PortfoliosLab logoPortfoliosLab logo
IOGP.L vs. IUES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOGP.L vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IOGP.L achieves a 20.93% return, which is significantly lower than IUES.L's 28.42% return. Over the past 10 years, IOGP.L has underperformed IUES.L with an annualized return of 6.62%, while IUES.L has yielded a comparatively higher 8.75% annualized return.


IOGP.L

1D
0.74%
1M
2.20%
6M
20.88%
YTD
20.93%
1Y
26.42%
3Y*
9.43%
5Y*
16.91%
10Y*
6.62%

IUES.L

1D
0.75%
1M
5.21%
6M
21.22%
YTD
28.42%
1Y
36.37%
3Y*
14.53%
5Y*
22.23%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOGP.L vs. IUES.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOGP.L
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)
20.93%6.27%-0.86%2.69%37.85%67.31%-31.65%8.07%-20.89%-4.74%
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.42%9.91%3.87%-0.66%63.84%51.95%-33.35%8.70%-18.12%-1.05%

Correlation

The correlation between IOGP.L and IUES.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.91

The correlation between IOGP.L and IUES.L has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IOGP.L vs. IUES.L — Risk / Return Rank

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

IOGP.L
IOGP.L Risk / Return Rank: 3535
Overall Rank
IOGP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IOGP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IOGP.L Omega Ratio Rank: 3636
Omega Ratio Rank
IOGP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IOGP.L Martin Ratio Rank: 3232
Martin Ratio Rank

IUES.L
IUES.L Risk / Return Rank: 5454
Overall Rank
IUES.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5656
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 4444
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.

IOGP.L vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). 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.


IOGP.LIUES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratioReturn relative to maximum drawdown

1.35

2.22

-0.87

Martin ratioReturn relative to average drawdown

3.54

5.67

-2.13

IOGP.L vs. IUES.L - Sharpe Ratio Comparison

The current IOGP.L Sharpe Ratio is 1.04, which is lower than the IUES.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IOGP.L and IUES.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IOGP.L vs. IUES.L - Drawdown Comparison

The maximum IOGP.L drawdown since its inception was -83.55%, which is greater than IUES.L's maximum drawdown of -66.79%. Use the drawdown chart below to compare losses from any high point for IOGP.L and IUES.L.


Loading charts...

Drawdown Indicators


IOGP.LIUES.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.55%

-66.79%

-16.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-16.33%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-27.14%

-20.90%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.42%

-27.98%

-4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-74.36%

-66.79%

-7.57%

Current Drawdown

Current decline from peak

-13.83%

-8.88%

-4.95%

Average Drawdown

Average peak-to-trough decline

-33.69%

-14.18%

-19.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

6.40%

+1.05%

Volatility

IOGP.L vs. IUES.L - Volatility Comparison

The current volatility for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) is 6.52%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 6.91%. This indicates that IOGP.L experiences smaller price fluctuations and is considered to be less risky than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IOGP.LIUES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.91%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

19.69%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

25.30%

22.76%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

26.74%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.70%

28.53%

+4.17%

IOGP.L vs. IUES.L - Expense Ratio Comparison

IOGP.L has a 0.55% expense ratio, which is higher than IUES.L's 0.15% expense ratio.


Dividends

IOGP.L vs. IUES.L - Dividend Comparison

Neither IOGP.L nor IUES.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IOGP.L and IUES.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUES.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUES.L is cheaper with a 0.15% expense ratio, compared with 0.55% for IOGP.L.

IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while IUES.L tracks MSCI World/Energy NR USD. Their fees differ too: 0.55% for IOGP.L and 0.15% for IUES.L.

Portfolio Optimizer

Find the right allocation for IOGP.L and IUES.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer