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IXJ vs. UTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXJ vs. UTWO - Performance Comparison

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

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Returns By Period

In the year-to-date period, IXJ achieves a -1.18% return, which is significantly lower than UTWO's 0.43% return.


IXJ

1D
-0.24%
1M
3.58%
YTD
-1.18%
6M
-0.09%
1Y
11.25%
3Y*
5.65%
5Y*
4.37%
10Y*
8.43%

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)

IXJ vs. UTWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
IXJ
iShares Global Healthcare ETF
-1.18%14.99%0.55%3.62%2.95%
UTWO
US Treasury 2 Year Note ETF
0.43%4.79%3.71%3.45%-0.84%

Correlation

The correlation between IXJ and UTWO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.17

The correlation between IXJ and UTWO shifts across timeframes, from 0.17 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IXJ vs. UTWO — Risk / Return Rank

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

IXJ
IXJ Risk / Return Rank: 2222
Overall Rank
IXJ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IXJ Sortino Ratio Rank: 2323
Sortino Ratio Rank
IXJ Omega Ratio Rank: 2121
Omega Ratio Rank
IXJ Calmar Ratio Rank: 2323
Calmar Ratio Rank
IXJ Martin Ratio Rank: 2121
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.

IXJ vs. UTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Healthcare ETF (IXJ) 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.


IXJUTWODifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.66

Omega ratioGain probability vs. loss probability

1.13

1.47

-0.34

Calmar ratioReturn relative to maximum drawdown

0.95

3.43

-2.48

Martin ratioReturn relative to average drawdown

2.29

12.29

-10.00

IXJ vs. UTWO - Sharpe Ratio Comparison

The current IXJ Sharpe Ratio is 0.69, which is lower than the UTWO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IXJ 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.


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Drawdowns

IXJ vs. UTWO - Drawdown Comparison

The maximum IXJ drawdown since its inception was -40.60%, which is greater than UTWO's maximum drawdown of -2.04%. Use the drawdown chart below to compare losses from any high point for IXJ and UTWO.


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Drawdown Indicators


IXJUTWODifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-2.04%

-38.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-0.90%

-9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-1.08%

-17.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.35%

Current Drawdown

Current decline from peak

-5.37%

-0.28%

-5.09%

Average Drawdown

Average peak-to-trough decline

-6.92%

-0.48%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

0.25%

+4.27%

Volatility

IXJ vs. UTWO - Volatility Comparison

iShares Global Healthcare ETF (IXJ) has a higher volatility of 4.81% compared to US Treasury 2 Year Note ETF (UTWO) at 0.40%. This indicates that IXJ'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.


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Volatility by Period


IXJUTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

0.40%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

0.94%

+9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

1.33%

+13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

2.07%

+12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

2.07%

+13.63%

IXJ vs. UTWO - Expense Ratio Comparison

IXJ has a 0.46% expense ratio, which is higher than UTWO's 0.15% expense ratio.


Dividends

IXJ vs. UTWO - Dividend Comparison

IXJ's dividend yield for the trailing twelve months is around 1.41%, less than UTWO's 3.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IXJ
iShares Global Healthcare ETF
1.41%1.40%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.85%
UTWO
US Treasury 2 Year Note ETF
3.49%3.63%4.22%4.39%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXJ and UTWO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXJ has higher volatility (4.81%) compared to UTWO (0.40%). In terms of maximum drawdown, IXJ dropped -40.60% vs UTWO's -2.04%.

On 3-year performance, IXJ leads with 5.65% vs 3.89% 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 3-year period, IXJ has performed better with a 5.65% return vs 3.89%. 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 0.46% for IXJ.

UTWO has the higher dividend yield at 3.49%, compared with 1.41% for IXJ.

IXJ is categorized as Health & Biotech Equities, while UTWO is Government Bonds. IXJ tracks S&P Global Healthcare Sector Index, 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: 0.46% for IXJ and 0.15% for UTWO.

UTWO currently has the higher Sharpe Ratio (2.31 vs 0.69), 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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