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MDEV vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDEV vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Medical Devices ETF (MDEV) 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, MDEV achieves a -11.56% return, which is significantly lower than IBIC's 2.43% return.


MDEV

1D
0.35%
1M
-1.40%
YTD
-11.56%
6M
-12.11%
1Y
-7.87%
3Y*
-3.34%
5Y*
-6.04%
10Y*

IBIC

1D
0.04%
1M
0.12%
YTD
2.43%
6M
2.57%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDEV vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
MDEV
First Trust Indxx Medical Devices ETF
-11.56%2.00%1.79%6.51%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.43%4.96%5.25%2.17%

Correlation

The correlation between MDEV and IBIC is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.00

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Return for Risk

MDEV vs. IBIC — Risk / Return Rank

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

MDEV
MDEV Risk / Return Rank: 55
Overall Rank
MDEV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MDEV Sortino Ratio Rank: 55
Sortino Ratio Rank
MDEV Omega Ratio Rank: 55
Omega Ratio Rank
MDEV Calmar Ratio Rank: 55
Calmar Ratio Rank
MDEV Martin Ratio Rank: 44
Martin Ratio Rank

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

MDEV vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Medical Devices ETF (MDEV) 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.


MDEVIBICDifference
Sharpe ratioReturn per unit of total volatility

-5.48

Sortino ratioReturn per unit of downside risk

-9.57

Omega ratioGain probability vs. loss probability

0.93

2.22

-1.29

Calmar ratioReturn relative to maximum drawdown

-0.44

16.56

-17.00

Martin ratioReturn relative to average drawdown

-1.00

58.67

-59.67

MDEV vs. IBIC - Sharpe Ratio Comparison

The current MDEV Sharpe Ratio is -0.49, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of MDEV 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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Drawdowns

MDEV vs. IBIC - Drawdown Comparison

The maximum MDEV drawdown since its inception was -42.34%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for MDEV and IBIC.


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Drawdown Indicators


MDEVIBICDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-0.90%

-41.44%

Max Drawdown (1Y)

Largest decline over 1 year

-18.13%

-0.27%

-17.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.50%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-33.81%

-0.08%

-33.73%

Average Drawdown

Average peak-to-trough decline

-25.71%

-0.10%

-25.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.87%

0.08%

+7.79%

Volatility

MDEV vs. IBIC - Volatility Comparison

First Trust Indxx Medical Devices ETF (MDEV) has a higher volatility of 4.27% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that MDEV'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


MDEVIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

0.17%

+4.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

0.67%

+11.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

0.89%

+15.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

1.56%

+17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

1.56%

+17.39%

MDEV vs. IBIC - Expense Ratio Comparison

MDEV has a 0.70% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

MDEV vs. IBIC - Dividend Comparison

MDEV has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.58%.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.58%4.43%4.65%0.83%
MDEV
First Trust Indxx Medical Devices ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


MDEV and IBIC have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDEV has higher volatility (4.27%) compared to IBIC (0.17%). In terms of maximum drawdown, MDEV dropped -42.34% vs IBIC's -0.90%.

On 1-year performance, IBIC leads with 4.42% vs -7.87% for MDEV. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. 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 4.42% return vs -7.87%. 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 0.70% for MDEV.

IBIC has the higher dividend yield at 3.58%, compared with 0.00% for MDEV.

MDEV is categorized as Health & Biotech Equities, while IBIC is Inflation-Protected Bonds. MDEV tracks Indxx Global Medical Equipment Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for MDEV and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs -0.49), 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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