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iShares Energy Storage & Materials ETF (IBAT) Sharpe Ratio: 2.50

IBAT's Sharpe Ratio of 2.50 indicates that for each unit of volatility, it generates 2.50 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IBAT Sharpe Ratio Rank

IBAT Sharpe Ratio Rank: 95.095
Exceptional

IBAT ranks above 95.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

IBAT Sharpe Ratio Market Positioning

The chart shows IBAT's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.89+
  • Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Energy Storage & Materials ETF's Sharpe Ratio with other ETFs in the Alternative Energy Equities category across multiple time periods, showing how IBAT's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FANFirst Trust Global Wind Energy ETF3.13
FRNWFidelity Clean Energy ETF3.02
PBDInvesco Global Clean Energy ETF2.95
RNRGGlobal X Funds Global X Renewable Energy Producers ETF2.66
IBATiShares Energy Storage & Materials ETF2.50
CTECGlobal X CleanTech ETF2.42
HYDRGlobal X Hydrogen ETF2.40
ICLNiShares Global Clean Energy ETF2.38
CTEXProShares S&P Kensho Cleantech ETF2.34
GRIDFirst Trust Nasdaq Clean Edge Smart GRID Infrastructure Index2.25

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IBAT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IBAT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore IBAT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

IBAT Sortino Ratio