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LST vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LST vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Select Industries ETF (LST) 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, LST achieves a 16.81% return, which is significantly higher than IBIC's 2.37% return.


LST

1D
-0.18%
1M
7.41%
YTD
16.81%
6M
18.46%
1Y
34.83%
3Y*
5Y*
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)

LST vs. IBIC - Yearly Performance Comparison


Correlation

The correlation between LST and IBIC is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2025

-0.26

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Return for Risk

LST vs. IBIC — Risk / Return Rank

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

LST
LST Risk / Return Rank: 7373
Overall Rank
LST Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LST Sortino Ratio Rank: 7777
Sortino Ratio Rank
LST Omega Ratio Rank: 7373
Omega Ratio Rank
LST Calmar Ratio Rank: 6666
Calmar Ratio Rank
LST Martin Ratio Rank: 7272
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
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.

LST vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) 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.


LSTIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-5.70

Omega ratioGain probability vs. loss probability

1.43

2.24

-0.81

Calmar ratioReturn relative to maximum drawdown

3.23

17.27

-14.05

Martin ratioReturn relative to average drawdown

13.38

67.45

-54.06

LST vs. IBIC - Sharpe Ratio Comparison

The current LST Sharpe Ratio is 2.44, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of LST 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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Sharpe Ratios by Period


LSTIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

5.05

-2.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

3.49

-2.11

Drawdowns

LST vs. IBIC - Drawdown Comparison

The maximum LST drawdown since its inception was -19.47%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for LST and IBIC.


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Drawdown Indicators


LSTIBICDifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-0.90%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-0.26%

-10.59%

Current Drawdown

Current decline from peak

-0.18%

-0.13%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.92%

-0.10%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

0.07%

+2.54%

Volatility

LST vs. IBIC - Volatility Comparison

Leuthold Select Industries ETF (LST) has a higher volatility of 4.11% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that LST'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


LSTIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

0.33%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

0.67%

+11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

0.90%

+13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.93%

1.58%

+16.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

1.58%

+16.35%

LST vs. IBIC - Expense Ratio Comparison

LST has a 0.65% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

LST vs. IBIC - Dividend Comparison

LST's dividend yield for the trailing twelve months is around 1.15%, less than IBIC's 3.59% yield.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
LST
Leuthold Select Industries ETF
1.15%1.34%0.00%0.00%

Frequently Asked Questions


LST and IBIC have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LST has higher volatility (4.11%) compared to IBIC (0.33%). In terms of maximum drawdown, LST dropped -19.47% vs IBIC's -0.90%.

On 1-year performance, LST leads with 34.83% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% 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.

Over the 1-year period, LST has performed better with a 34.83% return vs 4.54%. 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 0.65% for LST.

IBIC has the higher dividend yield at 3.59%, compared with 1.15% for LST.

LST is categorized as Mid Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Leuthold Group and iShares. Their fees differ too: 0.65% for LST and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.44), 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

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