IYE vs. SGOV
Compare and contrast key facts about iShares U.S. Energy ETF (IYE) and iShares 0-3 Month Treasury Bond ETF (SGOV).
IYE and SGOV 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. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. Both IYE and SGOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IYE vs. SGOV - Performance Comparison
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IYE vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 32.07% | 7.33% | 6.06% | -2.21% | 60.21% | 53.42% | 2.61% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Returns By Period
In the year-to-date period, IYE achieves a 32.07% return, which is significantly higher than SGOV's 0.88% return.
IYE
- 1D
- -3.57%
- 1M
- 4.12%
- YTD
- 32.07%
- 6M
- 32.94%
- 1Y
- 29.50%
- 3Y*
- 15.68%
- 5Y*
- 22.04%
- 10Y*
- 9.94%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
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IYE vs. SGOV - Expense Ratio Comparison
IYE has a 0.42% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Return for Risk
IYE vs. SGOV — Risk / Return Rank
IYE
SGOV
IYE vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| IYE | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 20.61 | -19.42 |
Sortino ratioReturn per unit of downside risk | 1.58 | 283.87 | -282.29 |
Omega ratioGain probability vs. loss probability | 1.24 | 201.33 | -200.09 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 411.31 | -409.70 |
Martin ratioReturn relative to average drawdown | 4.46 | 4,618.08 | -4,613.62 |
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
| IYE | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 20.61 | -19.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 14.12 | -13.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 12.34 | -12.08 |
Correlation
The correlation between IYE and SGOV is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
IYE vs. SGOV - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.13%, less than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYE vs. SGOV - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.74%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IYE and SGOV.
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Drawdown Indicators
| IYE | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.74% | -0.03% | -73.71% |
Max Drawdown (1Y)Largest decline over 1 year | -18.74% | -0.01% | -18.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -0.03% | -25.58% |
Max Drawdown (10Y)Largest decline over 10 years | -68.59% | — | — |
Current DrawdownCurrent decline from peak | -5.65% | 0.00% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -19.44% | 0.00% | -19.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 0.00% | +6.76% |
Volatility
IYE vs. SGOV - Volatility Comparison
iShares U.S. Energy ETF (IYE) has a higher volatility of 6.28% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IYE's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYE | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 0.06% | +6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 0.13% | +13.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.90% | 0.20% | +24.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.83% | 0.24% | +25.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 0.24% | +29.21% |