BRNY vs. IBIC
BRNY (Burney U.S. Factor Rotation ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. BRNY is actively managed, while IBIC is passively managed. Over the past year, BRNY returned 35.76% vs 4.38% for IBIC. At a correlation of -0.04, they often move in opposite directions. BRNY charges 0.79%/yr vs 0.10%/yr for IBIC.
Performance
BRNY vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, BRNY achieves a 16.36% return, which is significantly higher than IBIC's 2.39% return.
BRNY
- 1D
- 0.01%
- 1M
- 4.97%
- YTD
- 16.36%
- 6M
- 15.43%
- 1Y
- 35.76%
- 3Y*
- 28.40%
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.06%
- 1M
- 0.08%
- YTD
- 2.39%
- 6M
- 2.49%
- 1Y
- 4.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRNY vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 16.36% | 22.02% | 28.84% | 9.43% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.39% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between BRNY and IBIC is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | -0.04 |
The correlation between BRNY and IBIC shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRNY vs. IBIC — Risk / Return Rank
BRNY
IBIC
BRNY vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) 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.
| BRNY | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -5.59 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 2.21 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 16.41 | -12.57 |
| Martin ratioReturn relative to average drawdown | 14.81 | 58.11 | -43.30 |
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Drawdowns
BRNY vs. IBIC - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for BRNY and IBIC.
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Drawdown Indicators
| BRNY | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -0.90% | -18.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -0.27% | -9.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -0.10% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 0.08% | +2.34% |
Volatility
BRNY vs. IBIC - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 6.66% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that BRNY'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
| BRNY | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 0.16% | +6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 0.67% | +11.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.76% | 0.89% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 1.57% | +15.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 1.57% | +15.64% |
BRNY vs. IBIC - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
BRNY vs. IBIC - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.20%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.20% | 0.30% | 0.23% | 0.68% | 0.22% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% | 0.00% |
Frequently Asked Questions
BRNY and IBIC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRNY has higher volatility (6.66%) compared to IBIC (0.16%). In terms of maximum drawdown, BRNY dropped -19.14% vs IBIC's -0.90%.
On 1-year performance, BRNY leads with 35.76% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BRNY has performed better with a 35.76% return vs 4.38%. 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 0.79% for BRNY.
IBIC has the higher dividend yield at 3.59%, compared with 0.20% for BRNY.
They also come from different issuers: Alpha Architect and iShares. Their fees differ too: 0.79% for BRNY and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.94 vs 2.44), 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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