IBIG vs. GSUI
IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and GSUI (Grayscale Sui Staking ETF) are both exchange-traded funds - IBIG is a Inflation-Protected Bonds fund tracking the ICE 2030 Maturity US Inflation-Linked Treasury Index, while GSUI is a Cryptocurrency fund tracking the CoinDesk SUI Reference Rate. Both are passively managed. At a correlation of -0.00, they often move in opposite directions. IBIG charges 0.10%/yr vs 0.00%/yr for GSUI.
Performance
IBIG vs. GSUI - Performance Comparison
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Returns By Period
In the year-to-date period, IBIG achieves a 1.64% return, which is significantly higher than GSUI's -39.93% return.
IBIG
- 1D
- -0.09%
- 1M
- -0.37%
- YTD
- 1.64%
- 6M
- 1.42%
- 1Y
- 5.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSUI
- 1D
- -1.09%
- 1M
- -12.82%
- YTD
- -39.93%
- 6M
- -46.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIG vs. GSUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 1.64% | -0.17% |
GSUI Grayscale Sui Staking ETF | -39.93% | -34.63% |
Correlation
The correlation between IBIG and GSUI is -0.00, 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 Nov 25, 2025 | -0.00 |
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Return for Risk
IBIG vs. GSUI — Risk / Return Rank
IBIG
GSUI
IBIG vs. GSUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and Grayscale Sui Staking ETF (GSUI). 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.
| IBIG | GSUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | — | — |
| Martin ratioReturn relative to average drawdown | 12.68 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBIG | GSUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | -0.78 | +2.21 |
Drawdowns
IBIG vs. GSUI - Drawdown Comparison
The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum GSUI drawdown of -60.73%. Use the drawdown chart below to compare losses from any high point for IBIG and GSUI.
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Drawdown Indicators
| IBIG | GSUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.21% | -60.73% | +57.52% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -60.73% | +60.30% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -43.81% | +43.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | — | — |
Volatility
IBIG vs. GSUI - Volatility Comparison
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Volatility by Period
| IBIG | GSUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.70% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.62% | 107.79% | -105.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.29% | 107.79% | -103.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.29% | 107.79% | -103.50% |
IBIG vs. GSUI - Expense Ratio Comparison
IBIG has a 0.10% expense ratio, which is higher than GSUI's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IBIG vs. GSUI - Dividend Comparison
IBIG's dividend yield for the trailing twelve months is around 3.89%, while GSUI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GSUI Grayscale Sui Staking ETF | 0.00% | 0.00% | 0.00% | 0.00% |
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 3.89% | 4.70% | 4.15% | 0.78% |
Frequently Asked Questions
IBIG and GSUI have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSUI is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSUI is cheaper with a 0.00% expense ratio, compared with 0.10% for IBIG.
IBIG has the higher dividend yield at 3.89%, compared with 0.00% for GSUI.
IBIG is categorized as Inflation-Protected Bonds, while GSUI is Cryptocurrency. IBIG tracks ICE 2030 Maturity US Inflation-Linked Treasury Index, while GSUI tracks CoinDesk SUI Reference Rate. They also come from different issuers: iShares and Grayscale. Their fees differ too: 0.10% for IBIG and 0.00% for GSUI.
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