PortfoliosLab logoPortfoliosLab logo
IBAT vs. SGOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBAT vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Materials ETF (IBAT) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IBAT vs. SGOV - Yearly Performance Comparison


2026 (YTD)20252024
IBAT
iShares Energy Storage & Materials ETF
18.93%32.09%-13.19%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.86%4.24%4.03%

Returns By Period

In the year-to-date period, IBAT achieves a 18.93% return, which is significantly higher than SGOV's 0.86% return.


IBAT

1D
3.41%
1M
-5.33%
YTD
18.93%
6M
21.28%
1Y
63.22%
3Y*
5Y*
10Y*

SGOV

1D
0.00%
1M
0.29%
YTD
0.86%
6M
1.88%
1Y
4.07%
3Y*
4.79%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBAT vs. SGOV - Expense Ratio Comparison

IBAT has a 0.47% expense ratio, which is higher than SGOV's 0.09% expense ratio.


Return for Risk

IBAT vs. SGOV — Risk / Return Rank

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

IBAT
IBAT Risk / Return Rank: 9494
Overall Rank
IBAT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9292
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9191
Martin Ratio Rank

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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.

IBAT vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Materials ETF (IBAT) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


IBATSGOVDifference

Sharpe ratio

Return per unit of total volatility

2.47

20.61

-18.14

Sortino ratio

Return per unit of downside risk

3.04

284.11

-281.07

Omega ratio

Gain probability vs. loss probability

1.41

201.50

-200.09

Calmar ratio

Return relative to maximum drawdown

4.62

408.95

-404.32

Martin ratio

Return relative to average drawdown

12.36

4,591.55

-4,579.18

IBAT vs. SGOV - Sharpe Ratio Comparison

The current IBAT Sharpe Ratio is 2.47, which is lower than the SGOV Sharpe Ratio of 20.61. The chart below compares the historical Sharpe Ratios of IBAT and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IBATSGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

20.61

-18.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

14.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

12.33

-11.60

Correlation

The correlation between IBAT and SGOV is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IBAT vs. SGOV - Dividend Comparison

IBAT's dividend yield for the trailing twelve months is around 0.97%, less than SGOV's 3.99% yield.


TTM202520242023202220212020
IBAT
iShares Energy Storage & Materials ETF
0.97%1.15%1.37%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.99%4.10%5.10%4.87%1.45%0.03%0.05%

Drawdowns

IBAT vs. SGOV - Drawdown Comparison

The maximum IBAT drawdown since its inception was -28.26%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IBAT and SGOV.


Loading graphics...

Drawdown Indicators


IBATSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-28.26%

-0.03%

-28.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-0.01%

-13.11%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

-7.49%

0.00%

-7.49%

Average Drawdown

Average peak-to-trough decline

-8.28%

0.00%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

0.00%

+4.90%

Volatility

IBAT vs. SGOV - Volatility Comparison

iShares Energy Storage & Materials ETF (IBAT) has a higher volatility of 10.76% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that IBAT's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IBATSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

0.06%

+10.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.10%

0.13%

+19.97%

Volatility (1Y)

Calculated over the trailing 1-year period

25.78%

0.20%

+25.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

0.24%

+22.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

0.24%

+22.61%