PortfoliosLab logo
IYE vs. XOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYE and XOP is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IYE vs. XOP - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
133.68%
5.06%
IYE
XOP

Key characteristics

Sharpe Ratio

IYE:

-0.35

XOP:

-0.69

Sortino Ratio

IYE:

-0.31

XOP:

-0.79

Omega Ratio

IYE:

0.96

XOP:

0.89

Calmar Ratio

IYE:

-0.43

XOP:

-0.35

Martin Ratio

IYE:

-1.22

XOP:

-1.80

Ulcer Index

IYE:

7.17%

XOP:

12.11%

Daily Std Dev

IYE:

24.97%

XOP:

31.94%

Max Drawdown

IYE:

-73.74%

XOP:

-90.27%

Current Drawdown

IYE:

-15.72%

XOP:

-59.00%

Returns By Period

In the year-to-date period, IYE achieves a -5.61% return, which is significantly higher than XOP's -14.17% return. Over the past 10 years, IYE has outperformed XOP with an annualized return of 2.79%, while XOP has yielded a comparatively lower -4.28% annualized return.


IYE

YTD

-5.61%

1M

2.45%

6M

-8.19%

1Y

-9.39%

5Y*

21.62%

10Y*

2.79%

XOP

YTD

-14.17%

1M

5.86%

6M

-13.24%

1Y

-22.96%

5Y*

20.65%

10Y*

-4.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYE vs. XOP - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is higher than XOP's 0.35% expense ratio.


Risk-Adjusted Performance

IYE vs. XOP — Risk-Adjusted Performance Rank

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

IYE
The Risk-Adjusted Performance Rank of IYE is 55
Overall Rank
The Sharpe Ratio Rank of IYE is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IYE is 77
Sortino Ratio Rank
The Omega Ratio Rank of IYE is 66
Omega Ratio Rank
The Calmar Ratio Rank of IYE is 33
Calmar Ratio Rank
The Martin Ratio Rank of IYE is 33
Martin Ratio Rank

XOP
The Risk-Adjusted Performance Rank of XOP is 22
Overall Rank
The Sharpe Ratio Rank of XOP is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of XOP is 22
Sortino Ratio Rank
The Omega Ratio Rank of XOP is 22
Omega Ratio Rank
The Calmar Ratio Rank of XOP is 44
Calmar Ratio Rank
The Martin Ratio Rank of XOP is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYE vs. XOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP). 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.


The current IYE Sharpe Ratio is -0.35, which is higher than the XOP Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of IYE and XOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.35
-0.69
IYE
XOP

Dividends

IYE vs. XOP - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 3.01%, more than XOP's 2.87% yield.


TTM20242023202220212020201920182017201620152014
IYE
iShares U.S. Energy ETF
3.01%2.75%2.99%3.37%2.98%4.75%6.60%3.15%2.66%2.11%3.39%2.05%
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
2.87%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%1.40%

Drawdowns

IYE vs. XOP - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, smaller than the maximum XOP drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for IYE and XOP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-15.72%
-59.00%
IYE
XOP

Volatility

IYE vs. XOP - Volatility Comparison

The current volatility for iShares U.S. Energy ETF (IYE) is 15.91%, while SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a volatility of 20.36%. This indicates that IYE experiences smaller price fluctuations and is considered to be less risky than XOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.91%
20.36%
IYE
XOP