FILL vs. IEO
Compare and contrast key facts about iShares MSCI Global Energy Producers ETF (FILL) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO).
FILL and IEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FILL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Energy Producers Investable Market Index. It was launched on Jan 31, 2012. 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. Both FILL and IEO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FILL or IEO.
Performance
FILL vs. IEO - Performance Comparison
Returns By Period
In the year-to-date period, FILL achieves a 8.36% return, which is significantly lower than IEO's 11.31% return. Over the past 10 years, FILL has underperformed IEO with an annualized return of 4.37%, while IEO has yielded a comparatively higher 4.79% annualized return.
FILL
8.36%
3.00%
-2.31%
8.96%
10.88%
4.37%
IEO
11.31%
10.68%
1.92%
11.48%
18.27%
4.79%
Key characteristics
| FILL | IEO | |
|---|---|---|
| Sharpe Ratio | 0.56 | 0.56 |
| Sortino Ratio | 0.84 | 0.88 |
| Omega Ratio | 1.10 | 1.11 |
| Calmar Ratio | 0.67 | 0.56 |
| Martin Ratio | 1.56 | 1.12 |
| Ulcer Index | 5.76% | 10.22% |
| Daily Std Dev | 16.06% | 20.60% |
| Max Drawdown | -65.98% | -79.17% |
| Current Drawdown | -6.22% | -7.86% |
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FILL vs. IEO - Expense Ratio Comparison
FILL has a 0.39% expense ratio, which is lower than IEO's 0.42% expense ratio.
Correlation
The correlation between FILL and IEO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FILL vs. IEO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Energy Producers ETF (FILL) 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
FILL vs. IEO - Dividend Comparison
FILL's dividend yield for the trailing twelve months is around 3.94%, more than IEO's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILL iShares MSCI Global Energy Producers ETF | 3.94% | 4.16% | 4.82% | 3.93% | 3.97% | 5.71% | 3.17% | 3.10% | 2.75% | 3.41% | 2.43% | 2.46% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.74% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
Drawdowns
FILL vs. IEO - Drawdown Comparison
The maximum FILL drawdown since its inception was -65.98%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for FILL and IEO. For additional features, visit the drawdowns tool.
Volatility
FILL vs. IEO - Volatility Comparison
The current volatility for iShares MSCI Global Energy Producers ETF (FILL) is 3.74%, while iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a volatility of 6.41%. This indicates that FILL 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.