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BIBL vs. SCHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIBL and SCHQ is -0.04. 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.


-0.50.00.51.0-0.0

Performance

BIBL vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
77.46%
-25.93%
BIBL
SCHQ

Key characteristics

Sharpe Ratio

BIBL:

1.02

SCHQ:

-0.47

Sortino Ratio

BIBL:

1.50

SCHQ:

-0.56

Omega Ratio

BIBL:

1.18

SCHQ:

0.94

Calmar Ratio

BIBL:

1.25

SCHQ:

-0.14

Martin Ratio

BIBL:

5.61

SCHQ:

-1.01

Ulcer Index

BIBL:

2.75%

SCHQ:

5.96%

Daily Std Dev

BIBL:

15.08%

SCHQ:

12.96%

Max Drawdown

BIBL:

-36.12%

SCHQ:

-46.13%

Current Drawdown

BIBL:

-7.50%

SCHQ:

-39.31%

Returns By Period

In the year-to-date period, BIBL achieves a 13.21% return, which is significantly higher than SCHQ's -5.60% return.


BIBL

YTD

13.21%

1M

-4.50%

6M

3.69%

1Y

14.00%

5Y*

9.90%

10Y*

N/A

SCHQ

YTD

-5.60%

1M

-1.49%

6M

-2.97%

1Y

-5.65%

5Y*

-5.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIBL vs. SCHQ - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is higher than SCHQ's 0.05% expense ratio.


BIBL
Inspire 100 ETF
Expense ratio chart for BIBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHQ: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Sharpe ratio
The chart of Sharpe ratio for BIBL, currently valued at 1.02, compared to the broader market0.002.004.001.02-0.47
The chart of Sortino ratio for BIBL, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.50-0.56
The chart of Omega ratio for BIBL, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.180.94
The chart of Calmar ratio for BIBL, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.25-0.14
The chart of Martin ratio for BIBL, currently valued at 5.61, compared to the broader market0.0020.0040.0060.0080.00100.005.61-1.01
BIBL
SCHQ

The current BIBL Sharpe Ratio is 1.02, which is higher than the SCHQ Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BIBL and SCHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.02
-0.47
BIBL
SCHQ

Dividends

BIBL vs. SCHQ - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.71%, less than SCHQ's 4.54% yield.


TTM2023202220212020201920182017
BIBL
Inspire 100 ETF
0.71%1.02%0.98%17.87%1.67%1.30%1.62%0.31%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.54%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-39.31%
BIBL
SCHQ

Volatility

BIBL vs. SCHQ - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 4.69% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 3.89%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
3.89%
BIBL
SCHQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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