BIBL vs. SCHQ
Compare and contrast key facts about Inspire 100 ETF (BIBL) and Schwab Long-Term U.S. Treasury ETF (SCHQ).
BIBL and SCHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIBL is a passively managed fund by Inspire that tracks the performance of the Inspire 100 Index. It was launched on Oct 30, 2017. SCHQ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. It was launched on Oct 10, 2019. Both BIBL and SCHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBL or SCHQ.
Key characteristics
| BIBL | SCHQ | |
|---|---|---|
| YTD Return | 21.35% | -2.28% |
| 1Y Return | 39.57% | 10.32% |
| 3Y Return (Ann) | 3.27% | -11.09% |
| 5Y Return (Ann) | 12.63% | -4.24% |
| Sharpe Ratio | 2.55 | 0.58 |
| Sortino Ratio | 3.53 | 0.91 |
| Omega Ratio | 1.45 | 1.11 |
| Calmar Ratio | 1.77 | 0.19 |
| Martin Ratio | 15.30 | 1.52 |
| Ulcer Index | 2.51% | 5.26% |
| Daily Std Dev | 15.06% | 13.73% |
| Max Drawdown | -36.12% | -46.13% |
| Current Drawdown | 0.00% | -37.17% |
Correlation
The correlation between BIBL and SCHQ is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BIBL vs. SCHQ - Performance Comparison
In the year-to-date period, BIBL achieves a 21.35% return, which is significantly higher than SCHQ's -2.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIBL vs. SCHQ - Expense Ratio Comparison
BIBL has a 0.35% expense ratio, which is higher than SCHQ's 0.05% expense ratio.
Risk-Adjusted Performance
BIBL vs. SCHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.
Dividends
BIBL vs. SCHQ - Dividend Comparison
BIBL's dividend yield for the trailing twelve months is around 0.94%, less than SCHQ's 4.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BIBL Inspire 100 ETF | 0.94% | 1.02% | 0.98% | 17.87% | 1.67% | 1.30% | 1.62% | 0.31% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.37% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% |
Drawdowns
BIBL vs. SCHQ - Drawdown Comparison
The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for BIBL and SCHQ. For additional features, visit the drawdowns tool.
Volatility
BIBL vs. SCHQ - Volatility Comparison
Inspire 100 ETF (BIBL) has a higher volatility of 4.97% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 4.48%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.