PJBF vs. IYE

Last updated Jul 17, 2026

PJBF (PGIM Jennison Better Future ETF) and IYE (iShares U.S. Energy ETF) are both exchange-traded funds - PJBF is a Global Equities fund actively managed by PGIM, while IYE is a Energy Equities fund tracking the Dow Jones U.S. Oil & Gas Index. PJBF is actively managed, while IYE is passively managed. PJBF charges 0.59%/yr vs 0.42%/yr for IYE.

Performance

PJBF vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Better Future ETF (PJBF) and iShares U.S. Energy ETF (IYE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PJBF

• 1D: 0.00%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYE

• 1D: 0.85%
• 1M: 3.70%
• 6M: 21.25%
• YTD: 28.65%
• 1Y: 35.74%
• 3Y*: 14.97%
• 5Y*: 21.75%
• 10Y*: 8.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PJBF vs. IYE - Yearly Performance Comparison

	2026 (YTD)
PJBF PGIM Jennison Better Future ETF	0.00%
IYE iShares U.S. Energy ETF	0.43%

PJBF vs. IYE - Sectors Allocation Comparison

Sectors	PJBF	IYE
Technology	40.0%	1.9%
Industrials	16.5%	0.0%
Consumer Cyclical	13.8%	-
Communication Services	11.5%	-
Healthcare	11.5%	-
Financial Services	2.5%	0.1%
Consumer Defensive	2.3%	-
Utilities	2.0%	-
Basic Materials	-	-
Energy	-	99.8%
Real Estate	-	-

Return for Risk

PJBF vs. IYE — Risk / Return Rank

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

PJBF

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

IYE

IYE Risk / Return Rank: 60
IYE Sharpe Ratio Rank: 68
IYE Sortino Ratio Rank: 62
IYE Omega Ratio Rank: 59
IYE Calmar Ratio Rank: 62
IYE Martin Ratio Rank: 49

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJBF vs. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Better Future ETF (PJBF) 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.

	PJBF	IYE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.76	—
Sortino ratio: Return per unit of downside risk	—	2.33	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.47	—
Martin ratio: Return relative to average drawdown	—	6.59	—

Drawdowns

PJBF vs. IYE - Drawdown Comparison

The maximum PJBF drawdown since its inception was 0.00%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for PJBF and IYE.

Drawdown Indicators

	PJBF	IYE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-73.74%	+73.74%
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	0.00%	-8.10%	+8.10%
Average Drawdown Average peak-to-trough decline	0.00%	-19.32%	+19.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.44%	—

Volatility

Volatility by Period

	PJBF	IYE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	20.41%	-20.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	25.55%	-25.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	29.50%	-29.50%

PJBF vs. IYE - Expense Ratio Comparison

PJBF has a 0.59% expense ratio, which is higher than IYE's 0.42% expense ratio.

Dividends

PJBF vs. IYE - Dividend Comparison

PJBF has not paid dividends to shareholders, while IYE's dividend yield for the trailing twelve months is around 2.21%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYE iShares U.S. Energy ETF	2.21%	2.85%	2.75%	2.99%	3.37%	2.98%	4.75%	6.60%	3.16%	2.66%	2.11%	3.39%
PJBF PGIM Jennison Better Future 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

Which ETF is better, PJBF or IYE?

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.

Which ETF is cheaper, PJBF or IYE?

IYE is cheaper with a 0.42% expense ratio, compared with 0.59% for PJBF.

Which ETF pays a higher dividend yield, PJBF or IYE?

IYE has the higher dividend yield at 2.21%, compared with 0.00% for PJBF.

What is the main difference between PJBF and IYE?

PJBF is categorized as Global Equities, while IYE is Energy Equities. They also come from different issuers: PGIM and iShares. Their fees differ too: 0.59% for PJBF and 0.42% for IYE.