LOGO vs. IBIC
LOGO (Alpha Brands Consumption Leaders ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - LOGO is a Mid Cap Blend Equities fund actively managed by Alpha Brands, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. LOGO is actively managed, while IBIC is passively managed. Over the past year, LOGO returned -1.07% vs 4.40% for IBIC. At a correlation of -0.18, they often move in opposite directions. LOGO charges 0.69%/yr vs 0.10%/yr for IBIC.
Performance
LOGO vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, LOGO achieves a -4.41% return, which is significantly lower than IBIC's 2.33% return.
LOGO
- 1D
- 0.00%
- 1M
- -3.87%
- YTD
- -4.41%
- 6M
- -5.79%
- 1Y
- -1.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- -0.10%
- 1M
- 0.02%
- YTD
- 2.33%
- 6M
- 2.35%
- 1Y
- 4.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LOGO vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOGO Alpha Brands Consumption Leaders ETF | -4.41% | 4.84% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.33% | 2.10% |
Correlation
The correlation between LOGO and IBIC is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since May 28, 2025 | -0.18 |
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Return for Risk
LOGO vs. IBIC — Risk / Return Rank
LOGO
IBIC
LOGO vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) 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.
| LOGO | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.02 | ||
| Sortino ratioReturn per unit of downside risk | -8.85 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 2.21 | -1.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 16.49 | -16.54 |
| Martin ratioReturn relative to average drawdown | -0.14 | 57.80 | -57.94 |
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Drawdowns
LOGO vs. IBIC - Drawdown Comparison
The maximum LOGO drawdown since its inception was -18.34%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for LOGO and IBIC.
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Drawdown Indicators
| LOGO | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.34% | -0.90% | -17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -0.27% | -18.07% |
Current DrawdownCurrent decline from peak | -10.90% | -0.17% | -10.73% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -0.10% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 0.08% | +7.56% |
Volatility
LOGO vs. IBIC - Volatility Comparison
Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 8.75% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.19%. This indicates that LOGO'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
| LOGO | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 0.19% | +8.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 0.67% | +12.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 0.90% | +15.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 1.56% | +14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 1.56% | +14.19% |
LOGO vs. IBIC - Expense Ratio Comparison
LOGO has a 0.69% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
LOGO vs. IBIC - Dividend Comparison
LOGO has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
LOGO Alpha Brands Consumption Leaders ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOGO and IBIC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOGO has higher volatility (8.75%) compared to IBIC (0.19%). In terms of maximum drawdown, LOGO dropped -18.34% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.40% vs -1.07% for LOGO. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.40% return vs -1.07%. 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 0.69% for LOGO.
IBIC has the higher dividend yield at 3.59%, compared with 0.00% for LOGO.
LOGO is categorized as Mid Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Alpha Brands and iShares. Their fees differ too: 0.69% for LOGO and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.95 vs -0.07), 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.
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