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IQDG vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDG vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) 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, IQDG achieves a 4.03% return, which is significantly higher than IBIC's 2.43% return.


IQDG

1D
-1.67%
1M
1.36%
YTD
4.03%
6M
4.06%
1Y
13.67%
3Y*
10.50%
5Y*
4.05%
10Y*
8.47%

IBIC

1D
0.04%
1M
0.12%
YTD
2.43%
6M
2.57%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
IQDG
WisdomTree International Quality Dividend Growth Fund
4.03%24.19%-3.38%9.24%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.43%4.96%5.25%2.17%

Correlation

The correlation between IQDG and IBIC is -0.23, 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

-0.23

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

-0.01

Over the past year, the inverse relationship between IQDG and IBIC has strengthened: their correlation has moved from -0.01 to -0.23, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IQDG vs. IBIC — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 2525
Overall Rank
IQDG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2323
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2727
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.

IQDG vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.


IQDGIBICDifference
Sharpe ratioReturn per unit of total volatility

-4.16

Sortino ratioReturn per unit of downside risk

-7.70

Omega ratioGain probability vs. loss probability

1.15

2.22

-1.07

Calmar ratioReturn relative to maximum drawdown

1.11

16.56

-15.45

Martin ratioReturn relative to average drawdown

3.58

58.67

-55.09

IQDG vs. IBIC - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.83, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of IQDG 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

IQDG vs. IBIC - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for IQDG and IBIC.


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Drawdown Indicators


IQDGIBICDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-0.90%

-34.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-0.27%

-12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-2.90%

-0.08%

-2.82%

Average Drawdown

Average peak-to-trough decline

-7.49%

-0.10%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

0.08%

+3.75%

Volatility

IQDG vs. IBIC - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 5.37% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that IQDG'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


IQDGIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

0.17%

+5.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

0.67%

+13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

0.89%

+15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.90%

1.56%

+16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

1.56%

+15.81%

IQDG vs. IBIC - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

IQDG vs. IBIC - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.13%, less than IBIC's 3.58% yield.


PositionTTM2025202420232022202120202019201820172016
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.58%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.13%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Frequently Asked Questions


IQDG and IBIC have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQDG has higher volatility (5.37%) compared to IBIC (0.17%). In terms of maximum drawdown, IQDG dropped -34.97% vs IBIC's -0.90%.

On 1-year performance, IQDG leads with 13.67% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IQDG has performed better with a 13.67% return vs 4.42%. 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 0.42% for IQDG.

IBIC has the higher dividend yield at 3.58%, compared with 2.13% for IQDG.

IQDG is categorized as Foreign Large Cap Equities, while IBIC is Inflation-Protected Bonds. IQDG tracks WisdomTree International Quality Dividend Growth Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.42% for IQDG and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs 0.83), 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 IQDG and IBIC

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