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IBIC vs. ZJUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIC vs. ZJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and Innovator Equity Defined Protection ETF - 1 Yr July (ZJUL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIC achieves a 2.37% return, which is significantly lower than ZJUL's 2.58% return.


IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*

ZJUL

1D
0.02%
1M
0.66%
YTD
2.58%
6M
2.81%
1Y
7.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIC vs. ZJUL - Yearly Performance Comparison


Correlation

The correlation between IBIC and ZJUL is -0.31, 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

-0.31

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2024

-0.18

The correlation between IBIC and ZJUL shifts across timeframes, from -0.31 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBIC vs. ZJUL — Risk / Return Rank

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

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
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

ZJUL
ZJUL Risk / Return Rank: 9191
Overall Rank
ZJUL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ZJUL Sortino Ratio Rank: 9494
Sortino Ratio Rank
ZJUL Omega Ratio Rank: 9292
Omega Ratio Rank
ZJUL Calmar Ratio Rank: 8989
Calmar Ratio Rank
ZJUL Martin Ratio Rank: 9595
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.

IBIC vs. ZJUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and Innovator Equity Defined Protection ETF - 1 Yr July (ZJUL). 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.


IBICZJULDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

2.24

1.62

+0.62

Calmar ratioReturn relative to maximum drawdown

17.27

5.29

+11.98

Martin ratioReturn relative to average drawdown

67.45

28.77

+38.68

IBIC vs. ZJUL - Sharpe Ratio Comparison

The current IBIC Sharpe Ratio is 5.05, which is higher than the ZJUL Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of IBIC and ZJUL, 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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Sharpe Ratios by Period


IBICZJULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.05

2.91

+2.14

Sharpe Ratio (All Time)

Calculated using the full available price history

3.49

1.60

+1.89

Drawdowns

IBIC vs. ZJUL - Drawdown Comparison

The maximum IBIC drawdown since its inception was -0.90%, smaller than the maximum ZJUL drawdown of -5.51%. Use the drawdown chart below to compare losses from any high point for IBIC and ZJUL.


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Drawdown Indicators


IBICZJULDifference

Max Drawdown

Largest peak-to-trough decline

-0.90%

-5.51%

+4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-1.43%

+1.17%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.47%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.26%

-0.19%

Volatility

IBIC vs. ZJUL - Volatility Comparison

iShares iBonds Oct 2026 Term TIPS ETF (IBIC) has a higher volatility of 0.33% compared to Innovator Equity Defined Protection ETF - 1 Yr July (ZJUL) at 0.24%. This indicates that IBIC's price experiences larger fluctuations and is considered to be riskier than ZJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBICZJULDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.24%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

1.83%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

2.62%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

4.65%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

4.65%

-3.07%

IBIC vs. ZJUL - Expense Ratio Comparison

IBIC has a 0.10% expense ratio, which is lower than ZJUL's 0.79% expense ratio.


Dividends

IBIC vs. ZJUL - Dividend Comparison

IBIC's dividend yield for the trailing twelve months is around 3.59%, while ZJUL has not paid dividends to shareholders.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
ZJUL
Innovator Equity Defined Protection ETF - 1 Yr July
0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBIC and ZJUL have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIC has higher volatility (0.33%) compared to ZJUL (0.24%). In terms of maximum drawdown, IBIC dropped -0.90% vs ZJUL's -5.51%.

On 1-year performance, ZJUL leads with 7.56% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ZJUL has performed better with a 7.56% return vs 4.54%. 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 0.79% for ZJUL.

IBIC has the higher dividend yield at 3.59%, compared with 0.00% for ZJUL.

IBIC is categorized as Inflation-Protected Bonds, while ZJUL is Defined Outcome. They also come from different issuers: iShares and Innovator. Their fees differ too: 0.10% for IBIC and 0.79% for ZJUL.

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.91), 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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