ABNY vs. IBIC
ABNY (YieldMax ABNB Option Income Strategy ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - ABNY is a Derivative Income fund actively managed by YieldMax, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. ABNY is actively managed, while IBIC is passively managed. Over the past year, ABNY returned 2.16% vs 4.38% for IBIC. At a correlation of -0.12, they often move in opposite directions. ABNY charges 0.99%/yr vs 0.10%/yr for IBIC.
Performance
ABNY vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, ABNY achieves a 0.90% return, which is significantly lower than IBIC's 2.39% return.
ABNY
- 1D
- 0.00%
- 1M
- 1.19%
- YTD
- 0.90%
- 6M
- 1.16%
- 1Y
- 2.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.06%
- 1M
- 0.08%
- YTD
- 2.39%
- 6M
- 2.49%
- 1Y
- 4.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABNY vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ABNY YieldMax ABNB Option Income Strategy ETF | 0.90% | -2.05% | -9.52% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.39% | 4.96% | 3.08% |
Correlation
The correlation between ABNY and IBIC is -0.10, 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 | -0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2024 | -0.12 |
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Return for Risk
ABNY vs. IBIC — Risk / Return Rank
ABNY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBIC
ABNY vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
| ABNY | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.85 | ||
| Sortino ratioReturn per unit of downside risk | -8.61 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 2.21 | -1.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 16.41 | -16.29 |
| Martin ratioReturn relative to average drawdown | 0.25 | 58.11 | -57.86 |
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Drawdowns
ABNY vs. IBIC - Drawdown Comparison
The maximum ABNY drawdown since its inception was -31.62%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for ABNY and IBIC.
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Drawdown Indicators
| ABNY | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.62% | -0.90% | -30.72% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -0.27% | -17.60% |
Current DrawdownCurrent decline from peak | -15.16% | -0.11% | -15.05% |
Average DrawdownAverage peak-to-trough decline | -16.23% | -0.10% | -16.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.00% | 0.08% | +8.92% |
Volatility
ABNY vs. IBIC - Volatility Comparison
YieldMax ABNB Option Income Strategy ETF (ABNY) has a higher volatility of 5.56% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that ABNY's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABNY | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 0.16% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.03% | 0.67% | +18.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.53% | 0.89% | +23.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.88% | 1.57% | +28.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.88% | 1.57% | +28.31% |
ABNY vs. IBIC - Expense Ratio Comparison
ABNY has a 0.99% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
ABNY vs. IBIC - Dividend Comparison
ABNY has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ABNY YieldMax ABNB Option Income Strategy ETF | 51.68% | 53.45% | 22.09% | 0.00% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
Frequently Asked Questions
ABNY and IBIC have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABNY has higher volatility (5.56%) compared to IBIC (0.16%). In terms of maximum drawdown, ABNY dropped -31.62% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.38% vs 2.16% for ABNY. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.38% return vs 2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.99% for ABNY.
ABNY has the higher dividend yield at 51.68%, compared with 3.59% for IBIC.
ABNY is categorized as Derivative Income, while IBIC is Inflation-Protected Bonds. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for ABNY and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.94 vs 0.09), 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.
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