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BIBL vs. DARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIBL vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIBL achieves a 20.10% return, which is significantly lower than DARP's 24.94% return.


BIBL

1D
-3.23%
1M
0.73%
YTD
20.10%
6M
18.49%
1Y
36.38%
3Y*
20.92%
5Y*
9.44%
10Y*

DARP

1D
-5.45%
1M
-1.57%
YTD
24.94%
6M
24.74%
1Y
71.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIBL vs. DARP - Yearly Performance Comparison


2026 (YTD)202520242023
BIBL
Inspire 100 ETF
20.10%17.27%12.49%7.65%
DARP
Grizzle Growth ETF
24.94%40.19%24.63%6.25%

Correlation

The correlation between BIBL and DARP is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2023

0.70

The correlation between BIBL and DARP has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

BIBL vs. DARP - Sectors Allocation Comparison


Sectors
BIBL
DARP

Technology

30.1%
45.8%

Industrials

26.8%
12.0%

Real Estate

14.7%

-

Financial Services

8.3%

-

Energy

6.9%
9.9%

Healthcare

4.3%
1.4%

Basic Materials

4.2%
4.7%

Utilities

3.5%
5.4%

Consumer Defensive

0.5%

-

Consumer Cyclical

0.3%
6.6%

Communication Services

-

19.4%

Technology

BIBL
30.1%
DARP
45.8%

Industrials

BIBL
26.8%
DARP
12.0%

Real Estate

BIBL
14.7%
DARP

-

Financial Services

BIBL
8.3%
DARP

-

Energy

BIBL
6.9%
DARP
9.9%

Healthcare

BIBL
4.3%
DARP
1.4%

Basic Materials

BIBL
4.2%
DARP
4.7%

Utilities

BIBL
3.5%
DARP
5.4%

Consumer Defensive

BIBL
0.5%
DARP

-

Consumer Cyclical

BIBL
0.3%
DARP
6.6%

Communication Services

BIBL

-

DARP
19.4%

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Return for Risk

BIBL vs. DARP — Risk / Return Rank

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

BIBL
BIBL Risk / Return Rank: 7777
Overall Rank
BIBL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7171
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7171
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8686
Martin Ratio Rank

DARP
DARP Risk / Return Rank: 8888
Overall Rank
DARP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 8080
Sortino Ratio Rank
DARP Omega Ratio Rank: 8282
Omega Ratio Rank
DARP Calmar Ratio Rank: 9292
Calmar Ratio Rank
DARP 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.

BIBL vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and Grizzle Growth ETF (DARP). 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.


BIBLDARPDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.40

1.47

-0.07

Calmar ratioReturn relative to maximum drawdown

4.09

6.09

-2.00

Martin ratioReturn relative to average drawdown

17.62

22.96

-5.34

BIBL vs. DARP - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 2.31, which is comparable to the DARP Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of BIBL and DARP, 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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Sharpe Ratios by Period


BIBLDARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

3.02

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.36

-0.75

Drawdowns

BIBL vs. DARP - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for BIBL and DARP.


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Drawdown Indicators


BIBLDARPDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-30.27%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-11.82%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-3.23%

-6.54%

+3.31%

Average Drawdown

Average peak-to-trough decline

-7.04%

-4.64%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.13%

-1.06%

Volatility

BIBL vs. DARP - Volatility Comparison

The current volatility for Inspire 100 ETF (BIBL) is 5.71%, while Grizzle Growth ETF (DARP) has a volatility of 8.93%. This indicates that BIBL experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIBLDARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

8.93%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

18.45%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

23.83%

-8.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

26.29%

-6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

26.29%

-5.19%

BIBL vs. DARP - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than DARP's 0.75% expense ratio.


Dividends

BIBL vs. DARP - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.98%, more than DARP's 0.35% yield.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.98%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
DARP
Grizzle Growth ETF
0.35%0.43%1.93%0.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIBL and DARP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DARP has higher volatility (8.93%) compared to BIBL (5.71%). In terms of maximum drawdown, BIBL dropped -36.12% vs DARP's -30.27%.

On 1-year performance, DARP leads with 71.57% vs 36.38% for BIBL. On fees, BIBL is cheaper at 0.35% per year. On volatility, BIBL has been the lower-risk option at 5.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DARP has performed better with a 71.57% return vs 36.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.75% for DARP.

BIBL has the higher dividend yield at 0.98%, compared with 0.35% for DARP.

They also come from different issuers: Inspire and Grizzle. Their fees differ too: 0.35% for BIBL and 0.75% for DARP.

DARP currently has the higher Sharpe Ratio (3.02 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

Find the right allocation for BIBL and DARP

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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