GLOW vs. IBID
GLOW (VictoryShares WestEnd Global Equity ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - GLOW is a Global Equities fund actively managed by VictoryShares, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. GLOW is actively managed, while IBID is passively managed. Over the past year, GLOW returned 28.17% vs 4.04% for IBID. At a correlation of -0.07, they often move in opposite directions. GLOW charges 0.72%/yr vs 0.10%/yr for IBID.
Performance
GLOW vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, GLOW achieves a 11.87% return, which is significantly higher than IBID's 1.99% return.
GLOW
- 1D
- 0.05%
- 1M
- 2.41%
- YTD
- 11.87%
- 6M
- 11.60%
- 1Y
- 28.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLOW vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLOW VictoryShares WestEnd Global Equity ETF | 11.87% | 21.29% | 4.44% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 2.85% |
Correlation
The correlation between GLOW and IBID is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2024 | -0.07 |
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Return for Risk
GLOW vs. IBID — Risk / Return Rank
GLOW
IBID
GLOW vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares WestEnd Global Equity ETF (GLOW) 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.
| GLOW | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.75 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 8.22 | -5.19 |
| Martin ratioReturn relative to average drawdown | 12.85 | 30.99 | -18.14 |
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Drawdowns
GLOW vs. IBID - Drawdown Comparison
The maximum GLOW drawdown since its inception was -15.58%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for GLOW and IBID.
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Drawdown Indicators
| GLOW | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.58% | -1.28% | -14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -0.49% | -8.84% |
Current DrawdownCurrent decline from peak | -0.32% | -0.49% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -0.22% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.13% | +2.07% |
Volatility
GLOW vs. IBID - Volatility Comparison
VictoryShares WestEnd Global Equity ETF (GLOW) has a higher volatility of 4.81% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that GLOW'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
| GLOW | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 0.35% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 0.86% | +9.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 1.23% | +11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 2.24% | +13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 2.24% | +13.05% |
GLOW vs. IBID - Expense Ratio Comparison
GLOW has a 0.72% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
GLOW vs. IBID - Dividend Comparison
GLOW's dividend yield for the trailing twelve months is around 1.11%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GLOW VictoryShares WestEnd Global Equity ETF | 1.11% | 1.33% | 1.18% | 0.00% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
Frequently Asked Questions
GLOW and IBID have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLOW has higher volatility (4.81%) compared to IBID (0.35%). In terms of maximum drawdown, GLOW dropped -15.58% vs IBID's -1.28%.
On 1-year performance, GLOW leads with 28.17% 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, GLOW has performed better with a 28.17% 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 0.72% for GLOW.
IBID has the higher dividend yield at 3.68%, compared with 1.11% for GLOW.
GLOW is categorized as Global Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: VictoryShares and iShares. Their fees differ too: 0.72% for GLOW and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.29 vs 2.21), 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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