IOGP.L vs. PBOG
IOGP.L (iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)) and PBOG (Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF) are both Oil & Gas funds - IOGP.L tracks the S&P Commodity Producers Oil & Gas Exploration & Production Index while PBOG tracks the BITA Global Oil & Gas Select Index. Both are passively managed. A 0.68 correlation means they provide meaningful diversification when combined. IOGP.L charges 0.55%/yr vs 0.13%/yr for PBOG.
Performance
IOGP.L vs. PBOG - Performance Comparison
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Returns By Period
In the year-to-date period, IOGP.L achieves a 28.57% return, which is significantly lower than PBOG's 32.22% return.
IOGP.L
- 1D
- 2.02%
- 1M
- -2.81%
- YTD
- 28.57%
- 6M
- 24.95%
- 1Y
- 36.79%
- 3Y*
- 14.41%
- 5Y*
- 16.29%
- 10Y*
- 7.46%
PBOG
- 1D
- 1.23%
- 1M
- -2.32%
- YTD
- 32.22%
- 6M
- 29.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOGP.L vs. PBOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IOGP.L iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) | 28.57% | 2.04% |
PBOG Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF | 32.22% | 1.62% |
Correlation
The correlation between IOGP.L and PBOG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 26, 2025 | 0.68 |
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Return for Risk
IOGP.L vs. PBOG — Risk / Return Rank
IOGP.L
PBOG
IOGP.L vs. PBOG - 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 Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.
| IOGP.L | PBOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | — | — |
| Martin ratioReturn relative to average drawdown | 6.32 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOGP.L | PBOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 3.31 | -3.24 |
Drawdowns
IOGP.L vs. PBOG - Drawdown Comparison
The maximum IOGP.L drawdown since its inception was -83.56%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for IOGP.L and PBOG.
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Drawdown Indicators
| IOGP.L | PBOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.56% | -11.45% | -72.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -74.37% | — | — |
Current DrawdownCurrent decline from peak | -8.38% | -6.81% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -35.25% | -3.10% | -32.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | — | — |
Volatility
IOGP.L vs. PBOG - Volatility Comparison
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Volatility by Period
| IOGP.L | PBOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 23.67% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.34% | 23.67% | +6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 23.67% | +9.14% |
IOGP.L vs. PBOG - Expense Ratio Comparison
IOGP.L has a 0.55% expense ratio, which is higher than PBOG's 0.13% expense ratio.
Dividends
IOGP.L vs. PBOG - Dividend Comparison
IOGP.L has not paid dividends to shareholders, while PBOG's dividend yield for the trailing twelve months is around 0.13%.
| Position | TTM | 2025 |
|---|---|---|
IOGP.L iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) | 0.00% | 0.00% |
PBOG Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF | 0.13% | 0.17% |
Frequently Asked Questions
IOGP.L and PBOG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PBOG is cheaper with a 0.13% expense ratio, compared with 0.55% for IOGP.L.
IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: iShares and Portfolio Building Blocks. Their fees differ too: 0.55% for IOGP.L and 0.13% for PBOG.
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