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IYE vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYE vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Energy ETF (IYE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IYE having a 31.90% return and PBOG slightly higher at 32.22%.


IYE

1D
1.33%
1M
-1.02%
YTD
31.90%
6M
29.37%
1Y
44.08%
3Y*
17.12%
5Y*
19.52%
10Y*
9.00%

PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYE vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between IYE and PBOG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.93

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Return for Risk

IYE vs. PBOG — Risk / Return Rank

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

IYE
IYE Risk / Return Rank: 6363
Overall Rank
IYE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IYE Omega Ratio Rank: 5757
Omega Ratio Rank
IYE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IYE Martin Ratio Rank: 6060
Martin Ratio Rank

PBOG
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.

IYE vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) 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.


IYEPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.72

Martin ratioReturn relative to average drawdown

10.99

IYE vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IYEPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

3.31

-3.05

Drawdowns

IYE vs. PBOG - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for IYE and PBOG.


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Drawdown Indicators


IYEPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-73.74%

-11.45%

-62.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

Max Drawdown (10Y)

Largest decline over 10 years

-68.59%

Current Drawdown

Current decline from peak

-5.77%

-6.81%

+1.04%

Average Drawdown

Average peak-to-trough decline

-19.36%

-3.10%

-16.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

Volatility

IYE vs. PBOG - Volatility Comparison


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Volatility by Period


IYEPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

23.67%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.71%

23.67%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

23.67%

+5.85%

IYE vs. PBOG - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

IYE vs. PBOG - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.13%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IYE
iShares U.S. Energy ETF
2.13%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IYE and PBOG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.42% for IYE.

IYE has the higher dividend yield at 2.13%, compared with 0.13% for PBOG.

IYE is categorized as Energy Equities, while PBOG is Oil & Gas. IYE tracks Dow Jones U.S. Oil & Gas 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: 0.42% for IYE and 0.13% for PBOG.

Portfolio Optimizer

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