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IRBO vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRBO vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRBO achieves a 66.09% return, which is significantly lower than UGA's 75.49% return.


IRBO

1D
-0.90%
1M
26.10%
YTD
66.09%
6M
63.47%
1Y
112.42%
3Y*
36.54%
5Y*
14.13%
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRBO vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
66.09%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-14.31%
UGA
United States Gasoline Fund LP
75.49%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-32.42%

Correlation

The correlation between IRBO and UGA is -0.18, 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

-0.18

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

-0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.16

The correlation between IRBO and UGA shifts across timeframes, from -0.18 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IRBO vs. UGA — Risk / Return Rank

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

IRBO
IRBO Risk / Return Rank: 9090
Overall Rank
IRBO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IRBO Sortino Ratio Rank: 8888
Sortino Ratio Rank
IRBO Omega Ratio Rank: 8787
Omega Ratio Rank
IRBO Calmar Ratio Rank: 9191
Calmar Ratio Rank
IRBO Martin Ratio Rank: 9090
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA 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.

IRBO vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and United States Gasoline Fund LP (UGA). 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.


IRBOUGADifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

6.01

5.47

+0.54

Martin ratioReturn relative to average drawdown

20.88

13.25

+7.63

IRBO vs. UGA - Sharpe Ratio Comparison

The current IRBO Sharpe Ratio is 3.78, which is higher than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IRBO and UGA, 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


IRBOUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.78

2.32

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.73

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.12

+0.51

Drawdowns

IRBO vs. UGA - Drawdown Comparison

The maximum IRBO drawdown since its inception was -54.50%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for IRBO and UGA.


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Drawdown Indicators


IRBOUGADifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-86.59%

+32.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-14.88%

-3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-32.44%

-26.68%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

-38.11%

-12.42%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.90%

-12.35%

+11.45%

Average Drawdown

Average peak-to-trough decline

-19.85%

-36.76%

+16.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

6.13%

-0.73%

Volatility

IRBO vs. UGA - Volatility Comparison

iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and United States Gasoline Fund LP (UGA) have volatilities of 12.01% and 11.66%, 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


IRBOUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.01%

11.66%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

25.12%

30.41%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

29.94%

35.14%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.58%

34.38%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.75%

37.27%

-9.52%

IRBO vs. UGA - Expense Ratio Comparison

IRBO has a 0.47% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

IRBO vs. UGA - Dividend Comparison

Neither IRBO nor UGA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IRBO and UGA have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRBO has higher volatility (12.01%) compared to UGA (11.66%). In terms of maximum drawdown, IRBO dropped -54.50% vs UGA's -86.59%.

On 5-year performance, UGA leads with 25.10% vs 14.13% for IRBO. On fees, IRBO is cheaper at 0.47% per year. On volatility, UGA has been the lower-risk option at 11.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 25.10% return vs 14.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IRBO is cheaper with a 0.47% expense ratio, compared with 0.75% for UGA.

IRBO and UGA have nearly identical dividend yields, around 0.00%.

IRBO is categorized as Robotics, while UGA is Oil & Gas. IRBO tracks NYSE FactSet Global Robotics and Artificial Intelligence Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.47% for IRBO and 0.75% for UGA.

IRBO currently has the higher Sharpe Ratio (3.78 vs 2.32), 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

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