IEO vs. FCG
Compare and contrast key facts about iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and First Trust Natural Gas ETF (FCG).
IEO and FCG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007. Both IEO and FCG 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: IEO or FCG.
Performance
IEO vs. FCG - Performance Comparison
Returns By Period
In the year-to-date period, IEO achieves a 7.08% return, which is significantly higher than FCG's 5.88% return. Over the past 10 years, IEO has outperformed FCG with an annualized return of 4.53%, while FCG has yielded a comparatively lower -8.20% annualized return.
IEO
7.08%
5.36%
-5.01%
9.42%
17.00%
4.53%
FCG
5.88%
3.97%
-6.60%
3.59%
24.06%
-8.20%
Key characteristics
| IEO | FCG | |
|---|---|---|
| Sharpe Ratio | 0.32 | 0.14 |
| Sortino Ratio | 0.57 | 0.35 |
| Omega Ratio | 1.07 | 1.04 |
| Calmar Ratio | 0.32 | 0.04 |
| Martin Ratio | 0.65 | 0.40 |
| Ulcer Index | 10.14% | 7.96% |
| Daily Std Dev | 20.75% | 22.11% |
| Max Drawdown | -79.17% | -97.20% |
| Current Drawdown | -11.36% | -79.02% |
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IEO vs. FCG - Expense Ratio Comparison
IEO has a 0.42% expense ratio, which is lower than FCG's 0.60% expense ratio.
Correlation
The correlation between IEO and FCG is 0.94, 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
IEO vs. FCG - 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 First Trust Natural Gas ETF (FCG). 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. FCG - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 2.85%, less than FCG's 3.08% 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% |
FCG First Trust Natural Gas ETF | 3.08% | 3.25% | 3.04% | 1.73% | 3.83% | 2.88% | 1.46% | 1.56% | 1.69% | 4.82% | 1.34% | 0.35% |
Drawdowns
IEO vs. FCG - Drawdown Comparison
The maximum IEO drawdown since its inception was -79.17%, smaller than the maximum FCG drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for IEO and FCG. For additional features, visit the drawdowns tool.
Volatility
IEO vs. FCG - Volatility Comparison
The current volatility for iShares U.S. Oil & Gas Exploration & Production ETF (IEO) is 6.32%, while First Trust Natural Gas ETF (FCG) has a volatility of 6.74%. This indicates that IEO experiences smaller price fluctuations and is considered to be less risky than FCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.