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VDE vs. IYE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VDEIYE
YTD Return11.98%11.45%
1Y Return16.39%13.96%
3Y Return (Ann)29.03%26.97%
5Y Return (Ann)13.32%11.92%
10Y Return (Ann)3.18%2.53%
Sharpe Ratio0.770.66
Daily Std Dev19.52%19.07%
Max Drawdown-74.16%-73.85%
Current Drawdown-4.64%-4.49%

Correlation

-0.50.00.51.01.0

The correlation between VDE and IYE is 0.99, 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.

Performance

VDE vs. IYE - Performance Comparison

The year-to-date returns for both stocks are quite close, with VDE having a 11.98% return and IYE slightly lower at 11.45%. Over the past 10 years, VDE has outperformed IYE with an annualized return of 3.18%, while IYE has yielded a comparatively lower 2.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%320.00%340.00%December2024FebruaryMarchApril
320.42%
276.05%
VDE
IYE

Compare stocks, funds, or ETFs

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


Vanguard Energy ETF

iShares U.S. Energy ETF

VDE vs. IYE - Expense Ratio Comparison

VDE has a 0.10% expense ratio, which is lower than IYE's 0.42% expense ratio.


IYE
iShares U.S. Energy ETF
Expense ratio chart for IYE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VDE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VDE vs. IYE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) 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.


VDE
Sharpe ratio
The chart of Sharpe ratio for VDE, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.005.000.77
Sortino ratio
The chart of Sortino ratio for VDE, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.001.18
Omega ratio
The chart of Omega ratio for VDE, currently valued at 1.14, compared to the broader market0.501.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for VDE, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for VDE, currently valued at 2.51, compared to the broader market0.0020.0040.0060.002.51
IYE
Sharpe ratio
The chart of Sharpe ratio for IYE, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.005.000.66
Sortino ratio
The chart of Sortino ratio for IYE, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.001.03
Omega ratio
The chart of Omega ratio for IYE, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for IYE, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.000.68
Martin ratio
The chart of Martin ratio for IYE, currently valued at 2.09, compared to the broader market0.0020.0040.0060.002.09

VDE vs. IYE - Sharpe Ratio Comparison

The current VDE Sharpe Ratio is 0.77, which roughly equals the IYE Sharpe Ratio of 0.66. The chart below compares the 12-month rolling Sharpe Ratio of VDE and IYE.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchApril
0.77
0.66
VDE
IYE

Dividends

VDE vs. IYE - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.96%, more than IYE's 2.53% yield.


TTM20232022202120202019201820172016201520142013
VDE
Vanguard Energy ETF
2.96%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%1.74%
IYE
iShares U.S. Energy ETF
2.53%2.99%3.37%2.98%4.75%6.52%3.06%2.61%2.04%3.31%1.99%1.49%

Drawdowns

VDE vs. IYE - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.16%, roughly equal to the maximum IYE drawdown of -73.85%. Use the drawdown chart below to compare losses from any high point for VDE and IYE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchApril
-4.64%
-4.49%
VDE
IYE

Volatility

VDE vs. IYE - Volatility Comparison

Vanguard Energy ETF (VDE) and iShares U.S. Energy ETF (IYE) have volatilities of 4.70% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchApril
4.70%
4.59%
VDE
IYE