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IBMP vs. SLJY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMP vs. SLJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Amplify SILJ Covered Call ETF (SLJY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMP achieves a 0.93% return, which is significantly lower than SLJY's 8.47% return.


IBMP

1D
0.04%
1M
0.21%
YTD
0.93%
6M
1.30%
1Y
3.02%
3Y*
2.93%
5Y*
0.60%
10Y*

SLJY

1D
0.70%
1M
4.73%
YTD
8.47%
6M
17.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMP vs. SLJY - Yearly Performance Comparison


Correlation

The correlation between IBMP and SLJY 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 Aug 20, 2025

-0.00

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Return for Risk

IBMP vs. SLJY — Risk / Return Rank

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

IBMP
IBMP Risk / Return Rank: 8787
Overall Rank
IBMP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBMP Omega Ratio Rank: 9292
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBMP Martin Ratio Rank: 7575
Martin Ratio Rank

SLJY
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.

IBMP vs. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Amplify SILJ Covered Call ETF (SLJY). 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.


IBMPSLJYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.60

Calmar ratioReturn relative to maximum drawdown

5.10

Martin ratioReturn relative to average drawdown

14.14

IBMP vs. SLJY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBMPSLJYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.52

-1.14

Drawdowns

IBMP vs. SLJY - Drawdown Comparison

The maximum IBMP drawdown since its inception was -15.24%, smaller than the maximum SLJY drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for IBMP and SLJY.


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Drawdown Indicators


IBMPSLJYDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-30.60%

+15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

0.00%

-21.10%

+21.10%

Average Drawdown

Average peak-to-trough decline

-2.72%

-9.66%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

Volatility

IBMP vs. SLJY - Volatility Comparison


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Volatility by Period


IBMPSLJYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

49.47%

-48.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

49.47%

-46.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

49.47%

-44.47%

IBMP vs. SLJY - Expense Ratio Comparison

IBMP has a 0.18% expense ratio, which is lower than SLJY's 0.75% expense ratio.


Dividends

IBMP vs. SLJY - Dividend Comparison

IBMP's dividend yield for the trailing twelve months is around 2.50%, less than SLJY's 16.60% yield.


PositionTTM2025202420232022202120202019
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
2.50%2.47%2.35%2.05%1.26%0.86%1.16%1.06%
SLJY
Amplify SILJ Covered Call ETF
16.60%6.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMP and SLJY 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, IBMP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBMP is cheaper with a 0.18% expense ratio, compared with 0.75% for SLJY.

SLJY has the higher dividend yield at 16.60%, compared with 2.50% for IBMP.

IBMP is categorized as Municipal Bonds, while SLJY is Derivative Income. They also come from different issuers: iShares and Amplify. Their fees differ too: 0.18% for IBMP and 0.75% for SLJY.

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