DMXF vs. IBID
DMXF (iShares ESG Advanced MSCI EAFE ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - DMXF is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, DMXF returned 24.45% vs 4.04% for IBID. At a 0.06 correlation, their price movements are largely independent. DMXF charges 0.12%/yr vs 0.10%/yr for IBID.
Performance
DMXF vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, DMXF achieves a 14.88% return, which is significantly higher than IBID's 1.99% return.
DMXF
- 1D
- 0.16%
- 1M
- 4.03%
- YTD
- 14.88%
- 6M
- 14.42%
- 1Y
- 24.45%
- 3Y*
- 16.50%
- 5Y*
- 7.79%
- 10Y*
- —
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DMXF vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 14.88% | 22.07% | 3.99% | 8.61% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between DMXF and IBID is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.06 |
The correlation between DMXF and IBID shifts across timeframes, from -0.14 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DMXF vs. IBID — Risk / Return Rank
DMXF
IBID
DMXF vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| DMXF | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.75 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 8.22 | -6.14 |
| Martin ratioReturn relative to average drawdown | 7.75 | 30.99 | -23.24 |
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Drawdowns
DMXF vs. IBID - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for DMXF and IBID.
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Drawdown Indicators
| DMXF | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -1.28% | -33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -0.49% | -11.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -0.22% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 0.13% | +3.03% |
Volatility
DMXF vs. IBID - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 5.58% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that DMXF's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMXF | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 0.35% | +5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 0.86% | +13.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 1.23% | +15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 2.24% | +15.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 2.24% | +15.07% |
DMXF vs. IBID - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is higher than IBID's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMXF vs. IBID - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.15%, more than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.15% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DMXF and IBID have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMXF has higher volatility (5.58%) compared to IBID (0.35%). In terms of maximum drawdown, DMXF dropped -34.52% vs IBID's -1.28%.
On 1-year performance, DMXF leads with 24.45% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DMXF has performed better with a 24.45% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.12% for DMXF.
DMXF has the higher dividend yield at 4.15%, compared with 3.68% for IBID.
DMXF is categorized as Foreign Large Cap Equities, while IBID is Inflation-Protected Bonds. DMXF tracks MSCI EAFE Choice ESG Screened Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. Their fees differ too: 0.12% for DMXF and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.29 vs 1.47), 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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