iShares U.S. Energy ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 4.91%
YTD return 7.81%
Beta 3Y 1.97
Total Assets 2.47B
Annual report expense ratio 0.42%

Company description

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index measures the performance of the energy sector of the U.S. equity market. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares U.S. Energy ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to iShares U.S. Energy ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on iShares U.S. Energy ETF

Here is the result of two systematic investment strategies applied to iShares U.S. Energy ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on iShares U.S. Energy ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares U.S. Energy ETF:

iShares U.S. Energy ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 9.45% on the backtest period.

Performance at glance

Performance

9.45 %

Latent gain

210.95 $

Invested capital

2232.25 $

Annualized return

2.3 %
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Momentum strategy results on iShares U.S. Energy ETF

This is the result of two momentum investment strategies applied to iShares U.S. Energy ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on iShares U.S. Energy ETF

The following chart shows all the entries opened by the momentum investment system on iShares U.S. Energy ETF:

iShares U.S. Energy ETF momentum entries
  • The first momentum investment strategy would give 11.98% of return on iShares U.S. Energy ETF. That represents 539.1$ of latent gain with 4500.0$ of employed capital.
  • The second momentum investment strategy would give 10.75% of return on iShares U.S. Energy ETF. That represents 293.51$ of latent gain with 2729.95$ of employed capital.
Performance at glance (1Q Momentum)

Performance

11.98 %

Latent gain

539.1 $

Invested capital

4500.0 $

Annualized return

34.37 %
Performance at glance (2Q Momentum)

Performance

10.75 %

Latent gain

293.51 $

Invested capital

2729.95 $

Annualized return

2.97 %

Momentum equity curve on iShares U.S. Energy ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares U.S. Energy ETF:

iShares U.S. Energy ETF momentum equity

Note: the dividends potentially given by iShares U.S. Energy ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares U.S. Energy ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares U.S. Energy ETF since the beginning:

iShares U.S. Energy ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on iShares U.S. Energy ETF

Buy the dip entry openings on iShares U.S. Energy ETF

iShares U.S. Energy ETF

The performance achieved by the robo-advisor on iShares U.S. Energy ETF is 72.17%. That represents 537.68$ of latent gain with 745.0$ of employed capital. The following chart shows iShares U.S. Energy ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares U.S. Energy ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

72.17 %

Latent gain

537.68 $

Invested capital

745.0 $

Annualized return

34.37 %

Equity curve of the strategy applied to iShares U.S. Energy ETF

The following chart shows the result of the investment strategy applied to iShares U.S. Energy ETF:

iShares U.S. Energy ETF

Note: the dividends potentially given by iShares U.S. Energy ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares U.S. Energy ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares U.S. Energy ETF:

iShares U.S. Energy ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on iShares U.S. Energy ETF

In this section, I will compare the three previous investment strategies applied to iShares U.S. Energy ETF.

Equity curve comparison on iShares U.S. Energy ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

iShares U.S. Energy ETF investment strategy comparison

Employed capital comparison on iShares U.S. Energy ETF

iShares U.S. Energy ETF investment comparison

Performance comparison on iShares U.S. Energy ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 9.45% 210.95$ 2232.25$ 2.3%
Momentum 1 quarter 11.98% 539.1$ 4500.0$ 3.1%
Momentum 2 quarters 10.75% 293.51$ 2729.95$ 2.97%
Non-directional 72.17% 537.68$ 745.0$ 34.37%
Annualized return comparison

Automatic investment

2.3 %

Momentum 1Q

2.97 %

Momentum 2Q

2.97 %

Non-directional

34.37 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares U.S. Energy ETF:

Note: The algorithm computes the probability of correlation between iShares U.S. Energy ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares U.S. Energy ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name iShares U.S. Energy ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker IYE
Market

iShares U.S. Energy ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown