MSFY vs. IBIC
MSFY (Kurv Yield Premium Strategy Microsoft ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - MSFY is a Derivative Income fund actively managed by Kurv, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. MSFY is actively managed, while IBIC is passively managed. Over the past year, MSFY returned -7.25% vs 4.54% for IBIC. At a correlation of -0.08, they often move in opposite directions. MSFY charges 1.00%/yr vs 0.10%/yr for IBIC.
Performance
MSFY vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, MSFY achieves a -13.99% return, which is significantly lower than IBIC's 2.37% return.
MSFY
- 1D
- -3.43%
- 1M
- 4.37%
- YTD
- -13.99%
- 6M
- -12.67%
- 1Y
- -7.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | -13.99% | 14.11% | 10.88% | 2.57% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 1.56% |
Correlation
The correlation between MSFY 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 Nov 7, 2023 | -0.08 |
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Return for Risk
MSFY vs. IBIC — Risk / Return Rank
MSFY
IBIC
MSFY vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) 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.
| MSFY | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.32 | ||
| Sortino ratioReturn per unit of downside risk | -9.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 2.24 | -1.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 17.27 | -17.48 |
| Martin ratioReturn relative to average drawdown | -0.47 | 67.45 | -67.92 |
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
| MSFY | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 5.05 | -5.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 3.49 | -3.29 |
Drawdowns
MSFY vs. IBIC - Drawdown Comparison
The maximum MSFY drawdown since its inception was -34.21%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for MSFY and IBIC.
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Drawdown Indicators
| MSFY | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | -0.90% | -33.31% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | -0.26% | -33.95% |
Current DrawdownCurrent decline from peak | -20.53% | -0.13% | -20.40% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -0.10% | -7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.40% | 0.07% | +15.33% |
Volatility
MSFY vs. IBIC - Volatility Comparison
Kurv Yield Premium Strategy Microsoft ETF (MSFY) has a higher volatility of 10.84% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that MSFY'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
| MSFY | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 0.33% | +10.51% |
Volatility (6M)Calculated over the trailing 6-month period | 25.02% | 0.67% | +24.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 0.90% | +25.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 1.58% | +20.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 1.58% | +20.69% |
MSFY vs. IBIC - Expense Ratio Comparison
MSFY has a 1.00% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
MSFY vs. IBIC - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 24.31%, more 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% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 24.31% | 18.56% | 14.35% | 1.94% |
Frequently Asked Questions
MSFY 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.
MSFY has higher volatility (10.84%) compared to IBIC (0.33%). In terms of maximum drawdown, MSFY dropped -34.21% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.54% vs -7.25% for MSFY. 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, IBIC has performed better with a 4.54% return vs -7.25%. 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 1.00% for MSFY.
MSFY has the higher dividend yield at 24.31%, compared with 3.59% for IBIC.
MSFY is categorized as Derivative Income, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Kurv and iShares. Their fees differ too: 1.00% for MSFY and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs -0.27), 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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