ICPY vs. IPOS
ICPY (Tweedy, Browne International Insider + Value ETF) and IPOS (Renaissance International IPO ETF) are both Foreign Large Cap Equities funds. ICPY is actively managed, while IPOS is passively managed. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.80% expense ratio.
Performance
ICPY vs. IPOS - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 12.60% return, which is significantly lower than IPOS's 48.17% return.
ICPY
- 1D
- -0.08%
- 1M
- -1.61%
- YTD
- 12.60%
- 6M
- 13.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPOS
- 1D
- -1.78%
- 1M
- 13.34%
- YTD
- 48.17%
- 6M
- 43.98%
- 1Y
- 72.81%
- 3Y*
- 19.12%
- 5Y*
- -6.79%
- 10Y*
- 4.08%
ICPY vs. IPOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 12.60% | 13.79% |
IPOS Renaissance International IPO ETF | 48.17% | 0.99% |
Correlation
The correlation between ICPY and IPOS is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.45 |
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Return for Risk
ICPY vs. IPOS — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IPOS
ICPY vs. IPOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and Renaissance International IPO ETF (IPOS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICPY | IPOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.26 | — |
| Martin ratioReturn relative to average drawdown | — | 12.72 | — |
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Drawdowns
ICPY vs. IPOS - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for ICPY and IPOS.
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Drawdown Indicators
| ICPY | IPOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -73.09% | +64.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.09% | — |
Current DrawdownCurrent decline from peak | -2.71% | -37.04% | +34.33% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -32.02% | +30.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.74% | — |
Volatility
ICPY vs. IPOS - Volatility Comparison
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Volatility by Period
| ICPY | IPOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 32.56% | -17.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 27.96% | -12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 24.41% | -9.32% |
ICPY vs. IPOS - Expense Ratio Comparison
Both ICPY and IPOS have an expense ratio of 0.80%.
Dividends
ICPY vs. IPOS - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 4.05%, more than IPOS's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 4.05% | 4.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IPOS Renaissance International IPO ETF | 0.32% | 1.04% | 0.93% | 0.33% | 0.00% | 0.00% | 0.25% | 0.89% | 1.12% | 0.87% | 1.73% | 1.08% |
Frequently Asked Questions
ICPY and IPOS have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.80% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ICPY and IPOS have the same expense ratio: 0.80% per year.
ICPY has the higher dividend yield at 4.05%, compared with 0.32% for IPOS.
They also come from different issuers: Tweedy, Browne and Renaissance Capital.
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