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IEO vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEO vs. PBOG - 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 Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEO achieves a 34.59% return, which is significantly higher than PBOG's 32.22% return.


IEO

1D
1.66%
1M
-3.23%
YTD
34.59%
6M
26.42%
1Y
40.11%
3Y*
16.01%
5Y*
18.96%
10Y*
10.42%

PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEO vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between IEO and PBOG is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.91

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Return for Risk

IEO vs. PBOG — Risk / Return Rank

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

IEO
IEO Risk / Return Rank: 4545
Overall Rank
IEO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IEO Sortino Ratio Rank: 4141
Sortino Ratio Rank
IEO Omega Ratio Rank: 4040
Omega Ratio Rank
IEO Calmar Ratio Rank: 5656
Calmar Ratio Rank
IEO Martin Ratio Rank: 4545
Martin Ratio Rank

PBOG
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEO vs. PBOG - 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 Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


IEOPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

7.63

IEO vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IEOPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

3.31

-3.14

Drawdowns

IEO vs. PBOG - Drawdown Comparison

The maximum IEO drawdown since its inception was -79.17%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for IEO and PBOG.


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Drawdown Indicators


IEOPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-79.17%

-11.45%

-67.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

Max Drawdown (3Y)

Largest decline over 3 years

-31.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

Max Drawdown (10Y)

Largest decline over 10 years

-75.00%

Current Drawdown

Current decline from peak

-7.30%

-6.81%

-0.49%

Average Drawdown

Average peak-to-trough decline

-26.27%

-3.10%

-23.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

Volatility

IEO vs. PBOG - Volatility Comparison


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Volatility by Period


IEOPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.86%

Volatility (1Y)

Calculated over the trailing 1-year period

25.15%

23.67%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

23.67%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.00%

23.67%

+11.33%

IEO vs. PBOG - Expense Ratio Comparison

IEO has a 0.42% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

IEO vs. PBOG - Dividend Comparison

IEO's dividend yield for the trailing twelve months is around 1.97%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
1.97%2.61%2.63%3.00%3.77%2.62%3.17%1.85%1.67%0.94%0.98%2.03%
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, IEO and PBOG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.42% for IEO.

IEO has the higher dividend yield at 1.97%, compared with 0.13% for PBOG.

IEO is categorized as Energy Equities, while PBOG is Oil & Gas. IEO tracks Dow Jones U.S. Select Oil Exploration & Production Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: iShares and Portfolio Building Blocks. Their fees differ too: 0.42% for IEO and 0.13% for PBOG.

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