IEO vs. VDE
Compare and contrast key facts about iShares U.S. Oil & Gas Exploration & Production ETF (IEO) and Vanguard Energy ETF (VDE).
IEO and VDE 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. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both IEO and VDE 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 VDE.
Key characteristics
| IEO | VDE | |
|---|---|---|
| YTD Return | 12.73% | 14.02% |
| 1Y Return | 30.71% | 25.47% |
| 3Y Return (Ann) | 28.63% | 26.14% |
| 5Y Return (Ann) | 16.34% | 13.67% |
| 10Y Return (Ann) | 3.80% | 3.44% |
| Sharpe Ratio | 1.56 | 1.43 |
| Daily Std Dev | 20.67% | 18.49% |
| Max Drawdown | -79.17% | -74.16% |
| Current Drawdown | -6.68% | -2.90% |
Correlation
The correlation between IEO and VDE is 0.96, 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.
Performance
IEO vs. VDE - Performance Comparison
In the year-to-date period, IEO achieves a 12.73% return, which is significantly lower than VDE's 14.02% return. Over the past 10 years, IEO has outperformed VDE with an annualized return of 3.80%, while VDE has yielded a comparatively lower 3.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
IEO vs. VDE - Dividend Comparison
IEO's dividend yield for the trailing twelve months is around 2.50%, less than VDE's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.50% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
VDE Vanguard Energy ETF | 2.91% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
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.
Volatility
IEO vs. VDE - Volatility Comparison
iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a higher volatility of 5.78% compared to Vanguard Energy ETF (VDE) at 4.74%. 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.