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FLQL vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLQL vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Equity ETF (FLQL) 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, FLQL achieves a 12.74% return, which is significantly higher than IBIC's 2.39% return.


FLQL

1D
-0.15%
1M
1.08%
YTD
12.74%
6M
11.77%
1Y
30.10%
3Y*
22.86%
5Y*
14.80%
10Y*

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)

FLQL vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
FLQL
Franklin LibertyQ U.S. Equity ETF
12.74%19.64%24.33%6.54%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between FLQL and IBIC is -0.24, 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

-0.24

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

-0.06

The correlation between FLQL and IBIC shifts across timeframes, from -0.24 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLQL vs. IBIC — Risk / Return Rank

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

FLQL
FLQL Risk / Return Rank: 7474
Overall Rank
FLQL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FLQL Sortino Ratio Rank: 7373
Sortino Ratio Rank
FLQL Omega Ratio Rank: 7373
Omega Ratio Rank
FLQL Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLQL Martin Ratio Rank: 8181
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.

FLQL vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity ETF (FLQL) 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.


FLQLIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.68

Sortino ratioReturn per unit of downside risk

-5.77

Omega ratioGain probability vs. loss probability

1.41

2.21

-0.80

Calmar ratioReturn relative to maximum drawdown

3.34

16.41

-13.07

Martin ratioReturn relative to average drawdown

15.45

58.11

-42.66

FLQL vs. IBIC - Sharpe Ratio Comparison

The current FLQL Sharpe Ratio is 2.26, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of FLQL 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

FLQL vs. IBIC - Drawdown Comparison

The maximum FLQL drawdown since its inception was -33.64%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for FLQL and IBIC.


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Drawdown Indicators


FLQLIBICDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-0.90%

-32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-0.27%

-8.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.41%

Current Drawdown

Current decline from peak

-0.64%

-0.11%

-0.53%

Average Drawdown

Average peak-to-trough decline

-4.03%

-0.10%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.08%

+1.87%

Volatility

FLQL vs. IBIC - Volatility Comparison

Franklin LibertyQ U.S. Equity ETF (FLQL) has a higher volatility of 4.61% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that FLQL'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


FLQLIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

0.16%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

0.67%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

0.89%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

1.57%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

1.57%

+15.94%

FLQL vs. IBIC - Expense Ratio Comparison

FLQL has a 0.15% 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

FLQL vs. IBIC - Dividend Comparison

FLQL's dividend yield for the trailing twelve months is around 1.01%, less than IBIC's 3.59% yield.


PositionTTM202520242023202220212020201920182017
FLQL
Franklin LibertyQ U.S. Equity ETF
1.01%1.10%1.13%1.50%2.07%1.81%1.99%1.78%1.82%1.22%
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%

Frequently Asked Questions


FLQL and IBIC have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLQL has higher volatility (4.61%) compared to IBIC (0.16%). In terms of maximum drawdown, FLQL dropped -33.64% vs IBIC's -0.90%.

On 1-year performance, FLQL leads with 30.10% 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, FLQL has performed better with a 30.10% 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 0.15% for FLQL.

IBIC has the higher dividend yield at 3.59%, compared with 1.01% for FLQL.

FLQL is categorized as Large Cap Growth Equities, while IBIC is Inflation-Protected Bonds. FLQL tracks LibertyQ U.S. Large Cap Equity Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.15% for FLQL and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 2.26), 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

Find the right allocation for FLQL and IBIC

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