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EMLP vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLP vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust North American Energy Infrastructure Fund (EMLP) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMLP achieves a 17.75% return, which is significantly lower than IYW's 19.29% return. Over the past 10 years, EMLP has underperformed IYW with an annualized return of 10.12%, while IYW has yielded a comparatively higher 24.38% annualized return.


EMLP

1D
0.37%
1M
0.62%
6M
11.20%
YTD
17.75%
1Y
19.09%
3Y*
20.43%
5Y*
16.56%
10Y*
10.12%
ALL TIME*
9.68%

IYW

1D
0.46%
1M
-2.23%
6M
20.08%
YTD
19.29%
1Y
34.47%
3Y*
28.25%
5Y*
18.55%
10Y*
24.38%
ALL TIME*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.88M$10.50M$12.16M
$125.49M$126.55M$189.91M

EMLP vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLP
First Trust North American Energy Infrastructure Fund
17.75%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%
IYW
iShares U.S. Technology ETF
19.29%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between EMLP and IYW is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.14

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (10Y)
Provides a long-term view across more market conditions.

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2012

0.37

The correlation between EMLP and IYW shifts across timeframes, from -0.14 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMLP vs. IYW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMLP
EMLP Risk / Return Rank: 8080
Overall Rank
EMLP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 8080
Sortino Ratio Rank
EMLP Omega Ratio Rank: 7373
Omega Ratio Rank
EMLP Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMLP Martin Ratio Rank: 8181
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 5151
Overall Rank
IYW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5353
Sortino Ratio Rank
IYW Omega Ratio Rank: 5151
Omega Ratio Rank
IYW Calmar Ratio Rank: 5050
Calmar Ratio Rank
IYW Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EMLP vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust North American Energy Infrastructure Fund (EMLP) and iShares U.S. Technology ETF (IYW). 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.


EMLPIYWDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratioReturn relative to maximum drawdown

3.72

1.77

+1.95

Martin ratioReturn relative to average drawdown

10.54

5.23

+5.31

EMLP vs. IYW - Sharpe Ratio Comparison

The current EMLP Sharpe Ratio is 1.78, which is higher than the IYW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EMLP and IYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMLP vs. IYW - Drawdown Comparison

The maximum EMLP drawdown since its inception was -43.61%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for EMLP and IYW.


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Drawdown Indicators


EMLPIYWDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-81.90%

+38.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

-17.81%

+12.87%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-26.47%

+15.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-39.44%

+24.85%

Max Drawdown (10Y)

Largest decline over 10 years

-43.61%

-39.44%

-4.17%

Current Drawdown

Current decline from peak

-1.94%

-8.40%

+6.46%

Average Drawdown

Average peak-to-trough decline

-5.71%

-34.48%

+28.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

6.03%

-4.29%

Volatility

EMLP vs. IYW - Volatility Comparison

The current volatility for First Trust North American Energy Infrastructure Fund (EMLP) is 3.87%, while iShares U.S. Technology ETF (IYW) has a volatility of 7.86%. This indicates that EMLP experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLPIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

7.86%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

19.90%

-11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

23.79%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

26.47%

-11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

25.36%

-7.69%

EMLP vs. IYW - Expense Ratio Comparison

EMLP has a 0.96% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

EMLP vs. IYW - Dividend Comparison

EMLP's dividend yield for the trailing twelve months is around 2.76%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLP
First Trust North American Energy Infrastructure Fund
2.76%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


EMLP and IYW have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (7.86%) compared to EMLP (3.87%). In terms of maximum drawdown, EMLP dropped -43.61% vs IYW's -81.90%.

On 10-year performance, IYW leads with 24.38% vs 10.12% for EMLP. On fees, IYW is cheaper at 0.38% per year. On volatility, EMLP has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 24.38% return vs 10.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW is cheaper with a 0.38% expense ratio, compared with 0.96% for EMLP.

EMLP has the higher dividend yield at 2.76%, compared with 0.11% for IYW.

EMLP is categorized as Infrastructure Equities, while IYW is Technology Equities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.96% for EMLP and 0.38% for IYW.

EMLP currently has the higher Sharpe Ratio (1.78 vs 1.33), 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.

Portfolio Optimizer

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