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VDE vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDE vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy ETF (VDE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VDE having a 32.48% return and PBOG slightly lower at 31.74%.


VDE

1D
0.18%
1M
-1.99%
YTD
32.48%
6M
28.99%
1Y
48.54%
3Y*
18.32%
5Y*
20.47%
10Y*
9.47%

PBOG

1D
-0.36%
1M
-2.93%
YTD
31.74%
6M
29.27%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDE vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between VDE and PBOG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.94

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Return for Risk

VDE vs. PBOG — Risk / Return Rank

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

VDE
VDE Risk / Return Rank: 7171
Overall Rank
VDE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 6868
Sortino Ratio Rank
VDE Omega Ratio Rank: 6565
Omega Ratio Rank
VDE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VDE Martin Ratio Rank: 6767
Martin Ratio Rank

PBOG
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.

VDE vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


VDEPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

4.13

Martin ratioReturn relative to average drawdown

12.11

VDE vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VDEPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

3.24

-2.95

Drawdowns

VDE vs. PBOG - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.20%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for VDE and PBOG.


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Drawdown Indicators


VDEPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-74.20%

-11.45%

-62.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

Current Drawdown

Current decline from peak

-6.27%

-7.15%

+0.88%

Average Drawdown

Average peak-to-trough decline

-19.96%

-3.13%

-16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

Volatility

VDE vs. PBOG - Volatility Comparison


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Volatility by Period


VDEPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

23.59%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

23.59%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.93%

23.59%

+6.34%

VDE vs. PBOG - Expense Ratio Comparison

VDE has a 0.09% expense ratio, which is lower than PBOG's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDE vs. PBOG - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.37%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDE
Vanguard Energy ETF
2.37%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions


With a correlation of 0.94, VDE and PBOG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VDE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDE is cheaper with a 0.09% expense ratio, compared with 0.13% for PBOG.

VDE has the higher dividend yield at 2.37%, compared with 0.13% for PBOG.

VDE is categorized as Energy Equities, while PBOG is Oil & Gas. VDE tracks MSCI US Investable Market Energy 25/50 Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: Vanguard and Portfolio Building Blocks. Their fees differ too: 0.09% for VDE and 0.13% for PBOG.

Portfolio Optimizer

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