PortfoliosLab logoPortfoliosLab logo
OPPE vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPPE vs. IBIC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, OPPE achieves a 13.64% return, which is significantly higher than IBIC's 2.35% return.


OPPE

1D
0.47%
1M
2.52%
YTD
13.64%
6M
16.98%
1Y
28.83%
3Y*
23.56%
5Y*
14.40%
10Y*
12.46%

IBIC

1D
0.02%
1M
0.37%
YTD
2.35%
6M
2.51%
1Y
4.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPPE vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
OPPE
WisdomTree European Opportunities Fund
13.64%38.80%10.42%6.61%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.35%4.96%5.25%2.17%

Correlation

The correlation between OPPE and IBIC is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.06

The correlation between OPPE and IBIC shifts across timeframes, from -0.24 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OPPE vs. IBIC — Risk / Return Rank

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

OPPE
OPPE Risk / Return Rank: 6464
Overall Rank
OPPE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
OPPE Sortino Ratio Rank: 6060
Sortino Ratio Rank
OPPE Omega Ratio Rank: 6060
Omega Ratio Rank
OPPE Calmar Ratio Rank: 6767
Calmar Ratio Rank
OPPE Martin Ratio Rank: 6969
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9999
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.

OPPE vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree European Opportunities Fund (OPPE) 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.


OPPEIBICDifference

Sharpe ratio

Return per unit of total volatility

2.09

4.97

-2.88

Sortino ratio

Return per unit of downside risk

2.87

8.97

-6.10

Omega ratio

Gain probability vs. loss probability

1.37

2.21

-0.84

Calmar ratio

Return relative to maximum drawdown

3.39

17.05

-13.65

Martin ratio

Return relative to average drawdown

12.97

66.57

-53.61

OPPE vs. IBIC - Sharpe Ratio Comparison

The current OPPE Sharpe Ratio is 2.09, which is lower than the IBIC Sharpe Ratio of 4.97. The chart below compares the historical Sharpe Ratios of OPPE 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.


Loading charts...

Sharpe Ratios by Period


OPPEIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

4.97

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

3.49

-2.84

Drawdowns

OPPE vs. IBIC - Drawdown Comparison

The maximum OPPE drawdown since its inception was -39.28%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for OPPE and IBIC.


Loading charts...

Drawdown Indicators


OPPEIBICDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-0.90%

-38.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-0.26%

-8.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

0.00%

-0.15%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.47%

-0.10%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.07%

+2.24%

Volatility

OPPE vs. IBIC - Volatility Comparison

WisdomTree European Opportunities Fund (OPPE) has a higher volatility of 5.78% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.34%. This indicates that OPPE'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.


Loading charts...

Volatility by Period


OPPEIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

0.34%

+5.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

0.67%

+10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

0.90%

+12.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

1.58%

+13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

1.58%

+15.60%

OPPE vs. IBIC - Expense Ratio Comparison

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


Dividends

OPPE vs. IBIC - Dividend Comparison

OPPE's dividend yield for the trailing twelve months is around 2.70%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPPE
WisdomTree European Opportunities Fund
2.70%2.95%3.99%3.53%5.13%2.39%3.42%3.08%2.34%1.46%2.60%4.39%

Frequently Asked Questions


OPPE and IBIC have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OPPE has higher volatility (5.78%) compared to IBIC (0.34%). In terms of maximum drawdown, OPPE dropped -39.28% vs IBIC's -0.90%.

On 1-year performance, OPPE leads with 28.83% vs 4.48% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OPPE has performed better with a 28.83% return vs 4.48%. 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 OPPE.

IBIC has the higher dividend yield at 3.59%, compared with 2.70% for OPPE.

OPPE is categorized as Europe Equities, while IBIC is Inflation-Protected Bonds. OPPE tracks WisdomTree European Opportunities Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for OPPE and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.97 vs 2.09), 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

Find the right allocation for OPPE and IBIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer