VDE vs. IYE
Compare and contrast key facts about Vanguard Energy ETF (VDE) and iShares U.S. Energy ETF (IYE).
VDE and IYE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. 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. Both VDE and IYE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VDE vs. IYE - Performance Comparison
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VDE vs. IYE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 34.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
IYE iShares U.S. Energy ETF | 32.86% | 7.33% | 6.06% | -2.21% | 60.21% | 53.42% | -33.49% | 10.03% | -19.37% | -1.80% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VDE having a 34.23% return and IYE slightly lower at 32.86%. Over the past 10 years, VDE has outperformed IYE with an annualized return of 11.00%, while IYE has yielded a comparatively lower 10.08% annualized return.
VDE
- 1D
- 0.76%
- 1M
- 6.05%
- YTD
- 34.23%
- 6M
- 36.66%
- 1Y
- 32.62%
- 3Y*
- 15.51%
- 5Y*
- 23.51%
- 10Y*
- 11.00%
IYE
- 1D
- 0.59%
- 1M
- 5.77%
- YTD
- 32.86%
- 6M
- 35.06%
- 1Y
- 29.92%
- 3Y*
- 14.28%
- 5Y*
- 22.18%
- 10Y*
- 10.08%
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VDE vs. IYE - Expense Ratio Comparison
VDE has a 0.10% expense ratio, which is lower than IYE's 0.42% expense ratio.
Return for Risk
VDE vs. IYE — Risk / Return Rank
VDE
IYE
VDE vs. IYE - Risk-Adjusted Trends 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 | IYE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.21 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.60 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.61 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.96 | 4.47 | +0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDE | IYE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.21 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.86 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.34 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.26 | +0.02 |
Correlation
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.
Dividends
VDE vs. IYE - Dividend Comparison
VDE's dividend yield for the trailing twelve months is around 2.34%, more than IYE's 2.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
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% |
Drawdowns
VDE vs. IYE - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, roughly equal to the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for VDE and IYE.
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Drawdown Indicators
| VDE | IYE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -73.74% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.92% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -25.61% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | -68.59% | -0.70% |
Current DrawdownCurrent decline from peak | -5.02% | -5.09% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -20.06% | -19.44% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.61% | 6.76% | -0.15% |
Volatility
VDE vs. IYE - Volatility Comparison
Vanguard Energy ETF (VDE) and iShares U.S. Energy ETF (IYE) have volatilities of 6.28% and 6.24%, 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.
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Volatility by Period
| VDE | IYE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.24% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 14.11% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 24.90% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.53% | 25.82% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.88% | 29.44% | +0.44% |