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IEZ vs. ULST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEZ vs. ULST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Oil Equipment & Services ETF (IEZ) and State Street Ultra Short Term Bond ETF (ULST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEZ achieves a 47.84% return, which is significantly higher than ULST's 1.24% return. Over the past 10 years, IEZ has underperformed ULST with an annualized return of -0.13%, while ULST has yielded a comparatively higher 2.67% annualized return.


IEZ

1D
0.03%
1M
-3.54%
YTD
47.84%
6M
42.02%
1Y
85.10%
3Y*
19.17%
5Y*
13.91%
10Y*
-0.13%

ULST

1D
-0.02%
1M
0.33%
YTD
1.24%
6M
1.57%
1Y
3.99%
3Y*
4.92%
5Y*
3.51%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEZ vs. ULST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEZ
iShares U.S. Oil Equipment & Services ETF
47.84%7.51%-8.15%4.43%65.73%15.98%-42.98%1.82%-42.47%-18.18%
ULST
State Street Ultra Short Term Bond ETF
1.24%4.80%5.23%5.60%0.87%0.25%1.45%3.23%2.04%1.19%

Correlation

The correlation between IEZ and ULST is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.06

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

-0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2013

-0.01

The correlation between IEZ and ULST shifts across timeframes, from -0.16 (1 year) to -0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEZ vs. ULST — Risk / Return Rank

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

IEZ
IEZ Risk / Return Rank: 8787
Overall Rank
IEZ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEZ Omega Ratio Rank: 7777
Omega Ratio Rank
IEZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IEZ Martin Ratio Rank: 9292
Martin Ratio Rank

ULST
ULST Risk / Return Rank: 9999
Overall Rank
ULST Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ULST Sortino Ratio Rank: 9999
Sortino Ratio Rank
ULST Omega Ratio Rank: 9999
Omega Ratio Rank
ULST Calmar Ratio Rank: 9898
Calmar Ratio Rank
ULST Martin Ratio Rank: 9999
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.

IEZ vs. ULST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil Equipment & Services ETF (IEZ) and State Street Ultra Short Term Bond ETF (ULST). 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.


IEZULSTDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-8.58

Omega ratioGain probability vs. loss probability

1.46

2.77

-1.31

Calmar ratioReturn relative to maximum drawdown

8.29

16.92

-8.62

Martin ratioReturn relative to average drawdown

22.60

87.49

-64.89

IEZ vs. ULST - Sharpe Ratio Comparison

The current IEZ Sharpe Ratio is 3.00, which is lower than the ULST Sharpe Ratio of 6.14. The chart below compares the historical Sharpe Ratios of IEZ and ULST, 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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Sharpe Ratios by Period


IEZULSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

6.14

-3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

3.67

-3.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

1.86

-1.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

1.50

-1.53

Drawdowns

IEZ vs. ULST - Drawdown Comparison

The maximum IEZ drawdown since its inception was -92.52%, which is greater than ULST's maximum drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for IEZ and ULST.


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Drawdown Indicators


IEZULSTDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-6.20%

-86.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-0.24%

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-40.25%

-0.54%

-39.71%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-1.22%

-39.03%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

-6.20%

-82.09%

Current Drawdown

Current decline from peak

-51.21%

-0.05%

-51.16%

Average Drawdown

Average peak-to-trough decline

-48.26%

-0.16%

-48.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

0.05%

+3.73%

Volatility

IEZ vs. ULST - Volatility Comparison

iShares U.S. Oil Equipment & Services ETF (IEZ) has a higher volatility of 7.95% compared to State Street Ultra Short Term Bond ETF (ULST) at 0.18%. This indicates that IEZ's price experiences larger fluctuations and is considered to be riskier than ULST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEZULSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

0.18%

+7.77%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

0.43%

+19.68%

Volatility (1Y)

Calculated over the trailing 1-year period

28.62%

0.65%

+27.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.35%

0.96%

+35.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.56%

1.45%

+40.11%

IEZ vs. ULST - Expense Ratio Comparison

IEZ has a 0.42% expense ratio, which is higher than ULST's 0.20% expense ratio.


Dividends

IEZ vs. ULST - Dividend Comparison

IEZ's dividend yield for the trailing twelve months is around 1.18%, less than ULST's 4.29% yield.


PositionTTM20252024202320222021202020192018201720162015
IEZ
iShares U.S. Oil Equipment & Services ETF
1.18%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%
ULST
State Street Ultra Short Term Bond ETF
4.29%4.46%5.03%4.45%1.70%0.54%1.34%2.56%2.13%1.21%0.93%0.37%

Frequently Asked Questions


IEZ and ULST have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEZ has higher volatility (7.95%) compared to ULST (0.18%). In terms of maximum drawdown, IEZ dropped -92.52% vs ULST's -6.20%.

On 10-year performance, ULST leads with 2.67% vs -0.13% for IEZ. On fees, ULST is cheaper at 0.20% per year. On volatility, ULST has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ULST has performed better with a 2.67% return vs -0.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULST is cheaper with a 0.20% expense ratio, compared with 0.42% for IEZ.

ULST has the higher dividend yield at 4.29%, compared with 1.18% for IEZ.

IEZ is categorized as Energy Equities, while ULST is Ultrashort Bond. IEZ tracks Dow Jones U.S. Select Oil Equipment & Services Index, while ULST tracks Bloomberg US Treasury Bellwether 3 Month Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.42% for IEZ and 0.20% for ULST.

ULST currently has the higher Sharpe Ratio (6.14 vs 3.00), 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 IEZ and ULST

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