IBIE vs. BBYY

Last updated Jul 18, 2026

IBIE (iShares iBonds Oct 2028 Term TIPS ETF) and BBYY (GraniteShares YieldBOOST BABA ETF) are both exchange-traded funds - IBIE is a Inflation-Protected Bonds fund tracking the ICE 2028 Maturity US Inflation-Linked Treasury Index, while BBYY is a Derivative Income fund actively managed by GraniteShares. IBIE is passively managed, while BBYY is actively managed. At a correlation of -0.04, they often move in opposite directions. IBIE charges 0.10%/yr vs 1.07%/yr for BBYY.

Performance

IBIE vs. BBYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2028 Term TIPS ETF (IBIE) and GraniteShares YieldBOOST BABA ETF (BBYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBIE achieves a 1.90% return, which is significantly higher than BBYY's -21.74% return.

IBIE

• 1D: 0.10%
• 1M: 0.45%
• 6M: 1.87%
• YTD: 1.90%
• 1Y: 3.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBYY

• 1D: -0.18%
• 1M: -1.94%
• 6M: -26.26%
• YTD: -21.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIE vs. BBYY - Yearly Performance Comparison

	2026 (YTD)	2025
IBIE iShares iBonds Oct 2028 Term TIPS ETF	1.90%	-0.06%
BBYY GraniteShares YieldBOOST BABA ETF	-21.74%	-7.92%

Correlation

The correlation between IBIE and BBYY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025	-0.04

Return for Risk

IBIE vs. BBYY — Risk / Return Rank

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

IBIE

IBIE Risk / Return Rank: 90
IBIE Sharpe Ratio Rank: 86
IBIE Sortino Ratio Rank: 93
IBIE Omega Ratio Rank: 91
IBIE Calmar Ratio Rank: 93
IBIE Martin Ratio Rank: 89

BBYY

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

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.

IBIE vs. BBYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2028 Term TIPS ETF (IBIE) and GraniteShares YieldBOOST BABA ETF (BBYY). 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.

	IBIE	BBYY	Difference
Sharpe ratio: Return per unit of total volatility	2.17	—	—
Sortino ratio: Return per unit of downside risk	3.61	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	4.76	—	—
Martin ratio: Return relative to average drawdown	14.76	—	—

Drawdowns

IBIE vs. BBYY - Drawdown Comparison

The maximum IBIE drawdown since its inception was -1.70%, smaller than the maximum BBYY drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for IBIE and BBYY.

Drawdown Indicators

	IBIE	BBYY	Difference
Max Drawdown Largest peak-to-trough decline	-1.70%	-33.11%	+31.41%
Max Drawdown (1Y) Largest decline over 1 year	-0.72%	—	—
Current Drawdown Current decline from peak	-0.20%	-30.14%	+29.94%
Average Drawdown Average peak-to-trough decline	-0.39%	-14.80%	+14.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.23%	—	—

Volatility

Volatility by Period

	IBIE	BBYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.58%	24.14%	-22.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.82%	24.14%	-21.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.82%	24.14%	-21.32%

IBIE vs. BBYY - Expense Ratio Comparison

IBIE has a 0.10% expense ratio, which is lower than BBYY's 1.07% expense ratio.

Dividends

IBIE vs. BBYY - Dividend Comparison

IBIE's dividend yield for the trailing twelve months is around 4.96%, less than BBYY's 107.49% yield.

Position	TTM	2025	2024	2023
BBYY GraniteShares YieldBOOST BABA ETF	107.49%	21.98%	0.00%	0.00%
IBIE iShares iBonds Oct 2028 Term TIPS ETF	4.96%	4.09%	4.23%	0.75%

Frequently Asked Questions

Can I hold both IBIE and BBYY in my portfolio?

IBIE and BBYY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBIE or BBYY?

On fees, IBIE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBIE or BBYY?

IBIE is cheaper with a 0.10% expense ratio, compared with 1.07% for BBYY.

Which ETF pays a higher dividend yield, IBIE or BBYY?

BBYY has the higher dividend yield at 107.49%, compared with 4.96% for IBIE.

What is the main difference between IBIE and BBYY?

IBIE is categorized as Inflation-Protected Bonds, while BBYY is Derivative Income. They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.10% for IBIE and 1.07% for BBYY.