Summary
IEO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 40.19% Volatility 31.01% Sharpe 0.85
Official loaded data — not a live quote.

ISHARES U.S. OIL & GAS EXPLORATION & PRODUCTION ETF

Symbol: IEO

Exchange: BATS

Sector: Energy

Category: Equity Energy

Inception date: 01/05/2006

Latest date: 02/06/2026

Current price: $117.62

Expense ratio: 0.38%

Assets under management
$608.1M
1.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.81%

Ann. 165.98% (Sharpe / Sortino numerator)

Volatility

24.56%

Sharpe ratio

6.610

VaR 95%

-1.89%

CVaR 95%: -2.68%
Max drawdown: -6.43%
Sortino ratio: 8.843
Calmar ratio: 25.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.23%

Ann. 230.94% (Sharpe / Sortino numerator)

Volatility

25.67%

Sharpe ratio

8.856

VaR 95%

-1.91%

CVaR 95%: -2.50%
Max drawdown: -6.43%
Sortino ratio: 16.517
Calmar ratio: 35.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.24%

Ann. 79.35% (Sharpe / Sortino numerator)

Volatility

24.97%

Sharpe ratio

3.032

VaR 95%

-2.03%

CVaR 95%: -3.06%
Max drawdown: -7.59%
Sortino ratio: 4.955
Calmar ratio: 10.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.19%

Ann. 30.07% (Sharpe / Sortino numerator)

Volatility

31.01%

Sharpe ratio

0.852

VaR 95%

-2.58%

CVaR 95%: -4.77%
Max drawdown: -13.09%
Sortino ratio: 0.998
Calmar ratio: 2.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.19%

Ann. 8.00% (Sharpe / Sortino numerator)

Volatility

26.92%

Sharpe ratio

0.162

VaR 95%

-2.66%

CVaR 95%: -4.12%
Max drawdown: -31.46%
Sortino ratio: 0.199
Calmar ratio: 0.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

52.86%

Ann. 15.30% (Sharpe / Sortino numerator)

Volatility

25.49%

Sharpe ratio

0.458

VaR 95%

-2.52%

CVaR 95%: -3.75%
Max drawdown: -31.46%
Sortino ratio: 0.592
Calmar ratio: 0.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.147%

Best day

3.598%

02/03/2026
Worst day

-5.258%

06/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $116.29 $118.17 $116.29 $117.62 53,200
01/06/2026 $115.94 $118.17 $115.78 $116.67 131,800
29/05/2026 $114.30 $114.61 $112.81 $114.09 80,400
28/05/2026 $115.26 $115.70 $113.81 $114.72 85,400
27/05/2026 $113.52 $115.41 $112.72 $113.96 134,200
26/05/2026 $117.42 $119.17 $115.34 $115.42 73,300
22/05/2026 $117.94 $119.38 $117.80 $119.14 42,300
21/05/2026 $122.15 $122.35 $117.59 $118.13 104,800
20/05/2026 $122.53 $124.29 $120.00 $120.90 190,900
19/05/2026 $122.92 $123.78 $121.70 $123.53 39,000