GOOW vs. IBIC
GOOW (Roundhill GOOGL WeeklyPay™ ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - GOOW is a Derivative Income fund actively managed by Roundhill, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. GOOW is actively managed, while IBIC is passively managed. At a correlation of -0.14, they often move in opposite directions. GOOW charges 0.99%/yr vs 0.10%/yr for IBIC.
Performance
GOOW vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, GOOW achieves a 14.21% return, which is significantly higher than IBIC's 2.55% return.
GOOW
- 1D
- -0.61%
- 1M
- -1.19%
- 6M
- 7.54%
- YTD
- 14.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- -0.02%
- 1M
- 0.19%
- 6M
- 2.44%
- YTD
- 2.55%
- 1Y
- 4.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOW vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 14.21% | 71.16% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.55% | 1.51% |
Correlation
The correlation between GOOW and IBIC 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 (All Time) Calculated using the full available price history since Jul 24, 2025 | -0.14 |
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Return for Risk
GOOW vs. IBIC — Risk / Return Rank
GOOW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBIC
GOOW vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) 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.
| GOOW | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 2.18 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 16.29 | — |
| Martin ratioReturn relative to average drawdown | — | 55.75 | — |
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Drawdowns
GOOW vs. IBIC - Drawdown Comparison
The maximum GOOW drawdown since its inception was -24.88%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for GOOW and IBIC.
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Drawdown Indicators
| GOOW | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.88% | -0.90% | -23.98% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.27% | — |
Current DrawdownCurrent decline from peak | -14.11% | -0.08% | -14.03% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -0.10% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.08% | — |
Volatility
GOOW vs. IBIC - Volatility Comparison
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Volatility by Period
| GOOW | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.68% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.68% | 0.90% | +36.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.68% | 1.56% | +36.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.68% | 1.56% | +36.12% |
GOOW vs. IBIC - Expense Ratio Comparison
GOOW has a 0.99% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
GOOW vs. IBIC - Dividend Comparison
GOOW's dividend yield for the trailing twelve months is around 39.57%, more than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOW Roundhill GOOGL WeeklyPay™ ETF | 39.57% | 19.77% | 0.00% | 0.00% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% |
Frequently Asked Questions
GOOW and IBIC 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.
On fees, IBIC is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.99% for GOOW.
GOOW has the higher dividend yield at 39.57%, compared with 4.62% for IBIC.
GOOW is categorized as Derivative Income, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for GOOW and 0.10% for IBIC.
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