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MFMO vs. IYE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and iShares U.S. Energy ETF (IYE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFMO achieves a 14.25% return, which is significantly lower than IYE's 34.19% return.


MFMO

1D
1.17%
1M
-6.71%
6M
11.44%
YTD
14.25%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IYE

1D
0.93%
1M
11.26%
6M
18.18%
YTD
34.19%
1Y
42.12%
3Y*
14.15%
5Y*
22.44%
10Y*
9.34%
ALL TIME*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$40.85M$48.09M$75.43M
$209.02K$305.53K$328.62K

MFMO vs. IYE - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
14.25%-1.80%
IYE
iShares U.S. Energy ETF
34.19%-0.83%

Correlation

The correlation between MFMO and IYE is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

-0.15

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Return for Risk

MFMO vs. IYE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MFMO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IYE
IYE Risk / Return Rank: 7575
Overall Rank
IYE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IYE Omega Ratio Rank: 7676
Omega Ratio Rank
IYE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IYE Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MFMO vs. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and iShares U.S. Energy ETF (IYE). 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.


MFMOIYEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.75

Martin ratioReturn relative to average drawdown

7.28

MFMO vs. IYE - Sharpe Ratio Comparison


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Drawdowns

MFMO vs. IYE - Drawdown Comparison

The maximum MFMO drawdown since its inception was -18.23%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for MFMO and IYE.


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Drawdown Indicators


MFMOIYEDifference

Max Drawdown

Largest peak-to-trough decline

-18.23%

-73.74%

+55.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

Max Drawdown (10Y)

Largest decline over 10 years

-68.59%

Current Drawdown

Current decline from peak

-12.64%

-4.14%

-8.50%

Average Drawdown

Average peak-to-trough decline

-3.37%

-19.30%

+15.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

Volatility

MFMO vs. IYE - Volatility Comparison


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Volatility by Period


MFMOIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

20.51%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

25.44%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

29.49%

-0.42%

MFMO vs. IYE - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than IYE's 0.42% expense ratio.


Dividends

MFMO vs. IYE - Dividend Comparison

MFMO has not paid dividends to shareholders, while IYE's dividend yield for the trailing twelve months is around 2.12%.


PositionTTM20252024202320222021202020192018201720162015
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%
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MFMO and IYE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYE is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYE is cheaper with a 0.42% expense ratio, compared with 0.50% for MFMO.

IYE has the higher dividend yield at 2.12%, compared with 0.00% for MFMO.

MFMO is categorized as Momentum, while IYE is Energy Equities. They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.50% for MFMO and 0.42% for IYE.

Portfolio Optimizer

Find the right allocation for MFMO and IYE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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