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NACP vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NACP vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Impact Shares NAACP Minority Empowerment ETF (NACP) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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NACP vs. BIBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NACP
Impact Shares NAACP Minority Empowerment ETF
-0.29%21.38%23.93%29.69%-23.05%27.62%26.00%30.74%-8.79%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-11.50%

Returns By Period

In the year-to-date period, NACP achieves a -0.29% return, which is significantly lower than BIBL's 6.10% return.


NACP

1D
1.33%
1M
-3.63%
YTD
-0.29%
6M
2.32%
1Y
23.41%
3Y*
20.96%
5Y*
12.35%
10Y*

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NACP vs. BIBL - Expense Ratio Comparison

NACP has a 0.49% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

NACP vs. BIBL — Risk / Return Rank

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

NACP
NACP Risk / Return Rank: 6868
Overall Rank
NACP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NACP Sortino Ratio Rank: 6666
Sortino Ratio Rank
NACP Omega Ratio Rank: 6767
Omega Ratio Rank
NACP Calmar Ratio Rank: 6969
Calmar Ratio Rank
NACP Martin Ratio Rank: 7373
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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.

NACP vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Impact Shares NAACP Minority Empowerment ETF (NACP) and Inspire 100 ETF (BIBL). 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.


NACPBIBLDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.25

-0.05

Sortino ratio

Return per unit of downside risk

1.74

1.78

-0.04

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.91

1.84

+0.07

Martin ratio

Return relative to average drawdown

8.24

8.69

-0.44

NACP vs. BIBL - Sharpe Ratio Comparison

The current NACP Sharpe Ratio is 1.20, which is comparable to the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of NACP and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NACPBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.25

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.43

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.54

+0.25

Correlation

The correlation between NACP and BIBL is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NACP vs. BIBL - Dividend Comparison

NACP's dividend yield for the trailing twelve months is around 0.67%, less than BIBL's 1.11% yield.


TTM202520242023202220212020201920182017
NACP
Impact Shares NAACP Minority Empowerment ETF
0.67%0.62%2.96%1.28%3.48%3.06%1.48%1.22%0.71%0.00%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

NACP vs. BIBL - Drawdown Comparison

The maximum NACP drawdown since its inception was -30.96%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for NACP and BIBL.


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Drawdown Indicators


NACPBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-36.12%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-13.93%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-27.89%

-30.85%

+2.96%

Current Drawdown

Current decline from peak

-5.76%

-4.96%

-0.80%

Average Drawdown

Average peak-to-trough decline

-5.86%

-7.17%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.95%

-0.05%

Volatility

NACP vs. BIBL - Volatility Comparison

The current volatility for Impact Shares NAACP Minority Empowerment ETF (NACP) is 6.08%, while Inspire 100 ETF (BIBL) has a volatility of 6.82%. This indicates that NACP experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NACPBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.82%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

12.28%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

20.39%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

19.44%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

21.15%

-2.39%