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ONLN vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONLN vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Online Retail ETF (ONLN) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONLN achieves a -9.47% return, which is significantly lower than IBIC's 2.39% return.


ONLN

1D
-3.29%
1M
-6.53%
YTD
-9.47%
6M
-10.04%
1Y
9.08%
3Y*
19.43%
5Y*
-7.59%
10Y*

IBIC

1D
0.06%
1M
0.08%
YTD
2.39%
6M
2.49%
1Y
4.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONLN vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
ONLN
ProShares Online Retail ETF
-9.47%33.03%24.85%8.81%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between ONLN and IBIC is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.02

The correlation between ONLN and IBIC shifts across timeframes, from -0.18 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ONLN vs. IBIC — Risk / Return Rank

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

ONLN
ONLN Risk / Return Rank: 1313
Overall Rank
ONLN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ONLN Sortino Ratio Rank: 1313
Sortino Ratio Rank
ONLN Omega Ratio Rank: 1313
Omega Ratio Rank
ONLN Calmar Ratio Rank: 1313
Calmar Ratio Rank
ONLN Martin Ratio Rank: 1414
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

ONLN vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Online Retail ETF (ONLN) 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.


ONLNIBICDifference
Sharpe ratioReturn per unit of total volatility

-4.57

Sortino ratioReturn per unit of downside risk

-8.22

Omega ratioGain probability vs. loss probability

1.08

2.21

-1.13

Calmar ratioReturn relative to maximum drawdown

0.46

16.41

-15.95

Martin ratioReturn relative to average drawdown

1.10

58.11

-57.01

ONLN vs. IBIC - Sharpe Ratio Comparison

The current ONLN Sharpe Ratio is 0.37, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of ONLN and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONLN vs. IBIC - Drawdown Comparison

The maximum ONLN drawdown since its inception was -71.77%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for ONLN and IBIC.


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Drawdown Indicators


ONLNIBICDifference

Max Drawdown

Largest peak-to-trough decline

-71.77%

-0.90%

-70.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-0.27%

-19.48%

Max Drawdown (3Y)

Largest decline over 3 years

-27.97%

Max Drawdown (5Y)

Largest decline over 5 years

-69.19%

Current Drawdown

Current decline from peak

-41.38%

-0.11%

-41.27%

Average Drawdown

Average peak-to-trough decline

-35.44%

-0.10%

-35.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.30%

0.08%

+8.22%

Volatility

ONLN vs. IBIC - Volatility Comparison

ProShares Online Retail ETF (ONLN) has a higher volatility of 7.41% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that ONLN'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


ONLNIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

0.16%

+7.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

0.67%

+17.65%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

0.89%

+23.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.15%

1.57%

+31.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.08%

1.57%

+30.51%

ONLN vs. IBIC - Expense Ratio Comparison

ONLN has a 0.58% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

ONLN vs. IBIC - Dividend Comparison

ONLN's dividend yield for the trailing twelve months is around 0.36%, less than IBIC's 3.59% yield.


PositionTTM202520242023202220212020
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%
ONLN
ProShares Online Retail ETF
0.36%0.30%0.75%0.00%0.00%0.00%1.24%

Frequently Asked Questions


ONLN and IBIC have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONLN has higher volatility (7.41%) compared to IBIC (0.16%). In terms of maximum drawdown, ONLN dropped -71.77% vs IBIC's -0.90%.

On 1-year performance, ONLN leads with 9.08% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ONLN has performed better with a 9.08% return vs 4.38%. 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 0.58% for ONLN.

IBIC has the higher dividend yield at 3.59%, compared with 0.36% for ONLN.

ONLN is categorized as Consumer Discretionary Equities, while IBIC is Inflation-Protected Bonds. ONLN tracks ProShares Online Retail Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.58% for ONLN and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 0.37), 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.

Portfolio Optimizer

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