LFEQ vs. BIBL

Last updated Jun 24, 2026

LFEQ (VanEck Long/Flat Trend ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds - LFEQ tracks the Ned Davis Research CMG US Large Cap Long/Flat Index - USD while BIBL tracks the Inspire 100 Index. Both are passively managed. Over the past 5 years, LFEQ returned 9.18%/yr vs 10.30%/yr for BIBL. Their correlation of 0.84 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.35%/yr for BIBL.

Performance

LFEQ vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) 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, LFEQ achieves a 7.96% return, which is significantly lower than BIBL's 24.57% return.

LFEQ

• 1D: -1.29%
• 1M: -1.28%
• YTD: 7.96%
• 6M: 7.08%
• 1Y: 22.91%
• 3Y*: 16.77%
• 5Y*: 9.18%
• 10Y*: —

BIBL

• 1D: -2.18%
• 1M: 4.42%
• YTD: 24.57%
• 6M: 23.10%
• 1Y: 40.13%
• 3Y*: 22.41%
• 5Y*: 10.30%
• 10Y*: —

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

LFEQ vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFEQ VanEck Long/Flat Trend ETF	7.96%	10.49%	24.30%	19.66%	-22.05%	27.97%	17.56%	24.07%	-5.55%	4.32%
BIBL Inspire 100 ETF	24.57%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%

Correlation

The correlation between LFEQ and BIBL is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.84

The correlation between LFEQ and BIBL has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

LFEQ vs. BIBL - Sectors Allocation Comparison

Sectors	LFEQ	BIBL
Technology	35.7%	31.9%
Financial Services	11.6%	8.5%
Communication Services	11.3%	-
Consumer Cyclical	10.2%	0.3%
Healthcare	8.5%	4.1%
Industrials	8.3%	27.2%
Consumer Defensive	4.9%	0.4%
Energy	3.5%	6.0%
Utilities	2.4%	3.3%
Real Estate	1.9%	13.7%
Basic Materials	1.8%	4.3%

Return for Risk

LFEQ vs. BIBL — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 60
LFEQ Sharpe Ratio Rank: 60
LFEQ Sortino Ratio Rank: 58
LFEQ Omega Ratio Rank: 58
LFEQ Calmar Ratio Rank: 56
LFEQ Martin Ratio Rank: 67

BIBL

BIBL Risk / Return Rank: 82
BIBL Sharpe Ratio Rank: 81
BIBL Sortino Ratio Rank: 78
BIBL Omega Ratio Rank: 76
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 89

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.

LFEQ vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

	LFEQ	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.45	-0.61
Sortino ratio: Return per unit of downside risk	2.53	3.25	-0.71
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.56	4.51	-1.95
Martin ratio: Return relative to average drawdown	11.38	19.18	-7.80

LFEQ vs. BIBL - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 1.84, which is comparable to the BIBL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of LFEQ 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

LFEQ vs. BIBL - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, roughly equal to the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for LFEQ and BIBL.

Drawdown Indicators

	LFEQ	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-36.12%	+0.93%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-8.94%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-20.60%	+1.63%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-30.85%	+5.30%
Current Drawdown Current decline from peak	-3.00%	-2.18%	-0.82%
Average Drawdown Average peak-to-trough decline	-6.13%	-7.00%	+0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.10%	-0.08%

Volatility

LFEQ vs. BIBL - Volatility Comparison

The current volatility for VanEck Long/Flat Trend ETF (LFEQ) is 4.60%, while Inspire 100 ETF (BIBL) has a volatility of 6.91%. This indicates that LFEQ 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

	LFEQ	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	6.91%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	13.67%	-3.79%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	16.47%	-3.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	19.76%	-5.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	21.11%	-3.52%

LFEQ vs. BIBL - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

LFEQ vs. BIBL - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.84%, less than BIBL's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	0.95%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%
LFEQ VanEck Long/Flat Trend ETF	0.84%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%

Frequently Asked Questions

Can I hold both LFEQ and BIBL in my portfolio?

LFEQ and BIBL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFEQ or BIBL?

BIBL has higher volatility (6.91%) compared to LFEQ (4.60%). In terms of maximum drawdown, LFEQ dropped -35.19% vs BIBL's -36.12%.

Which ETF is better, LFEQ or BIBL?

On 5-year performance, BIBL leads with 10.30% vs 9.18% for LFEQ. On fees, BIBL is cheaper at 0.35% per year. On volatility, LFEQ has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or BIBL?

Over the 5-year period, BIBL has performed better with a 10.30% return vs 9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.58% for LFEQ.

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

BIBL has the higher dividend yield at 0.95%, compared with 0.84% for LFEQ.

What is the main difference between LFEQ and BIBL?

LFEQ tracks Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while BIBL tracks Inspire 100 Index. They also come from different issuers: VanEck and Inspire. Their fees differ too: 0.58% for LFEQ and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.45 vs 1.84), 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.