IEO vs. ET
Compare and contrast key facts about iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Energy Transfer LP (ET).
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 ET.
Performance
IEO vs. ET - Performance Comparison
Returns By Period
In the year-to-date period, IEO achieves a 7.08% return, which is significantly lower than ET's 35.81% return. Over the past 10 years, IEO has outperformed ET with an annualized return of 4.53%, while ET has yielded a comparatively lower 2.15% annualized return.
IEO
7.08%
5.36%
-5.01%
9.42%
17.00%
4.53%
ET
35.81%
7.35%
12.60%
38.63%
19.22%
2.15%
Key characteristics
| IEO | ET | |
|---|---|---|
| Sharpe Ratio | 0.32 | 2.55 |
| Sortino Ratio | 0.57 | 3.64 |
| Omega Ratio | 1.07 | 1.46 |
| Calmar Ratio | 0.32 | 1.74 |
| Martin Ratio | 0.65 | 21.05 |
| Ulcer Index | 10.14% | 1.91% |
| Daily Std Dev | 20.75% | 15.78% |
| Max Drawdown | -79.17% | -87.81% |
| Current Drawdown | -11.36% | -0.06% |
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Correlation
The correlation between IEO and ET 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.
Risk-Adjusted Performance
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.
Dividends
IEO vs. ET - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 2.85%, less than ET's 7.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.85% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
ET Energy Transfer LP | 7.38% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
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.
Volatility
IEO vs. ET - Volatility Comparison
iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a higher volatility of 6.32% compared to Energy Transfer LP (ET) at 4.27%. 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.