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DRUP vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRUP vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Nasdaq Select Disruptors ETF (DRUP) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRUP achieves a -3.24% return, which is significantly lower than BIBL's 23.84% return.


DRUP

1D
-2.27%
1M
9.28%
YTD
-3.24%
6M
-4.85%
1Y
8.51%
3Y*
18.88%
5Y*
10.93%
10Y*

BIBL

1D
0.42%
1M
5.68%
YTD
23.84%
6M
22.77%
1Y
40.34%
3Y*
22.20%
5Y*
10.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRUP vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DRUP
GraniteShares Nasdaq Select Disruptors ETF
-3.24%18.18%23.11%42.32%-28.18%26.13%28.71%11.32%
BIBL
Inspire 100 ETF
23.84%17.27%12.49%17.87%-23.26%27.44%22.62%10.77%

Correlation

The correlation between DRUP and BIBL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2019

0.80

Over the past year, the correlation between DRUP and BIBL has dropped to 0.47 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

DRUP vs. BIBL - Sectors Allocation Comparison


Sectors
DRUP
BIBL

Technology

55.8%
30.1%

Healthcare

20.8%
4.3%

Communication Services

19.8%

-

Consumer Cyclical

1.3%
0.3%

Financial Services

1.2%
8.3%

Industrials

1.1%
26.8%

Basic Materials

-

4.2%

Consumer Defensive

-

0.5%

Energy

-

6.9%

Real Estate

-

14.7%

Utilities

-

3.5%

Technology

DRUP
55.8%
BIBL
30.1%

Healthcare

DRUP
20.8%
BIBL
4.3%

Communication Services

DRUP
19.8%
BIBL

-

Consumer Cyclical

DRUP
1.3%
BIBL
0.3%

Financial Services

DRUP
1.2%
BIBL
8.3%

Industrials

DRUP
1.1%
BIBL
26.8%

Basic Materials

DRUP

-

BIBL
4.2%

Consumer Defensive

DRUP

-

BIBL
0.5%

Energy

DRUP

-

BIBL
6.9%

Real Estate

DRUP

-

BIBL
14.7%

Utilities

DRUP

-

BIBL
3.5%

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Return for Risk

DRUP vs. BIBL — Risk / Return Rank

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

DRUP
DRUP Risk / Return Rank: 1414
Overall Rank
DRUP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DRUP Sortino Ratio Rank: 1515
Sortino Ratio Rank
DRUP Omega Ratio Rank: 1515
Omega Ratio Rank
DRUP Calmar Ratio Rank: 1313
Calmar Ratio Rank
DRUP Martin Ratio Rank: 1313
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8181
Overall Rank
BIBL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7575
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8888
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.

DRUP vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) and Inspire 100 ETF (BIBL). 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.


DRUPBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.44

2.62

-2.18

Sortino ratio

Return per unit of downside risk

0.72

3.53

-2.80

Omega ratio

Gain probability vs. loss probability

1.09

1.45

-0.36

Calmar ratio

Return relative to maximum drawdown

0.37

4.53

-4.16

Martin ratio

Return relative to average drawdown

0.92

19.63

-18.71

DRUP vs. BIBL - Sharpe Ratio Comparison

The current DRUP Sharpe Ratio is 0.44, which is lower than the BIBL Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of DRUP and BIBL, 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


DRUPBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

2.62

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.63

+0.04

Drawdowns

DRUP vs. BIBL - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for DRUP and BIBL.


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Drawdown Indicators


DRUPBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-36.12%

+4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.21%

-8.94%

-14.27%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-20.60%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-30.85%

-0.44%

Current Drawdown

Current decline from peak

-6.09%

0.00%

-6.09%

Average Drawdown

Average peak-to-trough decline

-8.41%

-7.04%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

2.06%

+7.19%

Volatility

DRUP vs. BIBL - Volatility Comparison

GraniteShares Nasdaq Select Disruptors ETF (DRUP) has a higher volatility of 7.48% compared to Inspire 100 ETF (BIBL) at 4.62%. This indicates that DRUP's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRUPBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

4.62%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

12.63%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

15.47%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.78%

19.59%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

21.08%

+2.15%

DRUP vs. BIBL - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

DRUP vs. BIBL - Dividend Comparison

DRUP has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
DRUP
GraniteShares Nasdaq Select Disruptors ETF
0.00%0.00%0.00%0.40%0.51%0.28%0.53%0.19%0.00%0.00%

Frequently Asked Questions


DRUP and BIBL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRUP has higher volatility (7.48%) compared to BIBL (4.62%). In terms of maximum drawdown, DRUP dropped -31.29% vs BIBL's -36.12%.

On 5-year performance, DRUP leads with 10.93% vs 10.11% for BIBL. On fees, BIBL is cheaper at 0.35% per year. On volatility, BIBL has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DRUP has performed better with a 10.93% return vs 10.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.60% for DRUP.

BIBL has the higher dividend yield at 0.95%, compared with 0.00% for DRUP.

DRUP tracks Nasdaq US Large Cap Select Disruptors Index - Benchmark TR Gross, while BIBL tracks Inspire 100 Index. They also come from different issuers: GraniteShares and Inspire. Their fees differ too: 0.60% for DRUP and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (2.62 vs 0.44), 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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