IYE vs. VDE
Compare and contrast key facts about iShares U.S. Energy ETF (IYE) and Vanguard Energy ETF (VDE).
IYE and VDE 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. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both IYE and VDE 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 VDE.
Performance
IYE vs. VDE - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IYE having a 15.04% return and VDE slightly higher at 15.29%. Over the past 10 years, IYE has underperformed VDE with an annualized return of 3.75%, while VDE has yielded a comparatively higher 4.41% annualized return.
IYE
15.04%
5.00%
1.40%
17.29%
13.93%
3.75%
VDE
15.29%
4.85%
1.11%
17.23%
15.60%
4.41%
Key characteristics
| IYE | VDE | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.82 |
| Sortino Ratio | 1.26 | 1.22 |
| Omega Ratio | 1.16 | 1.15 |
| Calmar Ratio | 1.10 | 1.11 |
| Martin Ratio | 2.88 | 2.68 |
| Ulcer Index | 5.25% | 5.56% |
| Daily Std Dev | 17.47% | 18.09% |
| Max Drawdown | -73.85% | -74.16% |
| Current Drawdown | -1.42% | -1.81% |
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IYE vs. VDE - Expense Ratio Comparison
IYE has a 0.42% expense ratio, which is higher than VDE's 0.10% expense ratio.
Correlation
The correlation between IYE and VDE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IYE vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and Vanguard Energy ETF (VDE). 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. VDE - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.62%, less than VDE's 3.04% 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% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
IYE vs. VDE - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.85%, roughly equal to the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for IYE and VDE. For additional features, visit the drawdowns tool.
Volatility
IYE vs. VDE - Volatility Comparison
The current volatility for iShares U.S. Energy ETF (IYE) is 4.64%, while Vanguard Energy ETF (VDE) has a volatility of 5.08%. This indicates that IYE experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.