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BIBL vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIBL vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and SMART Earnings Growth 30 ETF (SGRT). 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 27.80% return, which is significantly lower than SGRT's 49.54% return.


BIBL

1D
2.32%
1M
5.32%
YTD
27.80%
6M
25.96%
1Y
43.19%
3Y*
23.08%
5Y*
10.80%
10Y*

SGRT

1D
3.17%
1M
2.19%
YTD
49.54%
6M
44.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIBL vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
BIBL
Inspire 100 ETF
27.80%6.74%
SGRT
SMART Earnings Growth 30 ETF
49.54%26.83%

Correlation

The correlation between BIBL and SGRT is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.72

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Return for Risk

BIBL vs. SGRT — Risk / Return Rank

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

BIBL
BIBL Risk / Return Rank: 8989
Overall Rank
BIBL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 8888
Sortino Ratio Rank
BIBL Omega Ratio Rank: 8686
Omega Ratio Rank
BIBL Calmar Ratio Rank: 9090
Calmar Ratio Rank
BIBL Martin Ratio Rank: 9393
Martin Ratio Rank

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and SMART Earnings Growth 30 ETF (SGRT). 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.


BIBLSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.85

Martin ratioReturn relative to average drawdown

20.62

BIBL vs. SGRT - Sharpe Ratio Comparison


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Drawdowns

BIBL vs. SGRT - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for BIBL and SGRT.


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Drawdown Indicators


BIBLSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-17.87%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

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

0.00%

-2.68%

+2.68%

Average Drawdown

Average peak-to-trough decline

-7.00%

-3.23%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

Volatility

BIBL vs. SGRT - Volatility Comparison


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Volatility by Period


BIBLSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

35.38%

-18.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

35.38%

-15.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

35.38%

-14.26%

BIBL vs. SGRT - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

BIBL vs. SGRT - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.92%, more than SGRT's 0.11% yield.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.92%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIBL and SGRT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BIBL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.59% for SGRT.

BIBL has the higher dividend yield at 0.92%, compared with 0.11% for SGRT.

Their fees differ too: 0.35% for BIBL and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for BIBL and SGRT

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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