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IYE vs. TEXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYE vs. TEXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Energy ETF (IYE) and Direxion Daily Energy Top 5 Bull 2X ETF (TEXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYE achieves a 32.30% return, which is significantly lower than TEXU's 58.42% return.


IYE

1D
-0.35%
1M
9.69%
6M
15.13%
YTD
32.30%
1Y
40.36%
3Y*
13.73%
5Y*
22.20%
10Y*
8.89%
ALL TIME*
7.45%

TEXU

1D
0.50%
1M
18.59%
6M
23.62%
YTD
58.42%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$45.57M$48.49M$74.82M
$75.70K$87.34K$90.82K

IYE vs. TEXU - Yearly Performance Comparison


2026 (YTD)2025
IYE
iShares U.S. Energy ETF
32.30%0.74%
TEXU
Direxion Daily Energy Top 5 Bull 2X ETF
58.42%-1.42%

Correlation

The correlation between IYE and TEXU is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.93

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Return for Risk

IYE vs. TEXU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IYE
IYE Risk / Return Rank: 6868
Overall Rank
IYE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 7070
Sortino Ratio Rank
IYE Omega Ratio Rank: 6767
Omega Ratio Rank
IYE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IYE Martin Ratio Rank: 5656
Martin Ratio Rank

TEXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IYE vs. TEXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and Direxion Daily Energy Top 5 Bull 2X ETF (TEXU). 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.


IYETEXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.79

Martin ratioReturn relative to average drawdown

7.37

IYE vs. TEXU - Sharpe Ratio Comparison


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Drawdowns

IYE vs. TEXU - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than TEXU's maximum drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for IYE and TEXU.


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Drawdown Indicators


IYETEXUDifference

Max Drawdown

Largest peak-to-trough decline

-73.74%

-31.71%

-42.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

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

-5.49%

-17.58%

+12.09%

Average Drawdown

Average peak-to-trough decline

-19.29%

-8.75%

-10.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

Volatility

IYE vs. TEXU - Volatility Comparison


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Volatility by Period


IYETEXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

40.78%

-20.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.41%

40.78%

-15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.49%

40.78%

-11.29%

IYE vs. TEXU - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is lower than TEXU's 0.98% expense ratio.


Dividends

IYE vs. TEXU - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.15%, more than TEXU's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
IYE
iShares U.S. Energy ETF
2.15%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%
TEXU
Direxion Daily Energy Top 5 Bull 2X ETF
1.39%0.67%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 TEXU 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, IYE is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYE is cheaper with a 0.42% expense ratio, compared with 0.98% for TEXU.

IYE has the higher dividend yield at 2.15%, compared with 1.39% for TEXU.

IYE is categorized as Energy Equities, while TEXU is Leveraged Equities. IYE tracks Dow Jones U.S. Oil & Gas Index, while TEXU tracks S&P 500 Energy (Sector) Top 5 Equal Capped Index. They also come from different issuers: iShares and Direxion. Their fees differ too: 0.42% for IYE and 0.98% for TEXU.

Portfolio Optimizer

Find the right allocation for IYE and TEXU

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