LLII vs. IEZ
LLII (REX LLY Growth & Income ETF) and IEZ (iShares U.S. Oil Equipment & Services ETF) are both exchange-traded funds - LLII is a Derivative Income fund actively managed by REX, while IEZ is a Energy Equities fund tracking the Dow Jones U.S. Select Oil Equipment & Services Index. LLII is actively managed, while IEZ is passively managed. At a correlation of -0.07, they often move in opposite directions. LLII charges 0.99%/yr vs 0.42%/yr for IEZ.
Performance
LLII vs. IEZ - Performance Comparison
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Returns By Period
In the year-to-date period, LLII achieves a 2.07% return, which is significantly lower than IEZ's 33.32% return.
LLII
- 1D
- 0.00%
- 1M
- 6.03%
- YTD
- 2.07%
- 6M
- 3.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEZ
- 1D
- -0.72%
- 1M
- -12.99%
- YTD
- 33.32%
- 6M
- 33.77%
- 1Y
- 64.80%
- 3Y*
- 15.70%
- 5Y*
- 12.80%
- 10Y*
- -1.46%
LLII vs. IEZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLII REX LLY Growth & Income ETF | 2.07% | 19.74% |
IEZ iShares U.S. Oil Equipment & Services ETF | 33.32% | 0.25% |
Correlation
The correlation between LLII and IEZ is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | -0.07 |
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Return for Risk
LLII vs. IEZ — Risk / Return Rank
LLII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEZ
LLII vs. IEZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) and iShares U.S. Oil Equipment & Services ETF (IEZ). 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.
| LLII | IEZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.35 | — |
| Martin ratioReturn relative to average drawdown | — | 15.22 | — |
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Drawdowns
LLII vs. IEZ - Drawdown Comparison
The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum IEZ drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for LLII and IEZ.
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Drawdown Indicators
| LLII | IEZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.96% | -92.52% | +68.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.97% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -40.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -88.29% | — |
Current DrawdownCurrent decline from peak | -0.71% | -56.00% | +55.29% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -48.26% | +39.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.27% | — |
Volatility
LLII vs. IEZ - Volatility Comparison
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Volatility by Period
| LLII | IEZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.89% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.58% | 29.51% | +6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.58% | 36.32% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.58% | 41.52% | -5.94% |
LLII vs. IEZ - Expense Ratio Comparison
LLII has a 0.99% expense ratio, which is higher than IEZ's 0.42% expense ratio.
Dividends
LLII vs. IEZ - Dividend Comparison
LLII's dividend yield for the trailing twelve months is around 25.62%, more than IEZ's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEZ iShares U.S. Oil Equipment & Services ETF | 1.24% | 1.87% | 1.76% | 0.97% | 0.65% | 1.20% | 2.07% | 2.28% | 1.81% | 3.42% | 0.91% | 2.40% |
LLII REX LLY Growth & Income ETF | 25.62% | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLII and IEZ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEZ is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEZ is cheaper with a 0.42% expense ratio, compared with 0.99% for LLII.
LLII has the higher dividend yield at 25.62%, compared with 1.24% for IEZ.
LLII is categorized as Derivative Income, while IEZ is Energy Equities. They also come from different issuers: REX and iShares. Their fees differ too: 0.99% for LLII and 0.42% for IEZ.
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