IXP vs. BIBL

Last updated Jun 25, 2026

IXP (iShares Global Comm Services ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds - IXP tracks the S&P Global 1200 Communication Services 4.5/22.5/45 Capped while BIBL tracks the Inspire 100 Index. Both are passively managed. Over the past 5 years, IXP returned 7.31%/yr vs 10.29%/yr for BIBL. A 0.69 correlation means they provide meaningful diversification when combined. IXP charges 0.43%/yr vs 0.35%/yr for BIBL.

Performance

IXP vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Comm Services ETF (IXP) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IXP achieves a -5.93% return, which is significantly lower than BIBL's 24.90% return.

IXP

• 1D: -0.59%
• 1M: -7.48%
• YTD: -5.93%
• 6M: -6.00%
• 1Y: 7.48%
• 3Y*: 21.04%
• 5Y*: 7.31%
• 10Y*: 8.85%

BIBL

• 1D: 0.27%
• 1M: 4.70%
• YTD: 24.90%
• 6M: 23.10%
• 1Y: 38.99%
• 3Y*: 22.52%
• 5Y*: 10.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXP vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXP iShares Global Comm Services ETF	-5.93%	29.27%	31.33%	38.80%	-33.40%	12.77%	22.16%	25.23%	-13.67%	4.59%
BIBL Inspire 100 ETF	24.90%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%

Correlation

The correlation between IXP and BIBL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.69

Over the past year, the correlation between IXP and BIBL has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

IXP vs. BIBL - Sectors Allocation Comparison

Sectors	IXP	BIBL
Communication Services	99.3%	-
Technology	2.0%	31.9%
Real Estate	0.5%	13.7%
Consumer Cyclical	0.2%	0.3%
Basic Materials	-	4.3%
Consumer Defensive	-	0.4%
Energy	-	6.0%
Financial Services	-	8.5%
Healthcare	-	4.1%
Industrials	-	27.2%
Utilities	-	3.3%

Return for Risk

IXP vs. BIBL — Risk / Return Rank

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

IXP

IXP Risk / Return Rank: 17
IXP Sharpe Ratio Rank: 17
IXP Sortino Ratio Rank: 17
IXP Omega Ratio Rank: 16
IXP Calmar Ratio Rank: 16
IXP Martin Ratio Rank: 19

BIBL

BIBL Risk / Return Rank: 84
BIBL Sharpe Ratio Rank: 83
BIBL Sortino Ratio Rank: 80
BIBL Omega Ratio Rank: 78
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 90

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.

IXP vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) 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.

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.

	IXP	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	0.50	2.39	-1.88
Sortino ratio: Return per unit of downside risk	0.85	3.17	-2.32
Omega ratio: Gain probability vs. loss probability	1.10	1.41	-0.31
Calmar ratio: Return relative to maximum drawdown	0.61	4.38	-3.77
Martin ratio: Return relative to average drawdown	1.94	18.61	-16.67

IXP vs. BIBL - Sharpe Ratio Comparison

The current IXP Sharpe Ratio is 0.50, which is lower than the BIBL Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IXP 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.

Drawdowns

IXP vs. BIBL - Drawdown Comparison

The maximum IXP drawdown since its inception was -50.11%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IXP and BIBL.

Drawdown Indicators

	IXP	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-50.11%	-36.12%	-13.99%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-8.94%	-3.32%
Max Drawdown (3Y) Largest decline over 3 years	-17.54%	-20.60%	+3.06%
Max Drawdown (5Y) Largest decline over 5 years	-44.30%	-30.85%	-13.45%
Max Drawdown (10Y) Largest decline over 10 years	-44.30%	—	—
Current Drawdown Current decline from peak	-9.86%	-1.92%	-7.94%
Average Drawdown Average peak-to-trough decline	-11.90%	-7.00%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	2.10%	+1.76%

Volatility

IXP vs. BIBL - Volatility Comparison

The current volatility for iShares Global Comm Services ETF (IXP) is 4.80%, while Inspire 100 ETF (BIBL) has a volatility of 6.81%. This indicates that IXP experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IXP	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	6.81%	-2.01%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	13.65%	-2.44%
Volatility (1Y) Calculated over the trailing 1-year period	15.00%	16.44%	-1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.09%	19.76%	-0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.50%	21.11%	-2.61%

IXP vs. BIBL - Expense Ratio Comparison

IXP has a 0.43% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

IXP vs. BIBL - Dividend Comparison

IXP's dividend yield for the trailing twelve months is around 3.47%, more than BIBL's 0.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIBL Inspire 100 ETF	0.94%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%	0.00%	0.00%
IXP iShares Global Comm Services ETF	3.47%	2.98%	1.35%	1.24%	0.62%	1.80%	0.95%	2.18%	4.32%	3.41%	4.02%	3.89%

Frequently Asked Questions

Can I hold both IXP and BIBL in my portfolio?

IXP and BIBL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IXP or BIBL?

BIBL has higher volatility (6.81%) compared to IXP (4.80%). In terms of maximum drawdown, IXP dropped -50.11% vs BIBL's -36.12%.

Which ETF is better, IXP or BIBL?

On 5-year performance, BIBL leads with 10.29% vs 7.31% for IXP. On fees, BIBL is cheaper at 0.35% per year. On volatility, IXP has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IXP or BIBL?

Over the 5-year period, BIBL has performed better with a 10.29% return vs 7.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IXP or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.43% for IXP.

Which ETF pays a higher dividend yield, IXP or BIBL?

IXP has the higher dividend yield at 3.47%, compared with 0.94% for BIBL.

What is the main difference between IXP and BIBL?

IXP tracks S&P Global 1200 Communication Services 4.5/22.5/45 Capped, while BIBL tracks Inspire 100 Index. They also come from different issuers: iShares and Inspire. Their fees differ too: 0.43% for IXP and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.39 vs 0.50), 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.