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IEZ vs. RNWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEZ vs. RNWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Oil Equipment & Services ETF (IEZ) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). The values are adjusted to include any dividend payments, if applicable.

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IEZ vs. RNWZ - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEZ
iShares U.S. Oil Equipment & Services ETF
36.41%7.51%-8.15%4.43%14.33%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
17.03%36.33%-7.36%-3.89%-0.19%

Returns By Period

In the year-to-date period, IEZ achieves a 36.41% return, which is significantly higher than RNWZ's 17.03% return.


IEZ

1D
-1.90%
1M
-1.77%
YTD
36.41%
6M
46.27%
1Y
46.18%
3Y*
15.43%
5Y*
16.95%
10Y*
-0.25%

RNWZ

1D
0.87%
1M
1.41%
YTD
17.03%
6M
23.93%
1Y
49.02%
3Y*
12.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEZ vs. RNWZ - Expense Ratio Comparison

IEZ has a 0.42% expense ratio, which is lower than RNWZ's 0.75% expense ratio.


Return for Risk

IEZ vs. RNWZ — Risk / Return Rank

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

IEZ
IEZ Risk / Return Rank: 6464
Overall Rank
IEZ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEZ Omega Ratio Rank: 6565
Omega Ratio Rank
IEZ Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEZ Martin Ratio Rank: 5050
Martin Ratio Rank

RNWZ
RNWZ Risk / Return Rank: 9797
Overall Rank
RNWZ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RNWZ Sortino Ratio Rank: 9797
Sortino Ratio Rank
RNWZ Omega Ratio Rank: 9797
Omega Ratio Rank
RNWZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
RNWZ Martin Ratio Rank: 9797
Martin Ratio Rank
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.

IEZ vs. RNWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil Equipment & Services ETF (IEZ) and TrueShares Eagle Global Renewable Energy Income ETF (RNWZ). 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.


IEZRNWZDifference

Sharpe ratio

Return per unit of total volatility

1.25

2.92

-1.67

Sortino ratio

Return per unit of downside risk

1.75

3.72

-1.97

Omega ratio

Gain probability vs. loss probability

1.25

1.55

-0.30

Calmar ratio

Return relative to maximum drawdown

1.89

4.92

-3.03

Martin ratio

Return relative to average drawdown

5.15

20.51

-15.36

IEZ vs. RNWZ - Sharpe Ratio Comparison

The current IEZ Sharpe Ratio is 1.25, which is lower than the RNWZ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of IEZ and RNWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEZRNWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.92

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.66

-0.71

Correlation

The correlation between IEZ and RNWZ is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IEZ vs. RNWZ - Dividend Comparison

IEZ's dividend yield for the trailing twelve months is around 1.28%, less than RNWZ's 1.91% yield.


TTM20252024202320222021202020192018201720162015
IEZ
iShares U.S. Oil Equipment & Services ETF
1.28%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%
RNWZ
TrueShares Eagle Global Renewable Energy Income ETF
1.91%2.12%2.36%3.87%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEZ vs. RNWZ - Drawdown Comparison

The maximum IEZ drawdown since its inception was -92.52%, which is greater than RNWZ's maximum drawdown of -24.90%. Use the drawdown chart below to compare losses from any high point for IEZ and RNWZ.


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Drawdown Indicators


IEZRNWZDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-24.90%

-67.62%

Max Drawdown (1Y)

Largest decline over 1 year

-25.55%

-9.98%

-15.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-54.98%

0.00%

-54.98%

Average Drawdown

Average peak-to-trough decline

-48.23%

-7.43%

-40.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.38%

2.40%

+6.98%

Volatility

IEZ vs. RNWZ - Volatility Comparison

iShares U.S. Oil Equipment & Services ETF (IEZ) has a higher volatility of 9.27% compared to TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) at 5.95%. This indicates that IEZ's price experiences larger fluctuations and is considered to be riskier than RNWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEZRNWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

5.95%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

21.26%

10.85%

+10.41%

Volatility (1Y)

Calculated over the trailing 1-year period

37.00%

16.87%

+20.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.02%

16.87%

+20.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.66%

16.87%

+24.79%