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UTWO vs. IBAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTWO vs. IBAT - Performance Comparison

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

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Returns By Period

In the year-to-date period, UTWO achieves a 0.43% return, which is significantly lower than IBAT's 51.63% return.


UTWO

1D
-0.04%
1M
0.18%
YTD
0.43%
6M
0.68%
1Y
3.13%
3Y*
3.89%
5Y*
10Y*

IBAT

1D
1.07%
1M
-4.06%
YTD
51.63%
6M
46.54%
1Y
105.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTWO vs. IBAT - Yearly Performance Comparison


2026 (YTD)20252024
UTWO
US Treasury 2 Year Note ETF
0.43%4.79%3.56%
IBAT
iShares Energy Storage & Materials ETF
51.63%32.09%-13.29%

Correlation

The correlation between UTWO and IBAT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.03

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Return for Risk

UTWO vs. IBAT — Risk / Return Rank

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

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

IBAT
IBAT Risk / Return Rank: 9494
Overall Rank
IBAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9292
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9393
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.

UTWO vs. IBAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 2 Year Note ETF (UTWO) and iShares Energy Storage & Materials ETF (IBAT). 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.


UTWOIBATDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.47

1.54

-0.07

Calmar ratioReturn relative to maximum drawdown

3.43

7.45

-4.02

Martin ratioReturn relative to average drawdown

12.29

20.84

-8.55

UTWO vs. IBAT - Sharpe Ratio Comparison

The current UTWO Sharpe Ratio is 2.31, which is lower than the IBAT Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of UTWO and IBAT, 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

UTWO vs. IBAT - Drawdown Comparison

The maximum UTWO drawdown since its inception was -2.04%, smaller than the maximum IBAT drawdown of -28.26%. Use the drawdown chart below to compare losses from any high point for UTWO and IBAT.


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Drawdown Indicators


UTWOIBATDifference

Max Drawdown

Largest peak-to-trough decline

-2.04%

-28.26%

+26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

-13.71%

+12.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

Current Drawdown

Current decline from peak

-0.28%

-8.98%

+8.70%

Average Drawdown

Average peak-to-trough decline

-0.48%

-7.74%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

4.90%

-4.65%

Volatility

UTWO vs. IBAT - Volatility Comparison

The current volatility for US Treasury 2 Year Note ETF (UTWO) is 0.40%, while iShares Energy Storage & Materials ETF (IBAT) has a volatility of 13.41%. This indicates that UTWO experiences smaller price fluctuations and is considered to be less risky than IBAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTWOIBATDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

13.41%

-13.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

22.68%

-21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

28.18%

-26.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

24.58%

-22.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.07%

24.58%

-22.51%

UTWO vs. IBAT - Expense Ratio Comparison

UTWO has a 0.15% expense ratio, which is lower than IBAT's 0.47% expense ratio.


Dividends

UTWO vs. IBAT - Dividend Comparison

UTWO's dividend yield for the trailing twelve months is around 3.49%, more than IBAT's 0.76% yield.


PositionTTM2025202420232022
IBAT
iShares Energy Storage & Materials ETF
0.76%1.15%1.37%0.00%0.00%
UTWO
US Treasury 2 Year Note ETF
3.49%3.63%4.22%4.39%1.22%

Frequently Asked Questions


UTWO and IBAT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBAT has higher volatility (13.41%) compared to UTWO (0.40%). In terms of maximum drawdown, UTWO dropped -2.04% vs IBAT's -28.26%.

On 1-year performance, IBAT leads with 105.19% vs 3.13% 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 1-year period, IBAT has performed better with a 105.19% return vs 3.13%. 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 0.47% for IBAT.

UTWO has the higher dividend yield at 3.49%, compared with 0.76% for IBAT.

UTWO is categorized as Government Bonds, while IBAT is Alternative Energy Equities. UTWO tracks ICE BofA Current 2 Year US Treasury Index - Benchmark TR Gross, while IBAT tracks STOXX Global Energy Storage and Materials. They also come from different issuers: US Benchmark Series and iShares. Their fees differ too: 0.15% for UTWO and 0.47% for IBAT.

IBAT currently has the higher Sharpe Ratio (3.63 vs 2.31), 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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