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DEEP vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEEP vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Acquirers Deep Value ETF (DEEP) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEEP achieves a 12.39% return, which is significantly higher than IBIC's 2.37% return.


DEEP

1D
-2.02%
1M
0.72%
YTD
12.39%
6M
11.91%
1Y
27.76%
3Y*
9.78%
5Y*
3.74%
10Y*
8.15%

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEP vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
DEEP
Roundhill Acquirers Deep Value ETF
12.39%5.69%-2.97%10.31%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between DEEP and IBIC is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.01

The correlation between DEEP and IBIC shifts across timeframes, from -0.18 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DEEP vs. IBIC — Risk / Return Rank

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

DEEP
DEEP Risk / Return Rank: 4242
Overall Rank
DEEP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DEEP Sortino Ratio Rank: 4343
Sortino Ratio Rank
DEEP Omega Ratio Rank: 3838
Omega Ratio Rank
DEEP Calmar Ratio Rank: 4848
Calmar Ratio Rank
DEEP Martin Ratio Rank: 4242
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
Martin Ratio Rank
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.

DEEP vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.


DEEPIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.59

Sortino ratioReturn per unit of downside risk

-6.96

Omega ratioGain probability vs. loss probability

1.25

2.24

-0.99

Calmar ratioReturn relative to maximum drawdown

2.35

17.27

-14.92

Martin ratioReturn relative to average drawdown

6.76

67.45

-60.69

DEEP vs. IBIC - Sharpe Ratio Comparison

The current DEEP Sharpe Ratio is 1.46, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of DEEP and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DEEPIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

5.05

-3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

3.49

-3.20

Drawdowns

DEEP vs. IBIC - Drawdown Comparison

The maximum DEEP drawdown since its inception was -52.52%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for DEEP and IBIC.


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Drawdown Indicators


DEEPIBICDifference

Max Drawdown

Largest peak-to-trough decline

-52.52%

-0.90%

-51.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-0.26%

-11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.40%

Max Drawdown (10Y)

Largest decline over 10 years

-52.52%

Current Drawdown

Current decline from peak

-2.02%

-0.13%

-1.89%

Average Drawdown

Average peak-to-trough decline

-10.40%

-0.10%

-10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

0.07%

+4.05%

Volatility

DEEP vs. IBIC - Volatility Comparison

Roundhill Acquirers Deep Value ETF (DEEP) has a higher volatility of 5.67% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that DEEP'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


DEEPIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

0.33%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

0.67%

+11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

0.90%

+18.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

1.58%

+20.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.27%

1.58%

+22.69%

DEEP vs. IBIC - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

DEEP vs. IBIC - Dividend Comparison

DEEP's dividend yield for the trailing twelve months is around 1.52%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
DEEP
Roundhill Acquirers Deep Value ETF
1.52%1.78%1.96%1.67%1.28%1.43%4.03%3.49%1.51%2.01%3.14%3.98%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DEEP and IBIC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEEP has higher volatility (5.67%) compared to IBIC (0.33%). In terms of maximum drawdown, DEEP dropped -52.52% vs IBIC's -0.90%.

On 1-year performance, DEEP leads with 27.76% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DEEP has performed better with a 27.76% return vs 4.54%. 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 0.80% for DEEP.

IBIC has the higher dividend yield at 3.59%, compared with 1.52% for DEEP.

DEEP is categorized as Small Cap Value Equities, while IBIC is Inflation-Protected Bonds. DEEP tracks DEEP-US - Acquirers Deep Value Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Exchange Traded Concepts and iShares. Their fees differ too: 0.80% for DEEP and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 1.46), 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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