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XCOR vs. IEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XCOR vs. IEO

Last updated Aug 5, 2026
Documentation

XCOR (Fundx ETF) and IEO (iShares U.S. Oil & Gas Exploration & Production ETF) are both exchange-traded funds - XCOR is a Large Cap Growth Equities fund actively managed by FundX, while IEO is a Energy Equities fund tracking the Dow Jones U.S. Select Oil Exploration & Production Index. XCOR is actively managed, while IEO is passively managed. Over the past 3 years, XCOR returned 21.04%/yr vs 11.67%/yr for IEO. Their 0.17 correlation means their historical movements had little consistent relationship. XCOR charges 1.27%/yr vs 0.38%/yr for IEO.

Performance

XCOR vs. IEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundx ETF (XCOR) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCOR achieves a 11.62% return, which is significantly lower than IEO's 39.03% return.

XCOR

1D
2.74%
1M
2.45%
6M
10.43%
YTD
11.62%
1Y
21.06%
3Y*
21.04%
5Y*
—
10Y*
—
ALL TIME*
20.38%

IEO

1D
-0.91%
1M
11.27%
6M
25.75%
YTD
39.03%
1Y
43.17%
3Y*
11.67%
5Y*
23.01%
10Y*
10.64%
ALL TIME*
6.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IEO

iShares U.S. Oil & Gas Exploration & Production ETF
$8.72M$7.71M$8.53M

XCOR

Fundx ETF
$177.01K$116.94K$138.58K

XCOR vs. IEO - Yearly Performance Comparison

2026 (YTD)2025202420232022
XCOR
Fundx ETF		11.62%12.50%29.57%14.34%8.71%
IEO
iShares U.S. Oil & Gas Exploration & Production ETF		39.03%2.15%-1.45%3.57%1.98%

Correlation

The correlation between XCOR and IEO 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 (1Y)
Focuses on recent behavior, but can change the most.

-0.15

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.17

The correlation between XCOR and IEO shifts across timeframes, from -0.15 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

XCOR vs. IEO - Sectors Allocation Comparison

Sectors
XCOR
IEO

Technology

51.1%

-

Communication Services

11.3%

-

Consumer Cyclical

9.0%

-

Industrials

8.8%
1.0%

Financial Services

6.3%

-

Healthcare

6.0%

-

Consumer Defensive

2.9%

-

Energy

2.2%
99.1%

Basic Materials

0.9%
0.9%

Real Estate

0.7%

-

Utilities

0.7%

-

Technology

XCOR
51.1%
IEO

-

Communication Services

XCOR
11.3%
IEO

-

Consumer Cyclical

XCOR
9.0%
IEO

-

Industrials

XCOR
8.8%
IEO
1.0%

Financial Services

XCOR
6.3%
IEO

-

Healthcare

XCOR
6.0%
IEO

-

Consumer Defensive

XCOR
2.9%
IEO

-

Energy

XCOR
2.2%
IEO
99.1%

Basic Materials

XCOR
0.9%
IEO
0.9%

Real Estate

XCOR
0.7%
IEO

-

Utilities

XCOR
0.7%
IEO

-

Compare stocks, funds, or ETFs

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

Fundx ETF

iShares U.S. Oil & Gas Exploration & Production ETF

Often compared with XCOR:
XCOR vs. VOOXCOR vs. XNAVXCOR vs. XFLXXCOR vs. XRLXXCOR vs. FMAGXCOR vs. SGRTXCOR vs. FFOX
Often compared with IEO:
IEO vs. XLEIEO vs. VDEIEO vs. FENYIEO vs. FCGIEO vs. DEOIEO vs. PCEFIEO vs. CRAK

Return for Risk

XCOR vs. IEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XCOR
XCOR Risk / Return Rank: 4949
Overall Rank
XCOR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XCOR Sortino Ratio Rank: 4646
Sortino Ratio Rank
XCOR Omega Ratio Rank: 4545
Omega Ratio Rank
XCOR Calmar Ratio Rank: 5151
Calmar Ratio Rank
XCOR Martin Ratio Rank: 5555
Martin Ratio Rank
IEO
IEO Risk / Return Rank: 5959
Overall Rank
IEO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
IEO Omega Ratio Rank: 5454
Omega Ratio Rank
IEO Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEO Martin Ratio Rank: 5252
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.

XCOR vs. IEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.

XCORIEODifference
Sharpe ratioReturn per unit of total volatility
1.34
1.68

-0.34

Sortino ratioReturn per unit of downside risk
1.91
2.21

-0.30

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

2.09

2.66

-0.56

Martin ratioReturn relative to average drawdown

7.36

6.64

+0.72

XCOR vs. IEO - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 1.34, which is comparable to the IEO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XCOR and IEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XCOR vs. IEO - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for XCOR and IEO.

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Drawdown Indicators

XCORIEODifference

Max Drawdown

Largest peak-to-trough decline

-22.54%

-79.17%

+56.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-16.32%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-31.46%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.46%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-75.00%

—

Current Drawdown

Current decline from peak

-2.29%

-4.24%

+1.95%

Average Drawdown

Average peak-to-trough decline

-3.16%

-26.13%

+22.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

6.52%

-3.65%

Volatility

XCOR vs. IEO - Volatility Comparison

The current volatility for Fundx ETF (XCOR) is 7.05%, while iShares U.S. Oil & Gas Exploration & Production ETF (IEO) has a volatility of 7.87%. This indicates that XCOR experiences smaller price fluctuations and is considered to be less risky than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XCORIEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

7.87%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

20.37%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

25.76%

-9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

30.22%

-12.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

34.91%

-17.47%

XCOR vs. IEO - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than IEO's 0.38% expense ratio.

Dividends

XCOR vs. IEO - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.38%, less than IEO's 1.90% yield.

PositionTTM20252024202320222021202020192018201720162015
IEO
iShares U.S. Oil & Gas Exploration & Production ETF		1.90%2.61%2.63%3.00%3.77%2.62%3.17%1.85%1.67%0.94%0.98%2.03%
XCOR
Fundx ETF		0.38%0.43%0.00%0.95%2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XCOR and IEO 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.

IEO has higher volatility (7.87%) compared to XCOR (7.05%). In terms of maximum drawdown, XCOR dropped -22.54% vs IEO's -79.17%.

On 3-year performance, XCOR leads with 21.04% vs 11.67% for IEO. On fees, IEO is cheaper at 0.38% per year. On volatility, XCOR has been the lower-risk option at 7.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XCOR has performed better with a 21.04% return vs 11.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEO is cheaper with a 0.38% expense ratio, compared with 1.27% for XCOR.

IEO has the higher dividend yield at 1.90%, compared with 0.38% for XCOR.

XCOR is categorized as Large Cap Growth Equities, while IEO is Energy Equities. They also come from different issuers: FundX and iShares. Their fees differ too: 1.27% for XCOR and 0.38% for IEO.

IEO currently has the higher Sharpe Ratio (1.68 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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