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

Correlation

The correlation between IEO and VDE is 0.59, 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: 0.6

Performance

IEO vs. VDE - 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 Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
117.33%
120.29%
IEO
VDE

Key characteristics

Sharpe Ratio

IEO:

-0.72

VDE:

-0.46

Sortino Ratio

IEO:

-0.83

VDE:

-0.45

Omega Ratio

IEO:

0.88

VDE:

0.94

Calmar Ratio

IEO:

-0.68

VDE:

-0.54

Martin Ratio

IEO:

-1.63

VDE:

-1.51

Ulcer Index

IEO:

13.05%

VDE:

7.64%

Daily Std Dev

IEO:

29.80%

VDE:

25.31%

Max Drawdown

IEO:

-79.17%

VDE:

-74.16%

Current Drawdown

IEO:

-24.00%

VDE:

-14.90%

Returns By Period

In the year-to-date period, IEO achieves a -6.84% return, which is significantly lower than VDE's -4.81% return. Over the past 10 years, IEO has underperformed VDE with an annualized return of 3.01%, while VDE has yielded a comparatively higher 3.51% annualized return.


IEO

YTD

-6.84%

1M

-12.67%

6M

-8.98%

1Y

-21.86%

5Y*

27.60%

10Y*

3.01%

VDE

YTD

-4.81%

1M

-11.99%

6M

-7.12%

1Y

-12.09%

5Y*

24.93%

10Y*

3.51%

*Annualized

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IEO vs. VDE - Expense Ratio Comparison

IEO has a 0.42% expense ratio, which is higher than VDE's 0.10% expense ratio.


Expense ratio chart for IEO: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEO: 0.42%
Expense ratio chart for VDE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDE: 0.10%

Risk-Adjusted Performance

IEO vs. VDE — 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

VDE
The Risk-Adjusted Performance Rank of VDE is 44
Overall Rank
The Sharpe Ratio Rank of VDE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 11
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. VDE - 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 Vanguard Energy ETF (VDE). 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
VDE: -0.46
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
VDE: -0.45
The chart of Omega ratio for IEO, currently valued at 0.88, compared to the broader market0.501.001.502.002.50
IEO: 0.88
VDE: 0.94
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
VDE: -0.54
The chart of Martin ratio for IEO, currently valued at -1.63, compared to the broader market0.0020.0040.0060.00
IEO: -1.63
VDE: -1.51

The current IEO Sharpe Ratio is -0.72, which is lower than the VDE Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of IEO and VDE, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.72
-0.46
IEO
VDE

Dividends

IEO vs. VDE - Dividend Comparison

IEO's dividend yield for the trailing twelve months is around 2.76%, less than VDE's 3.42% 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%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

IEO vs. VDE - Drawdown Comparison

The maximum IEO drawdown since its inception was -79.17%, which is greater than VDE's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for IEO and VDE. 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%
-14.90%
IEO
VDE

Volatility

IEO vs. VDE - Volatility Comparison

iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a higher volatility of 21.15% compared to Vanguard Energy ETF (VDE) at 17.51%. This indicates that IEO's price experiences larger fluctuations and is considered to be riskier than VDE 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%
17.51%
IEO
VDE