IEO vs. POW
IEO (iShares U.S. Oil & Gas Exploration & Production ETF) and POW (VistaShares Electrification Supercycle ETF) are both exchange-traded funds - IEO is a Energy Equities fund tracking the Dow Jones U.S. Select Oil Exploration & Production Index, while POW is a Actively Managed fund actively managed by VistaShares. IEO is passively managed, while POW is actively managed. At a correlation of -0.15, they often move in opposite directions. IEO charges 0.42%/yr vs 0.75%/yr for POW.
Performance
IEO vs. POW - Performance Comparison
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Returns By Period
In the year-to-date period, IEO achieves a 34.21% return, which is significantly lower than POW's 41.57% return.
IEO
- 1D
- 0.41%
- 1M
- 2.91%
- 6M
- 30.61%
- YTD
- 34.21%
- 1Y
- 31.84%
- 3Y*
- 14.02%
- 5Y*
- 21.52%
- 10Y*
- 10.34%
POW
- 1D
- 1.90%
- 1M
- -7.03%
- 6M
- 34.18%
- YTD
- 41.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEO vs. POW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 34.21% | -0.18% |
POW VistaShares Electrification Supercycle ETF | 41.57% | -1.70% |
Correlation
The correlation between IEO and POW is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025 | -0.15 |
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Return for Risk
IEO vs. POW — Risk / Return Rank
IEO
POW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEO vs. POW - 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 VistaShares Electrification Supercycle ETF (POW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IEO | POW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | — | — |
| Martin ratioReturn relative to average drawdown | 4.89 | — | — |
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Drawdowns
IEO vs. POW - Drawdown Comparison
The maximum IEO drawdown since its inception was -79.17%, which is greater than POW's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for IEO and POW.
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Drawdown Indicators
| IEO | POW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.17% | -18.37% | -60.80% |
Max Drawdown (1Y)Largest decline over 1 year | -16.32% | — | — |
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 DrawdownCurrent decline from peak | -7.57% | -16.82% | +9.25% |
Average DrawdownAverage peak-to-trough decline | -26.19% | -4.40% | -21.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | — | — |
Volatility
IEO vs. POW - Volatility Comparison
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Volatility by Period
| IEO | POW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.19% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.72% | 32.91% | -7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.40% | 32.91% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.93% | 32.91% | +2.02% |
IEO vs. POW - Expense Ratio Comparison
IEO has a 0.42% expense ratio, which is lower than POW's 0.75% expense ratio.
Dividends
IEO vs. POW - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 1.96%, more than POW's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 1.96% | 2.61% | 2.63% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% |
POW VistaShares Electrification Supercycle ETF | 0.14% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IEO and POW have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEO is cheaper with a 0.42% expense ratio, compared with 0.75% for POW.
IEO has the higher dividend yield at 1.96%, compared with 0.14% for POW.
IEO is categorized as Energy Equities, while POW is Actively Managed. They also come from different issuers: iShares and VistaShares. Their fees differ too: 0.42% for IEO and 0.75% for POW.
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