IBIG vs. LLII
IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - IBIG is a Inflation-Protected Bonds fund tracking the ICE 2030 Maturity US Inflation-Linked Treasury Index, while LLII is a Derivative Income fund actively managed by REX. IBIG is passively managed, while LLII is actively managed. At a 0.06 correlation, their price movements are largely independent. IBIG charges 0.10%/yr vs 0.99%/yr for LLII.
Performance
IBIG vs. LLII - 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 LLII's -4.28% return.
IBIG
- 1D
- -0.09%
- 1M
- -0.37%
- YTD
- 1.64%
- 6M
- 1.42%
- 1Y
- 5.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLII
- 1D
- 1.47%
- 1M
- 9.79%
- YTD
- -4.28%
- 6M
- 0.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIG vs. LLII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 1.64% | 0.00% |
LLII REX LLY Growth & Income ETF | -4.28% | 19.03% |
Correlation
The correlation between IBIG and LLII is 0.06, 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 5, 2025 | 0.06 |
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Return for Risk
IBIG vs. LLII — Risk / Return Rank
IBIG
LLII
IBIG vs. LLII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and REX LLY Growth & Income ETF (LLII). 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 | LLII | 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 | LLII | 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 | 0.71 | +0.73 |
Drawdowns
IBIG vs. LLII - Drawdown Comparison
The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for IBIG and LLII.
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Drawdown Indicators
| IBIG | LLII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.21% | -23.96% | +20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -6.88% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -9.28% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | — | — |
Volatility
IBIG vs. LLII - Volatility Comparison
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Volatility by Period
| IBIG | LLII | 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% | 36.42% | -33.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.29% | 36.42% | -32.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.29% | 36.42% | -32.13% |
IBIG vs. LLII - Expense Ratio Comparison
IBIG has a 0.10% expense ratio, which is lower than LLII's 0.99% expense ratio.
Dividends
IBIG vs. LLII - Dividend Comparison
IBIG's dividend yield for the trailing twelve months is around 3.89%, less than LLII's 25.95% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 3.89% | 4.70% | 4.15% | 0.78% |
LLII REX LLY Growth & Income ETF | 25.95% | 5.13% | 0.00% | 0.00% |
Frequently Asked Questions
IBIG and LLII have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBIG is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBIG is cheaper with a 0.10% expense ratio, compared with 0.99% for LLII.
LLII has the higher dividend yield at 25.95%, compared with 3.89% for IBIG.
IBIG is categorized as Inflation-Protected Bonds, while LLII is Derivative Income. They also come from different issuers: iShares and REX. Their fees differ too: 0.10% for IBIG and 0.99% for LLII.
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