IEO vs. DEO
Compare and contrast key facts about iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Diageo plc (DEO).
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: IEO or DEO.
Correlation
The correlation between IEO and DEO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IEO vs. DEO - Performance Comparison
Key characteristics
IEO:
-0.72
DEO:
-0.75
IEO:
-0.83
DEO:
-1.00
IEO:
0.88
DEO:
0.89
IEO:
-0.68
DEO:
-0.37
IEO:
-1.63
DEO:
-1.35
IEO:
13.05%
DEO:
13.76%
IEO:
29.80%
DEO:
24.88%
IEO:
-79.17%
DEO:
-53.18%
IEO:
-24.00%
DEO:
-45.59%
Returns By Period
In the year-to-date period, IEO achieves a -6.84% return, which is significantly higher than DEO's -11.71% return. Over the past 10 years, IEO has outperformed DEO with an annualized return of 3.01%, while DEO has yielded a comparatively lower 2.36% annualized return.
IEO
-6.84%
-12.67%
-8.98%
-21.86%
27.60%
3.01%
DEO
-11.71%
4.35%
-15.78%
-17.29%
-1.16%
2.36%
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Risk-Adjusted Performance
IEO vs. DEO — Risk-Adjusted Performance Rank
IEO
DEO
IEO vs. DEO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Diageo plc (DEO). 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
IEO vs. DEO - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 2.76%, less than DEO's 3.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.76% | 2.63% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% |
DEO Diageo plc | 3.74% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.92% |
Drawdowns
IEO vs. DEO - Drawdown Comparison
The maximum IEO drawdown since its inception was -79.17%, which is greater than DEO's maximum drawdown of -53.18%. Use the drawdown chart below to compare losses from any high point for IEO and DEO. For additional features, visit the drawdowns tool.
Volatility
IEO vs. DEO - Volatility Comparison
iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a higher volatility of 21.15% compared to Diageo plc (DEO) at 9.20%. This indicates that IEO's price experiences larger fluctuations and is considered to be riskier than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.