MSMR vs. IBIC
MSMR (McElhenny Sheffield Managed Risk ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - MSMR is a Diversified Portfolio fund actively managed by McElhenny Sheffield, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. MSMR is actively managed, while IBIC is passively managed. Over the past year, MSMR returned 25.41% vs 4.54% for IBIC. At a correlation of -0.00, they often move in opposite directions. MSMR charges 0.97%/yr vs 0.10%/yr for IBIC.
Performance
MSMR vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, MSMR achieves a 8.50% return, which is significantly higher than IBIC's 2.37% return.
MSMR
- 1D
- -0.05%
- 1M
- 4.65%
- YTD
- 8.50%
- 6M
- 8.41%
- 1Y
- 25.41%
- 3Y*
- 18.63%
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSMR vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 8.50% | 17.06% | 21.58% | 3.75% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between MSMR and IBIC is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | -0.00 |
The correlation between MSMR and IBIC shifts across timeframes, from -0.14 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSMR vs. IBIC — Risk / Return Rank
MSMR
IBIC
MSMR vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) 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.
| MSMR | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -6.18 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 2.24 | -0.85 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 17.27 | -13.65 |
| Martin ratioReturn relative to average drawdown | 12.93 | 67.45 | -54.52 |
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
| MSMR | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 5.05 | -2.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 3.49 | -2.42 |
Drawdowns
MSMR vs. IBIC - Drawdown Comparison
The maximum MSMR drawdown since its inception was -14.86%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for MSMR and IBIC.
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Drawdown Indicators
| MSMR | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -0.90% | -13.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -0.26% | -6.79% |
Max Drawdown (3Y)Largest decline over 3 years | -8.84% | — | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.13% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -0.10% | -5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 0.07% | +1.90% |
Volatility
MSMR vs. IBIC - Volatility Comparison
McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 2.16% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that MSMR'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
| MSMR | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 0.33% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 0.67% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 0.90% | +11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.24% | 1.58% | +8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.24% | 1.58% | +8.66% |
MSMR vs. IBIC - Expense Ratio Comparison
MSMR has a 0.97% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
MSMR vs. IBIC - Dividend Comparison
MSMR's dividend yield for the trailing twelve months is around 1.80%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% | 0.00% | 0.00% |
MSMR McElhenny Sheffield Managed Risk ETF | 1.80% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% |
Frequently Asked Questions
MSMR and IBIC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSMR has higher volatility (2.16%) compared to IBIC (0.33%). In terms of maximum drawdown, MSMR dropped -14.86% vs IBIC's -0.90%.
On 1-year performance, MSMR leads with 25.41% 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, MSMR has performed better with a 25.41% 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 0.97% for MSMR.
IBIC has the higher dividend yield at 3.59%, compared with 1.80% for MSMR.
MSMR is categorized as Diversified Portfolio, while IBIC is Inflation-Protected Bonds. They also come from different issuers: McElhenny Sheffield and iShares. Their fees differ too: 0.97% for MSMR and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 2.14), 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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