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IYE vs. FMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYE vs. FMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Energy ETF (IYE) and Fidelity Municipal Bond Opportunities ETF (FMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYE achieves a 34.19% return, which is significantly higher than FMUB's 0.94% return.


IYE

1D
0.93%
1M
11.26%
6M
18.18%
YTD
34.19%
1Y
42.12%
3Y*
14.15%
5Y*
22.44%
10Y*
9.34%
ALL TIME*
7.51%

FMUB

1D
-0.13%
1M
-1.59%
6M
0.32%
YTD
0.94%
1Y
4.81%
3Y*
5Y*
10Y*
ALL TIME*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.86M$2.43M$1.70M
$40.85M$48.09M$75.43M

IYE vs. FMUB - Yearly Performance Comparison


2026 (YTD)2025
IYE
iShares U.S. Energy ETF
34.19%16.48%
FMUB
Fidelity Municipal Bond Opportunities ETF
0.94%4.69%

Correlation

The correlation between IYE and FMUB is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

-0.20

The correlation between IYE and FMUB shifts across timeframes, from -0.31 (1 year) to -0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IYE vs. FMUB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IYE
IYE Risk / Return Rank: 7575
Overall Rank
IYE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IYE Omega Ratio Rank: 7676
Omega Ratio Rank
IYE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IYE Martin Ratio Rank: 6161
Martin Ratio Rank

FMUB
FMUB Risk / Return Rank: 7676
Overall Rank
FMUB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FMUB Sortino Ratio Rank: 8484
Sortino Ratio Rank
FMUB Omega Ratio Rank: 8888
Omega Ratio Rank
FMUB Calmar Ratio Rank: 6161
Calmar Ratio Rank
FMUB Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IYE vs. FMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Energy ETF (IYE) and Fidelity Municipal Bond Opportunities ETF (FMUB). 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.


IYEFMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

2.75

2.14

+0.60

Martin ratioReturn relative to average drawdown

7.28

7.91

-0.63

IYE vs. FMUB - Sharpe Ratio Comparison

The current IYE Sharpe Ratio is 1.95, which is comparable to the FMUB Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of IYE and FMUB, 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

IYE vs. FMUB - Drawdown Comparison

The maximum IYE drawdown since its inception was -73.74%, which is greater than FMUB's maximum drawdown of -2.74%. Use the drawdown chart below to compare losses from any high point for IYE and FMUB.


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Drawdown Indicators


IYEFMUBDifference

Max Drawdown

Largest peak-to-trough decline

-73.74%

-2.74%

-71.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-2.49%

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

Max Drawdown (10Y)

Largest decline over 10 years

-68.59%

Current Drawdown

Current decline from peak

-4.14%

-1.62%

-2.52%

Average Drawdown

Average peak-to-trough decline

-19.30%

-0.48%

-18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

0.67%

+4.82%

Volatility

IYE vs. FMUB - Volatility Comparison

iShares U.S. Energy ETF (IYE) has a higher volatility of 5.72% compared to Fidelity Municipal Bond Opportunities ETF (FMUB) at 0.86%. This indicates that IYE's price experiences larger fluctuations and is considered to be riskier than FMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYEFMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

0.86%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.32%

2.19%

+14.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

2.75%

+17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.44%

3.59%

+21.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.49%

3.59%

+25.90%

IYE vs. FMUB - Expense Ratio Comparison

IYE has a 0.42% expense ratio, which is higher than FMUB's 0.30% expense ratio.


Dividends

IYE vs. FMUB - Dividend Comparison

IYE's dividend yield for the trailing twelve months is around 2.12%, less than FMUB's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
FMUB
Fidelity Municipal Bond Opportunities ETF
3.55%2.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYE
iShares U.S. Energy ETF
2.12%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Frequently Asked Questions


IYE and FMUB 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.

IYE has higher volatility (5.72%) compared to FMUB (0.86%). In terms of maximum drawdown, IYE dropped -73.74% vs FMUB's -2.74%.

On 1-year performance, IYE leads with 42.12% vs 4.81% for FMUB. On fees, FMUB is cheaper at 0.30% per year. On volatility, FMUB has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYE has performed better with a 42.12% return vs 4.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMUB is cheaper with a 0.30% expense ratio, compared with 0.42% for IYE.

FMUB has the higher dividend yield at 3.55%, compared with 2.12% for IYE.

IYE is categorized as Energy Equities, while FMUB is Municipal Bonds. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.42% for IYE and 0.30% for FMUB.

FMUB currently has the higher Sharpe Ratio (1.96 vs 1.95), 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 IYE and FMUB

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