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MBBA vs. IYE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBBA vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage-Backed Securities Active ETF (MBBA) and iShares U.S. Energy ETF (IYE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MBBA

1D
-0.15%
1M
-0.57%
6M
YTD
1Y
3Y*
5Y*
10Y*

IYE

1D
0.85%
1M
3.70%
6M
21.25%
YTD
28.65%
1Y
35.74%
3Y*
14.97%
5Y*
21.75%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBBA vs. IYE - Yearly Performance Comparison


Correlation

The correlation between MBBA and IYE is -0.44, 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 (All Time)
Calculated using the full available price history since Jan 26, 2026

-0.44

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Return for Risk

MBBA vs. IYE — Risk / Return Rank

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

MBBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IYE
IYE Risk / Return Rank: 6060
Overall Rank
IYE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 6262
Sortino Ratio Rank
IYE Omega Ratio Rank: 5959
Omega Ratio Rank
IYE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYE Martin Ratio Rank: 4949
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.

MBBA vs. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage-Backed Securities Active ETF (MBBA) and iShares U.S. Energy ETF (IYE). 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.


MBBAIYEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.47

Martin ratioReturn relative to average drawdown

6.59

MBBA vs. IYE - Sharpe Ratio Comparison


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Drawdowns

MBBA vs. IYE - Drawdown Comparison

The maximum MBBA drawdown since its inception was -2.83%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for MBBA and IYE.


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Drawdown Indicators


MBBAIYEDifference

Max Drawdown

Largest peak-to-trough decline

-2.83%

-73.74%

+70.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

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

-1.27%

-8.10%

+6.83%

Average Drawdown

Average peak-to-trough decline

-1.10%

-19.32%

+18.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

Volatility

MBBA vs. IYE - Volatility Comparison


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Volatility by Period


MBBAIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

20.41%

-15.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.60%

25.55%

-20.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

29.50%

-24.90%

MBBA vs. IYE - Expense Ratio Comparison

MBBA has a 0.25% expense ratio, which is lower than IYE's 0.42% expense ratio.


Dividends

MBBA vs. IYE - Dividend Comparison

MBBA's dividend yield for the trailing twelve months is around 2.21%, which matches IYE's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
IYE
iShares U.S. Energy ETF
2.21%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%
MBBA
iShares Mortgage-Backed Securities Active ETF
2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MBBA and IYE have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MBBA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MBBA is cheaper with a 0.25% expense ratio, compared with 0.42% for IYE.

MBBA and IYE have nearly identical dividend yields, around 2.21%.

MBBA is categorized as Mortgage Backed Securities, while IYE is Energy Equities. Their fees differ too: 0.25% for MBBA and 0.42% for IYE.

Portfolio Optimizer

Find the right allocation for MBBA and IYE

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

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