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GQGU vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQGU vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG US Equity ETF (GQGU) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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GQGU vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025
GQGU
GQG US Equity ETF
9.00%-1.14%
BIBL
Inspire 100 ETF
6.48%8.32%

Returns By Period

In the year-to-date period, GQGU achieves a 9.00% return, which is significantly higher than BIBL's 6.48% return.


GQGU

1D
0.75%
1M
-1.60%
YTD
9.00%
6M
8.01%
1Y
3Y*
5Y*
10Y*

BIBL

1D
0.36%
1M
-2.27%
YTD
6.48%
6M
7.18%
1Y
24.42%
3Y*
16.45%
5Y*
8.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQGU vs. BIBL - Expense Ratio Comparison

GQGU has a 0.49% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

GQGU vs. BIBL — Risk / Return Rank

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

GQGU

BIBL
BIBL Risk / Return Rank: 6666
Overall Rank
BIBL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6565
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6565
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6363
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7373
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.

GQGU vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG US Equity ETF (GQGU) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GQGU vs. BIBL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GQGUBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.54

+0.59

Correlation

The correlation between GQGU and BIBL is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GQGU vs. BIBL - Dividend Comparison

GQGU's dividend yield for the trailing twelve months is around 0.93%, less than BIBL's 1.11% yield.


TTM202520242023202220212020201920182017
GQGU
GQG US Equity ETF
0.93%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

GQGU vs. BIBL - Drawdown Comparison

The maximum GQGU drawdown since its inception was -6.65%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for GQGU and BIBL.


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Drawdown Indicators


GQGUBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-6.65%

-36.12%

+29.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-2.51%

-4.62%

+2.11%

Average Drawdown

Average peak-to-trough decline

-2.21%

-7.16%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

Volatility

GQGU vs. BIBL - Volatility Comparison


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Volatility by Period


GQGUBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.67%

20.39%

-10.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.67%

19.44%

-9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.67%

21.14%

-11.47%