LST vs. IBIC
LST (Leuthold Select Industries ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - LST is a Mid Cap Blend Equities fund actively managed by Leuthold Group, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. LST is actively managed, while IBIC is passively managed. Over the past year, LST returned 34.83% vs 4.54% for IBIC. At a correlation of -0.26, they often move in opposite directions. LST charges 0.65%/yr vs 0.10%/yr for IBIC.
Performance
LST vs. IBIC - Performance Comparison
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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*
- —
LST vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LST Leuthold Select Industries ETF | 16.81% | 15.64% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.47% |
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
LST
IBIC
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.
| LST | IBIC | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LST | IBIC | Difference | |
|---|---|---|---|
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
| LST | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.18% | -0.13% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -0.10% | -2.82% |
Ulcer IndexDepth 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
| LST | IBIC | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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