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XOP vs. IEZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOP and IEZ is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XOP vs. IEZ - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
5.37%
-54.17%
XOP
IEZ

Key characteristics

Sharpe Ratio

XOP:

-0.71

IEZ:

-0.75

Sortino Ratio

XOP:

-0.83

IEZ:

-0.91

Omega Ratio

XOP:

0.88

IEZ:

0.87

Calmar Ratio

XOP:

-0.36

IEZ:

-0.35

Martin Ratio

XOP:

-1.85

IEZ:

-1.77

Ulcer Index

XOP:

12.30%

IEZ:

15.32%

Daily Std Dev

XOP:

31.85%

IEZ:

36.19%

Max Drawdown

XOP:

-90.27%

IEZ:

-92.52%

Current Drawdown

XOP:

-58.88%

IEZ:

-75.07%

Returns By Period

In the year-to-date period, XOP achieves a -13.92% return, which is significantly higher than IEZ's -18.78% return. Over the past 10 years, XOP has outperformed IEZ with an annualized return of -4.25%, while IEZ has yielded a comparatively lower -9.78% annualized return.


XOP

YTD

-13.92%

1M

6.63%

6M

-18.04%

1Y

-23.82%

5Y*

19.01%

10Y*

-4.25%

IEZ

YTD

-18.78%

1M

3.99%

6M

-25.74%

1Y

-28.29%

5Y*

16.50%

10Y*

-9.78%

*Annualized

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XOP vs. IEZ - Expense Ratio Comparison

XOP has a 0.35% expense ratio, which is lower than IEZ's 0.42% expense ratio.


Risk-Adjusted Performance

XOP vs. IEZ — Risk-Adjusted Performance Rank

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

XOP
The Risk-Adjusted Performance Rank of XOP is 22
Overall Rank
The Sharpe Ratio Rank of XOP is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of XOP is 33
Sortino Ratio Rank
The Omega Ratio Rank of XOP is 22
Omega Ratio Rank
The Calmar Ratio Rank of XOP is 55
Calmar Ratio Rank
The Martin Ratio Rank of XOP is 00
Martin Ratio Rank

IEZ
The Risk-Adjusted Performance Rank of IEZ is 22
Overall Rank
The Sharpe Ratio Rank of IEZ is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of IEZ is 22
Sortino Ratio Rank
The Omega Ratio Rank of IEZ is 22
Omega Ratio Rank
The Calmar Ratio Rank of IEZ is 55
Calmar Ratio Rank
The Martin Ratio Rank of IEZ is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XOP vs. IEZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) and iShares U.S. Oil Equipment & Services ETF (IEZ). 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.


The current XOP Sharpe Ratio is -0.71, which is comparable to the IEZ Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of XOP and IEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50December2025FebruaryMarchAprilMay
-0.75
-0.79
XOP
IEZ

Dividends

XOP vs. IEZ - Dividend Comparison

XOP's dividend yield for the trailing twelve months is around 2.86%, more than IEZ's 2.20% yield.


TTM20242023202220212020201920182017201620152014
XOP
SPDR S&P Oil & Gas Exploration & Production ETF
2.86%2.45%2.63%2.47%1.61%2.34%1.47%0.99%0.76%0.76%2.21%1.40%
IEZ
iShares U.S. Oil Equipment & Services ETF
2.20%1.76%0.97%0.65%1.19%2.08%2.27%1.81%3.41%0.91%2.40%1.68%

Drawdowns

XOP vs. IEZ - Drawdown Comparison

The maximum XOP drawdown since its inception was -90.27%, roughly equal to the maximum IEZ drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for XOP and IEZ. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%December2025FebruaryMarchAprilMay
-58.88%
-75.07%
XOP
IEZ

Volatility

XOP vs. IEZ - Volatility Comparison

The current volatility for SPDR S&P Oil & Gas Exploration & Production ETF (XOP) is 16.73%, while iShares U.S. Oil Equipment & Services ETF (IEZ) has a volatility of 18.21%. This indicates that XOP experiences smaller price fluctuations and is considered to be less risky than IEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
16.73%
18.21%
XOP
IEZ