IYE vs. IFRA
Compare and contrast key facts about iShares U.S. Energy ETF (IYE) and iShares U.S. Infrastructure ETF (IFRA).
IYE and IFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYE is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Oil & Gas Index. It was launched on Jun 12, 2000. IFRA is a passively managed fund by iShares that tracks the performance of the NYSE FactSet U.S. Infrastructure Index. It was launched on Apr 3, 2018. Both IYE and IFRA 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: IYE or IFRA.
Performance
IYE vs. IFRA - Performance Comparison
Returns By Period
In the year-to-date period, IYE achieves a 15.04% return, which is significantly lower than IFRA's 24.02% return.
IYE
15.04%
5.00%
1.40%
17.29%
13.93%
3.75%
IFRA
24.02%
2.05%
11.65%
35.14%
14.35%
N/A
Key characteristics
| IYE | IFRA | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.17 |
| Sortino Ratio | 1.26 | 3.09 |
| Omega Ratio | 1.16 | 1.38 |
| Calmar Ratio | 1.10 | 4.51 |
| Martin Ratio | 2.88 | 11.70 |
| Ulcer Index | 5.25% | 2.94% |
| Daily Std Dev | 17.47% | 15.89% |
| Max Drawdown | -73.85% | -41.06% |
| Current Drawdown | -1.42% | -2.53% |
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IYE vs. IFRA - Expense Ratio Comparison
IYE has a 0.42% expense ratio, which is higher than IFRA's 0.40% expense ratio.
Correlation
The correlation between IYE and IFRA is 0.63, 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.
Risk-Adjusted Performance
IYE vs. IFRA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and iShares U.S. Infrastructure ETF (IFRA). 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
IYE vs. IFRA - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.62%, more than IFRA's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 2.62% | 2.99% | 3.37% | 2.98% | 4.75% | 6.60% | 3.15% | 2.66% | 2.11% | 3.39% | 2.05% | 1.54% |
IFRA iShares U.S. Infrastructure ETF | 1.65% | 1.98% | 1.98% | 1.63% | 2.07% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYE vs. IFRA - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.85%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for IYE and IFRA. For additional features, visit the drawdowns tool.
Volatility
IYE vs. IFRA - Volatility Comparison
The current volatility for iShares U.S. Energy ETF (IYE) is 4.64%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 5.98%. This indicates that IYE experiences smaller price fluctuations and is considered to be less risky than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.