METW vs. IBIC
METW (Roundhill Meta Weeklypay ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - METW is a Technology Equities fund tracking the Ball Metaverse Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, METW returned -26.35% vs 4.42% for IBIC. At a correlation of -0.18, they often move in opposite directions. METW charges 0.59%/yr vs 0.10%/yr for IBIC.
Performance
METW vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, METW achieves a -19.43% return, which is significantly lower than IBIC's 2.43% return.
METW
- 1D
- -0.28%
- 1M
- -9.52%
- YTD
- -19.43%
- 6M
- -20.16%
- 1Y
- -26.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.04%
- 1M
- 0.12%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 4.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METW vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
METW Roundhill Meta Weeklypay ETF | -19.43% | -9.14% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.43% | 2.06% |
Correlation
The correlation between METW and IBIC is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | -0.18 |
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Return for Risk
METW vs. IBIC — Risk / Return Rank
METW
IBIC
METW vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Meta Weeklypay ETF (METW) 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.
| METW | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.60 | ||
| Sortino ratioReturn per unit of downside risk | -9.67 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 2.22 | -1.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 16.56 | -17.22 |
| Martin ratioReturn relative to average drawdown | -1.25 | 58.67 | -59.92 |
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Drawdowns
METW vs. IBIC - Drawdown Comparison
The maximum METW drawdown since its inception was -40.52%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for METW and IBIC.
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Drawdown Indicators
| METW | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.52% | -0.90% | -39.62% |
Max Drawdown (1Y)Largest decline over 1 year | -40.52% | -0.27% | -40.25% |
Current DrawdownCurrent decline from peak | -36.08% | -0.08% | -36.00% |
Average DrawdownAverage peak-to-trough decline | -18.08% | -0.10% | -17.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.11% | 0.08% | +21.03% |
Volatility
METW vs. IBIC - Volatility Comparison
Roundhill Meta Weeklypay ETF (METW) has a higher volatility of 15.67% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that METW'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
| METW | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 0.17% | +15.50% |
Volatility (6M)Calculated over the trailing 6-month period | 33.51% | 0.67% | +32.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.19% | 0.89% | +42.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 1.56% | +41.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.09% | 1.56% | +41.53% |
METW vs. IBIC - Expense Ratio Comparison
METW has a 0.59% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
METW vs. IBIC - Dividend Comparison
METW's dividend yield for the trailing twelve months is around 66.02%, 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% |
METW Roundhill Meta Weeklypay ETF | 66.02% | 30.89% | 0.00% | 0.00% |
Frequently Asked Questions
METW and IBIC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
METW has higher volatility (15.67%) compared to IBIC (0.17%). In terms of maximum drawdown, METW dropped -40.52% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.42% vs -26.35% for METW. 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 -26.35%. 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 0.59% for METW.
METW has the higher dividend yield at 66.02%, compared with 3.58% for IBIC.
METW is categorized as Technology Equities, while IBIC is Inflation-Protected Bonds. METW tracks Ball Metaverse Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.59% for METW and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs -0.61), 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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