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.
Performance
IEO vs. DEO - Performance Comparison
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IEO vs. DEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 40.59% | 2.15% | -1.45% | 3.57% | 57.82% | 75.57% | -32.77% | 9.63% | -19.44% | 0.33% |
DEO Diageo plc | -13.70% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
Returns By Period
In the year-to-date period, IEO achieves a 40.59% return, which is significantly higher than DEO's -13.70% return. Over the past 10 years, IEO has outperformed DEO with an annualized return of 12.05%, while DEO has yielded a comparatively lower -1.15% annualized return.
IEO
- 1D
- -1.57%
- 1M
- 15.77%
- YTD
- 40.59%
- 6M
- 36.46%
- 1Y
- 35.31%
- 3Y*
- 16.25%
- 5Y*
- 23.38%
- 10Y*
- 12.05%
DEO
- 1D
- 1.36%
- 1M
- -16.82%
- YTD
- -13.70%
- 6M
- -19.94%
- 1Y
- -27.09%
- 3Y*
- -23.51%
- 5Y*
- -12.77%
- 10Y*
- -1.15%
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Return for Risk
IEO vs. DEO — Risk / Return Rank
IEO
DEO
IEO vs. DEO - Risk-Adjusted Trends 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.
| IEO | DEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | -0.85 | +2.02 |
Sortino ratioReturn per unit of downside risk | 1.58 | -1.06 | +2.64 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.86 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | -0.77 | +2.47 |
Martin ratioReturn relative to average drawdown | 5.28 | -1.68 | +6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEO | DEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | -0.85 | +2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | -0.53 | +1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | -0.05 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.28 | -0.10 |
Correlation
The correlation between IEO and DEO is 0.31, 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.
Dividends
IEO vs. DEO - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 1.88%, less than DEO's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 1.88% | 2.61% | 2.63% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% |
DEO Diageo plc | 3.38% | 4.80% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.18% | 3.00% | 3.13% |
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 -63.41%. Use the drawdown chart below to compare losses from any high point for IEO and DEO.
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Drawdown Indicators
| IEO | DEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.17% | -63.41% | -15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.95% | -35.75% | +13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -31.46% | -63.41% | +31.95% |
Max Drawdown (10Y)Largest decline over 10 years | -75.00% | -63.41% | -11.59% |
Current DrawdownCurrent decline from peak | -3.17% | -62.41% | +59.24% |
Average DrawdownAverage peak-to-trough decline | -26.43% | -12.71% | -13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 16.37% | -9.31% |
Volatility
IEO vs. DEO - Volatility Comparison
The current volatility for iShares U.S. Oil & Gas Exploration & Production ETF (IEO) is 6.23%, while Diageo plc (DEO) has a volatility of 6.63%. This indicates that IEO experiences smaller price fluctuations and is considered to be less risky than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEO | DEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.63% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 17.31% | 26.83% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 31.87% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.65% | 24.27% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 23.13% | +11.80% |