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IAT vs. MTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAT vs. MTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Regional Banks ETF (IAT) and M&T Bank Corporation (MTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAT achieves a 11.98% return, which is significantly lower than MTB's 16.38% return. Over the past 10 years, IAT has underperformed MTB with an annualized return of 9.74%, while MTB has yielded a comparatively higher 10.61% annualized return.


IAT

1D
1.65%
1M
7.24%
YTD
11.98%
6M
9.77%
1Y
31.31%
3Y*
27.52%
5Y*
4.34%
10Y*
9.74%

MTB

1D
1.54%
1M
9.23%
YTD
16.38%
6M
13.59%
1Y
25.71%
3Y*
30.21%
5Y*
12.98%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAT vs. MTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAT
iShares U.S. Regional Banks ETF
11.98%13.05%24.36%-8.53%-20.61%38.89%-7.60%31.38%-17.45%10.42%
MTB
M&T Bank Corporation
16.38%10.89%41.66%-1.68%-2.94%24.28%-22.16%21.65%-14.58%11.35%

Correlation

The correlation between IAT and MTB is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.87

The correlation between IAT and MTB has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

IAT vs. MTB — Risk / Return Rank

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

IAT
IAT Risk / Return Rank: 3939
Overall Rank
IAT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IAT Sortino Ratio Rank: 4141
Sortino Ratio Rank
IAT Omega Ratio Rank: 4242
Omega Ratio Rank
IAT Calmar Ratio Rank: 3838
Calmar Ratio Rank
IAT Martin Ratio Rank: 3333
Martin Ratio Rank

MTB
MTB Risk / Return Rank: 7171
Overall Rank
MTB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MTB Sortino Ratio Rank: 7171
Sortino Ratio Rank
MTB Omega Ratio Rank: 6969
Omega Ratio Rank
MTB Calmar Ratio Rank: 7070
Calmar Ratio Rank
MTB Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAT vs. MTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Regional Banks ETF (IAT) and M&T Bank Corporation (MTB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IATMTBDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratioReturn relative to maximum drawdown

1.80

1.52

+0.28

Martin ratioReturn relative to average drawdown

4.57

3.57

+1.00

IAT vs. MTB - Sharpe Ratio Comparison

The current IAT Sharpe Ratio is 1.43, which is comparable to the MTB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IAT and MTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAT vs. MTB - Drawdown Comparison

The maximum IAT drawdown since its inception was -77.22%, which is greater than MTB's maximum drawdown of -73.50%. Use the drawdown chart below to compare losses from any high point for IAT and MTB.


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Drawdown Indicators


IATMTBDifference

Max Drawdown

Largest peak-to-trough decline

-77.22%

-73.50%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-16.98%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-29.29%

-28.20%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-55.55%

-40.71%

-14.84%

Max Drawdown (10Y)

Largest decline over 10 years

-55.55%

-52.97%

-2.58%

Current Drawdown

Current decline from peak

-1.69%

-1.48%

-0.21%

Average Drawdown

Average peak-to-trough decline

-26.91%

-12.41%

-14.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

7.21%

-0.34%

Volatility

IAT vs. MTB - Volatility Comparison

iShares U.S. Regional Banks ETF (IAT) and M&T Bank Corporation (MTB) have volatilities of 6.82% and 6.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IATMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

6.69%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

16.09%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

21.80%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.96%

30.28%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.73%

32.80%

-2.07%

Dividends

IAT vs. MTB - Dividend Comparison

IAT's dividend yield for the trailing twelve months is around 2.65%, more than MTB's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IAT
iShares U.S. Regional Banks ETF
2.65%2.94%2.95%3.56%3.12%1.88%2.87%2.49%2.48%1.55%1.52%1.78%
MTB
M&T Bank Corporation
2.59%3.24%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%

Frequently Asked Questions


With a correlation of 0.90, IAT and MTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IAT has higher volatility (6.82%) compared to MTB (6.69%). In terms of maximum drawdown, IAT dropped -77.22% vs MTB's -73.50%.

IAT currently has the higher Sharpe Ratio (1.43 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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