METU vs. IBIC
METU (Direxion Daily META Bull 2X ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - METU is a Leveraged Equities fund actively managed by Direxion, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. METU is actively managed, while IBIC is passively managed. Over the past year, METU returned -49.17% vs 4.42% for IBIC. At a correlation of -0.14, they often move in opposite directions. METU charges 1.07%/yr vs 0.10%/yr for IBIC.
Performance
METU vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, METU achieves a -36.42% return, which is significantly lower than IBIC's 2.43% return.
METU
- 1D
- -1.32%
- 1M
- -17.64%
- YTD
- -36.42%
- 6M
- -37.57%
- 1Y
- -49.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.04%
- 1M
- 0.12%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 4.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METU vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
METU Direxion Daily META Bull 2X ETF | -36.42% | -1.01% | 28.79% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.43% | 4.96% | 3.30% |
Correlation
The correlation between METU and IBIC is -0.16, 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 | -0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | -0.14 |
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Return for Risk
METU vs. IBIC — Risk / Return Rank
METU
IBIC
METU vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bull 2X ETF (METU) 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.
| METU | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.67 | ||
| Sortino ratioReturn per unit of downside risk | -9.78 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 2.22 | -1.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 16.56 | -17.36 |
| Martin ratioReturn relative to average drawdown | -1.38 | 58.67 | -60.06 |
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Drawdowns
METU vs. IBIC - Drawdown Comparison
The maximum METU drawdown since its inception was -61.85%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for METU and IBIC.
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Drawdown Indicators
| METU | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -0.90% | -60.95% |
Max Drawdown (1Y)Largest decline over 1 year | -61.52% | -0.27% | -61.25% |
Current DrawdownCurrent decline from peak | -59.36% | -0.08% | -59.28% |
Average DrawdownAverage peak-to-trough decline | -24.32% | -0.10% | -24.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.54% | 0.08% | +35.46% |
Volatility
METU vs. IBIC - Volatility Comparison
Direxion Daily META Bull 2X ETF (METU) has a higher volatility of 25.96% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that METU'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
| METU | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.96% | 0.17% | +25.79% |
Volatility (6M)Calculated over the trailing 6-month period | 55.94% | 0.67% | +55.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.28% | 0.89% | +71.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.77% | 1.56% | +71.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.77% | 1.56% | +71.21% |
METU vs. IBIC - Expense Ratio Comparison
METU has a 1.07% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
METU vs. IBIC - Dividend Comparison
METU's dividend yield for the trailing twelve months is around 4.86%, more than IBIC's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.58% | 4.43% | 4.65% | 0.83% |
METU Direxion Daily META Bull 2X ETF | 4.86% | 3.00% | 1.40% | 0.00% |
Frequently Asked Questions
METU and IBIC have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
METU has higher volatility (25.96%) compared to IBIC (0.17%). In terms of maximum drawdown, METU dropped -61.85% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.42% vs -49.17% for METU. 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 -49.17%. 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 1.07% for METU.
METU has the higher dividend yield at 4.86%, compared with 3.58% for IBIC.
METU is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.07% for METU and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs -0.68), 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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