IBMQ vs. UXRP
IBMQ (iShares iBonds Dec 2028 Term Muni Bond ETF) and UXRP (ProShares Ultra XRP ETF) are both exchange-traded funds - IBMQ is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index, while UXRP is a Leveraged Cryptocurrency fund tracking the Bloomberg XRP Index. Both are passively managed. At a 0.03 correlation, their price movements are largely independent. IBMQ charges 0.18%/yr vs 1.67%/yr for UXRP.
Performance
IBMQ vs. UXRP - Performance Comparison
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Returns By Period
In the year-to-date period, IBMQ achieves a 0.69% return, which is significantly higher than UXRP's -69.48% return.
IBMQ
- 1D
- -0.08%
- 1M
- 0.16%
- YTD
- 0.69%
- 6M
- 1.27%
- 1Y
- 3.49%
- 3Y*
- 2.96%
- 5Y*
- 0.48%
- 10Y*
- —
UXRP
- 1D
- -2.95%
- 1M
- -29.00%
- YTD
- -69.48%
- 6M
- -79.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBMQ vs. UXRP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBMQ iShares iBonds Dec 2028 Term Muni Bond ETF | 0.69% | 1.72% |
UXRP ProShares Ultra XRP ETF | -69.48% | -76.25% |
Correlation
The correlation between IBMQ and UXRP is 0.03, 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 Jul 16, 2025 | 0.03 |
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Return for Risk
IBMQ vs. UXRP — Risk / Return Rank
IBMQ
UXRP
IBMQ vs. UXRP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and ProShares Ultra XRP ETF (UXRP). 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.
| IBMQ | UXRP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.61 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | — | — |
| Martin ratioReturn relative to average drawdown | 8.20 | — | — |
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
| IBMQ | UXRP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.91 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | -0.64 | +1.00 |
Drawdowns
IBMQ vs. UXRP - Drawdown Comparison
The maximum IBMQ drawdown since its inception was -15.85%, smaller than the maximum UXRP drawdown of -95.16%. Use the drawdown chart below to compare losses from any high point for IBMQ and UXRP.
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Drawdown Indicators
| IBMQ | UXRP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.85% | -95.16% | +79.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.51% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -95.16% | +94.83% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -71.50% | +68.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | — | — |
Volatility
IBMQ vs. UXRP - Volatility Comparison
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Volatility by Period
| IBMQ | UXRP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 148.11% | -146.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.96% | 148.11% | -145.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.55% | 148.11% | -142.56% |
IBMQ vs. UXRP - Expense Ratio Comparison
IBMQ has a 0.18% expense ratio, which is lower than UXRP's 1.67% expense ratio.
Dividends
IBMQ vs. UXRP - Dividend Comparison
IBMQ's dividend yield for the trailing twelve months is around 2.45%, more than UXRP's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBMQ iShares iBonds Dec 2028 Term Muni Bond ETF | 2.45% | 2.43% | 2.33% | 1.93% | 1.25% | 1.05% | 1.24% | 1.03% |
UXRP ProShares Ultra XRP ETF | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBMQ and UXRP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBMQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBMQ is cheaper with a 0.18% expense ratio, compared with 1.67% for UXRP.
IBMQ has the higher dividend yield at 2.45%, compared with 0.01% for UXRP.
IBMQ is categorized as Municipal Bonds, while UXRP is Leveraged Cryptocurrency. IBMQ tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index, while UXRP tracks Bloomberg XRP Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.18% for IBMQ and 1.67% for UXRP.
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