Same thing happened to me. It took my body about 2-3 weeks for my iron levels to increase after starting the iron supplements. I too was exhausted. Give it another week and if you dont feel better i would tell your doc. You might need more iron like above poster said. Good luck! :)
About two yrs almost three I had my doctor tell me that I am severely anemic. So he put me on two prenatal pills a day. So maybe you need a little higher dose or iron. And I know your not supposed to over do on meds while pregnant but if your anemic then your body will be taking most of the iron. I felt like you until he made my dose higher.