BOEG vs. IBIC
BOEG (Leverage Shares 2X Long BA Daily ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - BOEG is a Leveraged Equities fund actively managed by Leverage Shares, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. BOEG is actively managed, while IBIC is passively managed. Over the past year, BOEG returned -0.44% vs 4.42% for IBIC. At a correlation of -0.15, they often move in opposite directions. BOEG charges 0.75%/yr vs 0.10%/yr for IBIC.
Performance
BOEG vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, BOEG achieves a -7.07% return, which is significantly lower than IBIC's 2.43% return.
BOEG
- 1D
- -2.30%
- 1M
- -0.32%
- YTD
- -7.07%
- 6M
- -7.05%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.04%
- 1M
- 0.12%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 4.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BOEG vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | -7.07% | 6.85% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.43% | 2.22% |
Correlation
The correlation between BOEG and IBIC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025 | -0.15 |
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Return for Risk
BOEG vs. IBIC — Risk / Return Rank
BOEG
IBIC
BOEG vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) 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.
| BOEG | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.99 | ||
| Sortino ratioReturn per unit of downside risk | -8.50 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 2.22 | -1.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 16.56 | -16.57 |
| Martin ratioReturn relative to average drawdown | -0.02 | 58.67 | -58.69 |
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Drawdowns
BOEG vs. IBIC - Drawdown Comparison
The maximum BOEG drawdown since its inception was -46.47%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for BOEG and IBIC.
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Drawdown Indicators
| BOEG | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -0.90% | -45.57% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -0.27% | -46.20% |
Current DrawdownCurrent decline from peak | -30.23% | -0.08% | -30.15% |
Average DrawdownAverage peak-to-trough decline | -19.52% | -0.10% | -19.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.39% | 0.08% | +23.31% |
Volatility
BOEG vs. IBIC - Volatility Comparison
Leverage Shares 2X Long BA Daily ETF (BOEG) has a higher volatility of 21.41% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that BOEG'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
| BOEG | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.41% | 0.17% | +21.24% |
Volatility (6M)Calculated over the trailing 6-month period | 47.04% | 0.67% | +46.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.38% | 0.89% | +63.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.07% | 1.56% | +62.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.07% | 1.56% | +62.51% |
BOEG vs. IBIC - Expense Ratio Comparison
BOEG has a 0.75% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
BOEG vs. IBIC - Dividend Comparison
BOEG has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.58%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.58% | 4.43% | 4.65% | 0.83% |
Frequently Asked Questions
BOEG and IBIC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOEG has higher volatility (21.41%) compared to IBIC (0.17%). In terms of maximum drawdown, BOEG dropped -46.47% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.42% vs -0.44% for BOEG. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. 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 4.42% return vs -0.44%. 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 0.75% for BOEG.
IBIC has the higher dividend yield at 3.58%, compared with 0.00% for BOEG.
BOEG is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for BOEG and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs -0.01), 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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