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IEO vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEO and ET is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

IEO vs. ET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Energy Transfer LP (ET). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
117.33%
888.56%
IEO
ET

Key characteristics

Sharpe Ratio

IEO:

-0.72

ET:

0.70

Sortino Ratio

IEO:

-0.83

ET:

1.08

Omega Ratio

IEO:

0.88

ET:

1.15

Calmar Ratio

IEO:

-0.68

ET:

0.74

Martin Ratio

IEO:

-1.63

ET:

2.82

Ulcer Index

IEO:

13.05%

ET:

6.46%

Daily Std Dev

IEO:

29.80%

ET:

26.00%

Max Drawdown

IEO:

-79.17%

ET:

-87.81%

Current Drawdown

IEO:

-24.00%

ET:

-15.88%

Returns By Period

In the year-to-date period, IEO achieves a -6.84% return, which is significantly higher than ET's -9.48% return. Over the past 10 years, IEO has outperformed ET with an annualized return of 3.01%, while ET has yielded a comparatively lower 1.89% annualized return.


IEO

YTD

-6.84%

1M

-12.67%

6M

-8.98%

1Y

-21.86%

5Y*

27.60%

10Y*

3.01%

ET

YTD

-9.48%

1M

-7.82%

6M

9.83%

1Y

17.93%

5Y*

30.73%

10Y*

1.89%

*Annualized

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Risk-Adjusted Performance

IEO vs. ET — Risk-Adjusted Performance Rank

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

IEO
The Risk-Adjusted Performance Rank of IEO is 11
Overall Rank
The Sharpe Ratio Rank of IEO is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of IEO is 22
Sortino Ratio Rank
The Omega Ratio Rank of IEO is 22
Omega Ratio Rank
The Calmar Ratio Rank of IEO is 11
Calmar Ratio Rank
The Martin Ratio Rank of IEO is 11
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEO vs. ET - 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 Energy Transfer LP (ET). 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.


The chart of Sharpe ratio for IEO, currently valued at -0.72, compared to the broader market-1.000.001.002.003.004.00
IEO: -0.72
ET: 0.70
The chart of Sortino ratio for IEO, currently valued at -0.83, compared to the broader market-2.000.002.004.006.008.00
IEO: -0.83
ET: 1.08
The chart of Omega ratio for IEO, currently valued at 0.88, compared to the broader market0.501.001.502.00
IEO: 0.88
ET: 1.15
The chart of Calmar ratio for IEO, currently valued at -0.68, compared to the broader market0.002.004.006.008.0010.0012.00
IEO: -0.68
ET: 0.74
The chart of Martin ratio for IEO, currently valued at -1.63, compared to the broader market0.0020.0040.0060.00
IEO: -1.63
ET: 2.82

The current IEO Sharpe Ratio is -0.72, which is lower than the ET Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IEO and ET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.72
0.70
IEO
ET

Dividends

IEO vs. ET - Dividend Comparison

IEO's dividend yield for the trailing twelve months is around 2.76%, less than ET's 7.36% yield.


TTM20242023202220212020201920182017201620152014
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%
ET
Energy Transfer LP
7.36%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

IEO vs. ET - Drawdown Comparison

The maximum IEO drawdown since its inception was -79.17%, smaller than the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for IEO and ET. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.00%
-15.88%
IEO
ET

Volatility

IEO vs. ET - Volatility Comparison

iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a higher volatility of 21.15% compared to Energy Transfer LP (ET) at 16.28%. This indicates that IEO's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.15%
16.28%
IEO
ET