ONEZ vs. IBIC
ONEZ (TrueShares Seasonality Laddered Buffered ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - ONEZ is a Defined Outcome fund actively managed by TrueShares, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. ONEZ is actively managed, while IBIC is passively managed. Over the past year, ONEZ returned 17.56% vs 4.54% for IBIC. At a correlation of -0.23, they often move in opposite directions. ONEZ charges 0.98%/yr vs 0.10%/yr for IBIC.
Performance
ONEZ vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, ONEZ achieves a 7.27% return, which is significantly higher than IBIC's 2.37% return.
ONEZ
- 1D
- -0.47%
- 1M
- 3.77%
- YTD
- 7.27%
- 6M
- 7.15%
- 1Y
- 17.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ONEZ vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ONEZ TrueShares Seasonality Laddered Buffered ETF | 7.27% | 8.99% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.39% |
Correlation
The correlation between ONEZ and IBIC is -0.19, 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 | -0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2025 | -0.23 |
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Return for Risk
ONEZ vs. IBIC — Risk / Return Rank
ONEZ
IBIC
ONEZ vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Seasonality Laddered Buffered ETF (ONEZ) 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.
| ONEZ | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -6.36 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 2.24 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 17.27 | -14.60 |
| Martin ratioReturn relative to average drawdown | 11.14 | 67.45 | -56.30 |
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
| ONEZ | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 5.05 | -3.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 3.49 | -2.45 |
Drawdowns
ONEZ vs. IBIC - Drawdown Comparison
The maximum ONEZ drawdown since its inception was -13.24%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for ONEZ and IBIC.
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Drawdown Indicators
| ONEZ | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.24% | -0.90% | -12.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -0.26% | -6.34% |
Current DrawdownCurrent decline from peak | -0.61% | -0.13% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -0.10% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 0.07% | +1.51% |
Volatility
ONEZ vs. IBIC - Volatility Comparison
TrueShares Seasonality Laddered Buffered ETF (ONEZ) has a higher volatility of 2.54% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that ONEZ'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
| ONEZ | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 0.33% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 0.67% | +6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.23% | 0.90% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 1.58% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 1.58% | +10.30% |
ONEZ vs. IBIC - Expense Ratio Comparison
ONEZ has a 0.98% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
ONEZ vs. IBIC - Dividend Comparison
ONEZ's dividend yield for the trailing twelve months is around 3.70%, 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% |
ONEZ TrueShares Seasonality Laddered Buffered ETF | 3.70% | 3.97% | 0.00% | 0.00% |
Frequently Asked Questions
ONEZ and IBIC have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONEZ has higher volatility (2.54%) compared to IBIC (0.33%). In terms of maximum drawdown, ONEZ dropped -13.24% vs IBIC's -0.90%.
On 1-year performance, ONEZ leads with 17.56% 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, ONEZ has performed better with a 17.56% 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 0.98% for ONEZ.
ONEZ has the higher dividend yield at 3.70%, compared with 3.59% for IBIC.
ONEZ is categorized as Defined Outcome, while IBIC is Inflation-Protected Bonds. They also come from different issuers: TrueShares and iShares. Their fees differ too: 0.98% for ONEZ and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 1.91), 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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