LOPP vs. IBIC

Last updated Jun 4, 2026

LOPP (Gabelli Love Our Planet & People ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - LOPP is a Mid Cap Blend Equities fund actively managed by Gabelli, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. LOPP is actively managed, while IBIC is passively managed. Over the past year, LOPP returned 33.50% vs 4.54% for IBIC. At a correlation of -0.04, they often move in opposite directions. LOPP charges 0.00%/yr vs 0.10%/yr for IBIC.

Performance

LOPP vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOPP achieves a 15.77% return, which is significantly higher than IBIC's 2.37% return.

LOPP

• 1D: -0.10%
• 1M: 3.39%
• YTD: 15.77%
• 6M: 17.00%
• 1Y: 33.50%
• 3Y*: 16.93%
• 5Y*: 7.80%
• 10Y*: —

IBIC

• 1D: 0.02%
• 1M: 0.27%
• YTD: 2.37%
• 6M: 2.51%
• 1Y: 4.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LOPP vs. IBIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LOPP Gabelli Love Our Planet & People ETF	15.77%	22.61%	9.89%	3.43%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	2.37%	4.96%	5.25%	2.17%

Correlation

The correlation between LOPP and IBIC is -0.30, 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	-0.30
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	-0.04

Over the past year, the inverse relationship between LOPP and IBIC has strengthened: their correlation has moved from -0.04 to -0.30, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

LOPP vs. IBIC — Risk / Return Rank

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

LOPP

LOPP Risk / Return Rank: 64
LOPP Sharpe Ratio Rank: 61
LOPP Sortino Ratio Rank: 62
LOPP Omega Ratio Rank: 58
LOPP Calmar Ratio Rank: 69
LOPP Martin Ratio Rank: 70

IBIC

IBIC Risk / Return Rank: 98
IBIC Sharpe Ratio Rank: 97
IBIC Sortino Ratio Rank: 98
IBIC Omega Ratio Rank: 98
IBIC Calmar Ratio Rank: 98
IBIC Martin Ratio Rank: 98

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.

LOPP vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) 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.

	LOPP	IBIC	Difference
Sharpe ratio Return per unit of total volatility	2.07	5.05	-2.98
Sortino ratio Return per unit of downside risk	2.92	9.12	-6.21
Omega ratio Gain probability vs. loss probability	1.35	2.24	-0.89
Calmar ratio Return relative to maximum drawdown	3.45	17.27	-13.82
Martin ratio Return relative to average drawdown	12.98	67.45	-54.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOPP vs. IBIC - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.07, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of LOPP 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.

Sharpe Ratios by Period

	LOPP	IBIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	5.05	-2.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	3.49	-2.93

Drawdowns

LOPP vs. IBIC - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for LOPP and IBIC.

Drawdown Indicators

	LOPP	IBIC	Difference
Max Drawdown Largest peak-to-trough decline	-25.28%	-0.90%	-24.38%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-0.26%	-9.51%
Max Drawdown (3Y) Largest decline over 3 years	-20.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.28%	—	—
Current Drawdown Current decline from peak	-0.16%	-0.13%	-0.03%
Average Drawdown Average peak-to-trough decline	-8.25%	-0.10%	-8.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	0.07%	+2.52%

Volatility

LOPP vs. IBIC - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 5.88% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that LOPP'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.

Volatility by Period

	LOPP	IBIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	0.33%	+5.55%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	0.67%	+12.37%
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	0.90%	+15.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.99%	1.58%	+16.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	1.58%	+16.11%

LOPP vs. IBIC - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LOPP vs. IBIC - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.72%, less than IBIC's 3.59% yield.

Position	TTM	2025	2024	2023	2022	2021
IBIC iShares iBonds Oct 2026 Term TIPS ETF	3.59%	4.43%	4.65%	0.83%	0.00%	0.00%
LOPP Gabelli Love Our Planet & People ETF	0.72%	0.83%	1.88%	2.23%	2.01%	1.25%

Frequently Asked Questions

Can I hold both LOPP and IBIC in my portfolio?

LOPP and IBIC have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOPP or IBIC?

LOPP has higher volatility (5.88%) compared to IBIC (0.33%). In terms of maximum drawdown, LOPP dropped -25.28% vs IBIC's -0.90%.

Which ETF is better, LOPP or IBIC?

On 1-year performance, LOPP leads with 33.50% vs 4.54% for IBIC. On fees, LOPP is cheaper at 0.00% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOPP or IBIC?

Over the 1-year period, LOPP has performed better with a 33.50% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOPP or IBIC?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.10% for IBIC.

Which ETF pays a higher dividend yield, LOPP or IBIC?

IBIC has the higher dividend yield at 3.59%, compared with 0.72% for LOPP.

What is the main difference between LOPP and IBIC?

LOPP is categorized as Mid Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Gabelli and iShares. Their fees differ too: 0.00% for LOPP and 0.10% for IBIC.

Which has better risk-adjusted returns?

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.07), 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.