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IWLG vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWLG vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI Winslow Large Cap Growth ETF (IWLG) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWLG achieves a -3.87% return, which is significantly lower than BIBL's 13.87% return.


IWLG

1D
1.84%
1M
5.77%
YTD
-3.87%
6M
-2.71%
1Y
24.45%
3Y*
23.06%
5Y*
10Y*

BIBL

1D
0.65%
1M
8.48%
YTD
13.87%
6M
16.22%
1Y
42.50%
3Y*
19.44%
5Y*
9.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWLG vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025202420232022
IWLG
NYLI Winslow Large Cap Growth ETF
-3.87%14.73%31.47%43.25%-0.01%
BIBL
Inspire 100 ETF
13.87%17.27%12.49%17.87%2.69%

Correlation

The correlation between IWLG and BIBL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.78

The correlation between IWLG and BIBL has been stable across timeframes, ranging from 0.68 to 0.78 — a consistent structural relationship.

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Return for Risk

IWLG vs. BIBL — Risk / Return Rank

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

IWLG
IWLG Risk / Return Rank: 2525
Overall Rank
IWLG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IWLG Sortino Ratio Rank: 2828
Sortino Ratio Rank
IWLG Omega Ratio Rank: 2828
Omega Ratio Rank
IWLG Calmar Ratio Rank: 2020
Calmar Ratio Rank
IWLG Martin Ratio Rank: 2121
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7979
Overall Rank
BIBL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7272
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8585
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8989
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.

IWLG vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Large Cap Growth ETF (IWLG) and Inspire 100 ETF (BIBL). 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.


IWLGBIBLDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.69

-1.29

Sortino ratio

Return per unit of downside risk

2.00

3.60

-1.60

Omega ratio

Gain probability vs. loss probability

1.26

1.48

-0.22

Calmar ratio

Return relative to maximum drawdown

1.38

5.17

-3.79

Martin ratio

Return relative to average drawdown

4.34

22.17

-17.82

IWLG vs. BIBL - Sharpe Ratio Comparison

The current IWLG Sharpe Ratio is 1.40, which is lower than the BIBL Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of IWLG and BIBL, 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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Sharpe Ratios by Period


IWLGBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.69

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.58

+0.43

Drawdowns

IWLG vs. BIBL - Drawdown Comparison

The maximum IWLG drawdown since its inception was -23.19%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IWLG and BIBL.


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Drawdown Indicators


IWLGBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-23.19%

-36.12%

+12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-19.45%

-8.94%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-8.69%

0.00%

-8.69%

Average Drawdown

Average peak-to-trough decline

-4.61%

-7.14%

+2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

2.09%

+4.11%

Volatility

IWLG vs. BIBL - Volatility Comparison

NYLI Winslow Large Cap Growth ETF (IWLG) has a higher volatility of 7.44% compared to Inspire 100 ETF (BIBL) at 6.64%. This indicates that IWLG's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWLGBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

6.64%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

12.40%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

15.95%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

19.52%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.13%

21.16%

-0.03%

IWLG vs. BIBL - Expense Ratio Comparison

IWLG has a 0.50% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

IWLG vs. BIBL - Dividend Comparison

IWLG has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 1.04%.


TTM202520242023202220212020201920182017
IWLG
NYLI Winslow Large Cap Growth ETF
0.00%0.00%1.34%0.01%0.05%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF
1.04%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%