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IDUB vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDUB vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Enhanced Yield ETF (IDUB) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDUB achieves a 17.51% return, which is significantly higher than IBIC's 2.39% return.


IDUB

1D
0.05%
1M
3.26%
YTD
17.51%
6M
17.95%
1Y
36.34%
3Y*
18.57%
5Y*
10Y*

IBIC

1D
0.06%
1M
0.08%
YTD
2.39%
6M
2.49%
1Y
4.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUB vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
IDUB
Aptus International Enhanced Yield ETF
17.51%27.53%6.12%3.32%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between IDUB and IBIC is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.02

The correlation between IDUB and IBIC shifts across timeframes, from -0.18 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IDUB vs. IBIC — Risk / Return Rank

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

IDUB
IDUB Risk / Return Rank: 7070
Overall Rank
IDUB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IDUB Sortino Ratio Rank: 7171
Sortino Ratio Rank
IDUB Omega Ratio Rank: 7373
Omega Ratio Rank
IDUB Calmar Ratio Rank: 6666
Calmar Ratio Rank
IDUB Martin Ratio Rank: 6969
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
Martin Ratio Rank
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.

IDUB vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


IDUBIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-5.82

Omega ratioGain probability vs. loss probability

1.41

2.21

-0.80

Calmar ratioReturn relative to maximum drawdown

3.19

16.41

-13.23

Martin ratioReturn relative to average drawdown

12.50

58.11

-45.61

IDUB vs. IBIC - Sharpe Ratio Comparison

The current IDUB Sharpe Ratio is 2.25, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of IDUB and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDUB vs. IBIC - Drawdown Comparison

The maximum IDUB drawdown since its inception was -29.20%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for IDUB and IBIC.


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Drawdown Indicators


IDUBIBICDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-0.90%

-28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-0.27%

-11.19%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-11.07%

-0.10%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

0.08%

+2.83%

Volatility

IDUB vs. IBIC - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) has a higher volatility of 5.89% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that IDUB's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDUBIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

0.16%

+5.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

0.67%

+13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

0.89%

+15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

1.57%

+13.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

1.57%

+13.19%

IDUB vs. IBIC - Expense Ratio Comparison

IDUB has a 0.45% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

IDUB vs. IBIC - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 4.92%, more than IBIC's 3.59% yield.


PositionTTM20252024202320222021
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%
IDUB
Aptus International Enhanced Yield ETF
4.92%4.90%5.64%3.71%2.62%1.38%

Frequently Asked Questions


IDUB and IBIC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDUB has higher volatility (5.89%) compared to IBIC (0.16%). In terms of maximum drawdown, IDUB dropped -29.20% vs IBIC's -0.90%.

On 1-year performance, IDUB leads with 36.34% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IDUB has performed better with a 36.34% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.45% for IDUB.

IDUB has the higher dividend yield at 4.92%, compared with 3.59% for IBIC.

IDUB is categorized as Long-Short, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Aptus and iShares. Their fees differ too: 0.45% for IDUB and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IDUB and IBIC

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