rank: 64
VDE Sharpe Ratio Rank: 66
VDE Sortino Ratio Rank: 60
VDE Omega Ratio Rank: 57
VDE Calmar Ratio Rank: 75
VDE Martin Ratio Rank: 62

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.

EIPX vs. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Energy Income Partners Strategy ETF (EIPX) and Vanguard Energy ETF (VDE). 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.

	EIPX	VDE	Difference
Sharpe ratio Return per unit of total volatility	2.71	2.25	+0.46
Sortino ratio Return per unit of downside risk	3.82	2.88	+0.94
Omega ratio Gain probability vs. loss probability	1.46	1.36	+0.10
Calmar ratio Return relative to maximum drawdown	7.32	3.88	+3.45
Martin ratio Return relative to average drawdown	20.31	11.42	+8.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIPX vs. VDE - Sharpe Ratio Comparison

The current EIPX Sharpe Ratio is 2.71, which is comparable to the VDE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EIPX and VDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EIPX	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	2.25	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	0.28	+0.92

Drawdowns

EIPX vs. VDE - Drawdown Comparison

The maximum EIPX drawdown since its inception was -15.43%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for EIPX and VDE.

Drawdown Indicators

	EIPX	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-15.43%	-74.20%	+58.77%
Max Drawdown (1Y) Largest decline over 1 year	-4.12%	-11.80%	+7.68%
Max Drawdown (3Y) Largest decline over 3 years	-15.43%	-21.41%	+5.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-2.58%	-6.43%	+3.85%
Average Drawdown Average peak-to-trough decline	-2.27%	-19.96%	+17.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	4.00%	-2.51%

Volatility

EIPX vs. VDE - Volatility Comparison

The current volatility for FT Energy Income Partners Strategy ETF (EIPX) is 4.01%, while Vanguard Energy ETF (VDE) has a volatility of 7.99%. This indicates that EIPX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIPX	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	7.99%	-3.98%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	16.33%	-7.83%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	20.38%	-9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.06%	26.40%	-11.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.06%	29.93%	-14.87%

EIPX vs. VDE - Expense Ratio Comparison

EIPX has a 0.95% expense ratio, which is higher than VDE's 0.10% expense ratio.

Dividends

EIPX vs. VDE - Dividend Comparison

EIPX's dividend yield for the trailing twelve months is around 2.68%, more than VDE's 2.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIPX FT Energy Income Partners Strategy ETF	2.68%	3.23%	3.27%	3.48%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDE Vanguard Energy ETF	2.37%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both EIPX and VDE in my portfolio?

EIPX and VDE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EIPX or VDE?

VDE has higher volatility (7.99%) compared to EIPX (4.01%). In terms of maximum drawdown, EIPX dropped -15.43% vs VDE's -74.20%.

Which ETF is better, EIPX or VDE?

On 3-year performance, EIPX leads with 21.12% vs 17.97% for VDE. On fees, VDE is cheaper at 0.10% per year. On volatility, EIPX has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EIPX or VDE?

Over the 3-year period, EIPX has performed better with a 21.12% return vs 17.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EIPX or VDE?

VDE is cheaper with a 0.10% expense ratio, compared with 0.95% for EIPX.

Which ETF pays a higher dividend yield, EIPX or VDE?

EIPX has the higher dividend yield at 2.68%, compared with 2.37% for VDE.

What is the main difference between EIPX and VDE?

They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.95% for EIPX and 0.10% for VDE.

Which has better risk-adjusted returns?

EIPX currently has the higher Sharpe Ratio (2.71 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.