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

Performance

IBAT vs. UTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Materials ETF (IBAT) and US Treasury 2 Year Note ETF (UTWO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBAT achieves a 51.63% return, which is significantly higher than UTWO's 0.43% return.


IBAT

1D
1.07%
1M
-4.06%
YTD
51.63%
6M
46.54%
1Y
105.19%
3Y*
5Y*
10Y*

UTWO

1D
-0.04%
1M
0.18%
YTD
0.43%
6M
0.68%
1Y
3.13%
3Y*
3.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBAT vs. UTWO - Yearly Performance Comparison


2026 (YTD)20252024
IBAT
iShares Energy Storage & Materials ETF
51.63%32.09%-13.29%
UTWO
US Treasury 2 Year Note ETF
0.43%4.79%3.56%

Correlation

The correlation between IBAT and UTWO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.03

Compare stocks, funds, or ETFs

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


Return for Risk

IBAT vs. UTWO — 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: 9696
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9292
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9393
Martin Ratio Rank

UTWO
UTWO Risk / Return Rank: 8282
Overall Rank
UTWO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UTWO Sortino Ratio Rank: 9191
Sortino Ratio Rank
UTWO Omega Ratio Rank: 8787
Omega Ratio Rank
UTWO Calmar Ratio Rank: 7676
Calmar Ratio Rank
UTWO Martin Ratio Rank: 7474
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. UTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Materials ETF (IBAT) and US Treasury 2 Year Note ETF (UTWO). 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.


IBATUTWODifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.54

1.47

+0.07

Calmar ratioReturn relative to maximum drawdown

7.45

3.43

+4.02

Martin ratioReturn relative to average drawdown

20.84

12.29

+8.55

IBAT vs. UTWO - Sharpe Ratio Comparison

The current IBAT Sharpe Ratio is 3.63, which is higher than the UTWO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IBAT and UTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBAT vs. UTWO - Drawdown Comparison

The maximum IBAT drawdown since its inception was -28.26%, which is greater than UTWO's maximum drawdown of -2.04%. Use the drawdown chart below to compare losses from any high point for IBAT and UTWO.


Loading charts...

Drawdown Indicators


IBATUTWODifference

Max Drawdown

Largest peak-to-trough decline

-28.26%

-2.04%

-26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-0.90%

-12.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

Current Drawdown

Current decline from peak

-8.98%

-0.28%

-8.70%

Average Drawdown

Average peak-to-trough decline

-7.74%

-0.48%

-7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

0.25%

+4.65%

Volatility

IBAT vs. UTWO - Volatility Comparison

iShares Energy Storage & Materials ETF (IBAT) has a higher volatility of 13.41% compared to US Treasury 2 Year Note ETF (UTWO) at 0.40%. This indicates that IBAT's price experiences larger fluctuations and is considered to be riskier than UTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBATUTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.41%

0.40%

+13.01%

Volatility (6M)

Calculated over the trailing 6-month period

22.68%

0.94%

+21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.18%

1.33%

+26.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

2.07%

+22.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

2.07%

+22.51%

IBAT vs. UTWO - Expense Ratio Comparison

IBAT has a 0.47% expense ratio, which is higher than UTWO's 0.15% expense ratio.


Dividends

IBAT vs. UTWO - Dividend Comparison

IBAT's dividend yield for the trailing twelve months is around 0.76%, less than UTWO's 3.49% yield.


PositionTTM2025202420232022
IBAT
iShares Energy Storage & Materials ETF
0.76%1.15%1.37%0.00%0.00%
UTWO
US Treasury 2 Year Note ETF
3.49%3.63%4.22%4.39%1.22%

Frequently Asked Questions


IBAT and UTWO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBAT has higher volatility (13.41%) compared to UTWO (0.40%). In terms of maximum drawdown, IBAT dropped -28.26% vs UTWO's -2.04%.

On 1-year performance, IBAT leads with 105.19% vs 3.13% for UTWO. On fees, UTWO is cheaper at 0.15% per year. On volatility, UTWO has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBAT has performed better with a 105.19% return vs 3.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTWO is cheaper with a 0.15% expense ratio, compared with 0.47% for IBAT.

UTWO has the higher dividend yield at 3.49%, compared with 0.76% for IBAT.

IBAT is categorized as Alternative Energy Equities, while UTWO is Government Bonds. IBAT tracks STOXX Global Energy Storage and Materials, while UTWO tracks ICE BofA Current 2 Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: iShares and US Benchmark Series. Their fees differ too: 0.47% for IBAT and 0.15% for UTWO.

IBAT currently has the higher Sharpe Ratio (3.63 vs 2.31), 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.

Portfolio Optimizer

Find the right allocation for IBAT and UTWO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer