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EQL vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQL vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Equal Sector Weight ETF (EQL) 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, EQL achieves a 8.81% return, which is significantly higher than IBIC's 2.39% return.


EQL

1D
-0.08%
1M
-0.63%
YTD
8.81%
6M
8.44%
1Y
18.86%
3Y*
16.01%
5Y*
10.76%
10Y*
12.70%

IBIC

1D
0.06%
1M
0.08%
YTD
2.39%
6M
2.49%
1Y
4.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQL vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
EQL
ALPS Equal Sector Weight ETF
8.81%13.09%16.44%4.33%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between EQL and IBIC is -0.12, 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

-0.12

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.02

The correlation between EQL and IBIC shifts across timeframes, from -0.12 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EQL vs. IBIC — Risk / Return Rank

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

EQL
EQL Risk / Return Rank: 6262
Overall Rank
EQL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EQL Sortino Ratio Rank: 6060
Sortino Ratio Rank
EQL Omega Ratio Rank: 5959
Omega Ratio Rank
EQL Calmar Ratio Rank: 6464
Calmar Ratio Rank
EQL Martin Ratio Rank: 6767
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
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.

EQL vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) 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.


EQLIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-6.14

Omega ratioGain probability vs. loss probability

1.35

2.21

-0.86

Calmar ratioReturn relative to maximum drawdown

3.06

16.41

-13.35

Martin ratioReturn relative to average drawdown

11.84

58.11

-46.27

EQL vs. IBIC - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.98, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of EQL 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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Drawdowns

EQL vs. IBIC - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for EQL and IBIC.


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Drawdown Indicators


EQLIBICDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-0.90%

-34.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-0.27%

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

Current Drawdown

Current decline from peak

-1.43%

-0.11%

-1.32%

Average Drawdown

Average peak-to-trough decline

-3.25%

-0.10%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

0.08%

+1.52%

Volatility

EQL vs. IBIC - Volatility Comparison

ALPS Equal Sector Weight ETF (EQL) has a higher volatility of 3.08% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that EQL'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


EQLIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

0.16%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

0.67%

+6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

0.89%

+8.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

1.57%

+12.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

1.57%

+14.99%

EQL vs. IBIC - Expense Ratio Comparison

EQL has a 0.27% expense ratio, which is higher than IBIC'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

EQL vs. IBIC - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.62%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EQL
ALPS Equal Sector Weight ETF
1.62%1.73%1.78%1.96%2.14%1.69%2.29%1.95%2.39%1.97%2.89%2.07%
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


EQL and IBIC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQL has higher volatility (3.08%) compared to IBIC (0.16%). In terms of maximum drawdown, EQL dropped -35.65% vs IBIC's -0.90%.

On 1-year performance, EQL leads with 18.86% 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, EQL has performed better with a 18.86% 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 0.27% for EQL.

IBIC has the higher dividend yield at 3.59%, compared with 1.62% for EQL.

EQL is categorized as Large Cap Blend Equities, while IBIC is Inflation-Protected Bonds. EQL tracks NYSE Equal Sector Weight Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: SS&C and iShares. Their fees differ too: 0.27% for EQL and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 1.98), 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.

Portfolio Optimizer

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