IYE vs. XOP
Compare and contrast key facts about iShares U.S. Energy ETF (IYE) and SPDR S&P Oil & Gas Exploration & Production ETF (XOP).
IYE and XOP 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. XOP is a passively managed fund by State Street that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry. It was launched on Jun 19, 2006. Both IYE and XOP 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 XOP.
Performance
IYE vs. XOP - Performance Comparison
Returns By Period
In the year-to-date period, IYE achieves a 15.04% return, which is significantly higher than XOP's 4.67% return. Over the past 10 years, IYE has outperformed XOP with an annualized return of 3.75%, while XOP has yielded a comparatively lower -3.29% annualized return.
IYE
15.04%
5.00%
1.40%
17.29%
13.93%
3.75%
XOP
4.67%
4.74%
-6.48%
5.67%
12.63%
-3.29%
Key characteristics
| IYE | XOP | |
|---|---|---|
| Sharpe Ratio | 0.86 | 0.12 |
| Sortino Ratio | 1.26 | 0.31 |
| Omega Ratio | 1.16 | 1.04 |
| Calmar Ratio | 1.10 | 0.05 |
| Martin Ratio | 2.88 | 0.27 |
| Ulcer Index | 5.25% | 9.68% |
| Daily Std Dev | 17.47% | 22.17% |
| Max Drawdown | -73.85% | -90.27% |
| Current Drawdown | -1.42% | -49.50% |
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IYE vs. XOP - Expense Ratio Comparison
IYE has a 0.42% expense ratio, which is higher than XOP's 0.35% expense ratio.
Correlation
The correlation between IYE and XOP is 0.92, 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. 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.
Dividends
IYE vs. XOP - Dividend Comparison
IYE's dividend yield for the trailing twelve months is around 2.62%, more than XOP's 2.46% 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% |
XOP SPDR S&P Oil & Gas Exploration & Production ETF | 2.46% | 2.63% | 2.47% | 1.61% | 2.34% | 1.47% | 0.99% | 0.76% | 0.76% | 2.21% | 1.41% | 0.84% |
Drawdowns
IYE vs. XOP - Drawdown Comparison
The maximum IYE drawdown since its inception was -73.85%, 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.
Volatility
IYE vs. XOP - Volatility Comparison
The current volatility for iShares U.S. Energy ETF (IYE) is 4.64%, while SPDR S&P Oil & Gas Exploration & Production ETF (XOP) has a volatility of 6.83%. 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.