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JIRE vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIRE vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Research Enhanced Equity ETF (JIRE) 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, JIRE achieves a 10.55% return, which is significantly higher than IBIC's 2.39% return.


JIRE

1D
0.10%
1M
2.55%
YTD
10.55%
6M
10.91%
1Y
24.80%
3Y*
17.27%
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)

JIRE vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
JIRE
JPMorgan International Research Enhanced Equity ETF
10.55%31.83%3.15%6.25%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between JIRE and IBIC is -0.20, 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

-0.20

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

0.02

The correlation between JIRE and IBIC shifts across timeframes, from -0.20 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JIRE vs. IBIC — Risk / Return Rank

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

JIRE
JIRE Risk / Return Rank: 4545
Overall Rank
JIRE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JIRE Sortino Ratio Rank: 4646
Sortino Ratio Rank
JIRE Omega Ratio Rank: 4545
Omega Ratio Rank
JIRE Calmar Ratio Rank: 4444
Calmar Ratio Rank
JIRE Martin Ratio Rank: 4747
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.

JIRE vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) 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.


JIREIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.38

Sortino ratioReturn per unit of downside risk

-6.67

Omega ratioGain probability vs. loss probability

1.28

2.21

-0.93

Calmar ratioReturn relative to maximum drawdown

2.12

16.41

-14.30

Martin ratioReturn relative to average drawdown

7.64

58.11

-50.47

JIRE vs. IBIC - Sharpe Ratio Comparison

The current JIRE Sharpe Ratio is 1.56, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of JIRE 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

JIRE vs. IBIC - Drawdown Comparison

The maximum JIRE drawdown since its inception was -16.11%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for JIRE and IBIC.


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Drawdown Indicators


JIREIBICDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-0.90%

-15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-0.27%

-11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-3.02%

-0.10%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

0.08%

+3.18%

Volatility

JIRE vs. IBIC - Volatility Comparison

JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 4.80% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that JIRE'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


JIREIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

0.16%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

0.67%

+12.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

0.89%

+15.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

1.57%

+14.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

1.57%

+14.76%

JIRE vs. IBIC - Expense Ratio Comparison

JIRE has a 0.24% expense ratio, which is higher than IBIC's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JIRE vs. IBIC - Dividend Comparison

JIRE's dividend yield for the trailing twelve months is around 2.71%, less than IBIC's 3.59% yield.


PositionTTM2025202420232022
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%
JIRE
JPMorgan International Research Enhanced Equity ETF
2.71%2.99%3.03%2.74%2.62%

Frequently Asked Questions


JIRE and IBIC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JIRE has higher volatility (4.80%) compared to IBIC (0.16%). In terms of maximum drawdown, JIRE dropped -16.11% vs IBIC's -0.90%.

On 1-year performance, JIRE leads with 24.80% 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, JIRE has performed better with a 24.80% 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 0.24% for JIRE.

IBIC has the higher dividend yield at 3.59%, compared with 2.71% for JIRE.

JIRE is categorized as Foreign Large Cap Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.24% for JIRE and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 1.56), 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 JIRE and IBIC

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