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.
Performance
IYE vs. VDE - Performance Comparison
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IYE vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 32.86% | 7.33% | 6.06% | -2.21% | 60.21% | 53.42% | -33.49% | 10.03% | -19.37% | -1.80% |
VDE Vanguard Energy ETF | 34.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Returns By Period
The year-to-date returns for both investments are quite close, with IYE having a 32.86% return and VDE slightly higher at 34.23%. Over the past 10 years, IYE has underperformed VDE with an annualized return of 10.08%, while VDE has yielded a comparatively higher 11.00% annualized return.
IYE
- 1D
- 0.59%
- 1M
- 5.77%
- YTD
- 32.86%
- 6M
- 35.06%
- 1Y
- 29.92%
- 3Y*
- 14.28%
- 5Y*
- 22.18%
- 10Y*
- 10.08%
VDE
- 1D
- 0.76%
- 1M
- 6.05%
- YTD
- 34.23%
- 6M
- 36.66%
- 1Y
- 32.62%
- 3Y*
- 15.51%
- 5Y*
- 23.51%
- 10Y*
- 11.00%
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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.
Return for Risk
IYE vs. VDE — Risk / Return Rank
IYE
VDE
IYE vs. VDE - Risk-Adjusted Trends 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.
| IYE | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.30 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.70 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.74 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.47 | 4.96 | -0.49 |
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 | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.30 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.89 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.37 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.29 | -0.02 |
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.
Dividends
IYE vs. VDE - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.12%, less than VDE's 2.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYE iShares U.S. Energy ETF | 2.12% | 2.85% | 2.75% | 2.99% | 3.37% | 2.98% | 4.75% | 6.60% | 3.16% | 2.66% | 2.11% | 3.39% |
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
IYE vs. VDE - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.74%, roughly equal to the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for IYE and VDE.
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Drawdown Indicators
| IYE | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.74% | -74.20% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.99% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -26.58% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -68.59% | -69.29% | +0.70% |
Current DrawdownCurrent decline from peak | -5.09% | -5.02% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -19.44% | -20.06% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 6.61% | +0.15% |
Volatility
IYE vs. VDE - Volatility Comparison
iShares U.S. Energy ETF (IYE) and Vanguard Energy ETF (VDE) have volatilities of 6.24% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYE | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.28% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 14.32% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.90% | 25.20% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 26.53% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.44% | 29.88% | -0.44% |