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IBIG vs. CTEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIG vs. CTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and ProShares S&P Kensho Cleantech ETF (CTEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIG achieves a 1.64% return, which is significantly lower than CTEX's 39.97% return.


IBIG

1D
-0.09%
1M
-0.37%
YTD
1.64%
6M
1.42%
1Y
5.02%
3Y*
5Y*
10Y*

CTEX

1D
-4.08%
1M
24.08%
YTD
39.97%
6M
41.91%
1Y
154.30%
3Y*
16.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIG vs. CTEX - Yearly Performance Comparison


2026 (YTD)202520242023
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
1.64%7.90%2.60%4.26%
CTEX
ProShares S&P Kensho Cleantech ETF
39.97%67.74%-20.38%4.96%

Correlation

The correlation between IBIG and CTEX is -0.07, 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 (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.07

The correlation between IBIG and CTEX shifts across timeframes, from -0.07 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBIG vs. CTEX — Risk / Return Rank

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

IBIG
IBIG Risk / Return Rank: 6666
Overall Rank
IBIG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBIG Omega Ratio Rank: 5959
Omega Ratio Rank
IBIG Calmar Ratio Rank: 7575
Calmar Ratio Rank
IBIG Martin Ratio Rank: 6969
Martin Ratio Rank

CTEX
CTEX Risk / Return Rank: 8888
Overall Rank
CTEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CTEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CTEX Omega Ratio Rank: 8080
Omega Ratio Rank
CTEX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CTEX Martin Ratio Rank: 8989
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.

IBIG vs. CTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and ProShares S&P Kensho Cleantech ETF (CTEX). 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.


IBIGCTEXDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.36

1.48

-0.13

Calmar ratioReturn relative to maximum drawdown

3.74

7.18

-3.44

Martin ratioReturn relative to average drawdown

12.68

19.95

-7.27

IBIG vs. CTEX - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.93, which is lower than the CTEX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of IBIG and CTEX, 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


IBIGCTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

3.68

-1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.11

+1.32

Drawdowns

IBIG vs. CTEX - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum CTEX drawdown of -70.31%. Use the drawdown chart below to compare losses from any high point for IBIG and CTEX.


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Drawdown Indicators


IBIGCTEXDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-70.31%

+67.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-21.62%

+20.27%

Max Drawdown (3Y)

Largest decline over 3 years

-56.83%

Current Drawdown

Current decline from peak

-0.43%

-4.08%

+3.65%

Average Drawdown

Average peak-to-trough decline

-0.77%

-41.94%

+41.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

7.77%

-7.37%

Volatility

IBIG vs. CTEX - Volatility Comparison

The current volatility for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) is 0.62%, while ProShares S&P Kensho Cleantech ETF (CTEX) has a volatility of 15.79%. This indicates that IBIG experiences smaller price fluctuations and is considered to be less risky than CTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBIGCTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

15.79%

-15.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

29.89%

-28.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

42.32%

-39.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

43.30%

-39.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

43.30%

-39.01%

IBIG vs. CTEX - Expense Ratio Comparison

IBIG has a 0.10% expense ratio, which is lower than CTEX's 0.58% expense ratio.


Dividends

IBIG vs. CTEX - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.89%, more than CTEX's 1.50% yield.


PositionTTM202520242023
CTEX
ProShares S&P Kensho Cleantech ETF
1.50%2.17%0.57%0.12%
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
3.89%4.70%4.15%0.78%

Frequently Asked Questions


IBIG and CTEX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTEX has higher volatility (15.79%) compared to IBIG (0.62%). In terms of maximum drawdown, IBIG dropped -3.21% vs CTEX's -70.31%.

On 1-year performance, CTEX leads with 154.30% vs 5.02% for IBIG. On fees, IBIG is cheaper at 0.10% per year. On volatility, IBIG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CTEX has performed better with a 154.30% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIG is cheaper with a 0.10% expense ratio, compared with 0.58% for CTEX.

IBIG has the higher dividend yield at 3.89%, compared with 1.50% for CTEX.

IBIG is categorized as Inflation-Protected Bonds, while CTEX is Alternative Energy Equities. IBIG tracks ICE 2030 Maturity US Inflation-Linked Treasury Index, while CTEX tracks S&P Kensho Cleantech Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.10% for IBIG and 0.58% for CTEX.

CTEX currently has the higher Sharpe Ratio (3.68 vs 1.93), 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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