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PBTP vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBTP vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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, PBTP achieves a 2.15% return, which is significantly lower than IBIC's 2.37% return.


PBTP

1D
-0.02%
1M
0.08%
YTD
2.15%
6M
2.14%
1Y
4.68%
3Y*
5.23%
5Y*
3.32%
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBTP vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
2.15%5.98%4.72%2.18%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between PBTP and IBIC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.69

Over the past year, the correlation between PBTP and IBIC has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

PBTP vs. IBIC — Risk / Return Rank

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

PBTP
PBTP Risk / Return Rank: 9393
Overall Rank
PBTP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9595
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9393
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9494
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9393
Martin Ratio Rank

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

PBTP vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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.


PBTPIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-4.02

Omega ratioGain probability vs. loss probability

1.66

2.24

-0.58

Calmar ratioReturn relative to maximum drawdown

7.08

17.27

-10.19

Martin ratioReturn relative to average drawdown

24.51

67.45

-42.94

PBTP vs. IBIC - Sharpe Ratio Comparison

The current PBTP Sharpe Ratio is 3.05, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of PBTP 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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Sharpe Ratios by Period


PBTPIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

5.05

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

3.49

-2.19

Drawdowns

PBTP vs. IBIC - Drawdown Comparison

The maximum PBTP drawdown since its inception was -5.44%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for PBTP and IBIC.


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Drawdown Indicators


PBTPIBICDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-0.90%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.66%

-0.26%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

Current Drawdown

Current decline from peak

-0.02%

-0.13%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.75%

-0.10%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.07%

+0.12%

Volatility

PBTP vs. IBIC - Volatility Comparison

Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) has a higher volatility of 0.40% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that PBTP'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


PBTPIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.33%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

0.67%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

0.90%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

1.58%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.64%

1.58%

+1.06%

PBTP vs. IBIC - Expense Ratio Comparison

PBTP has a 0.07% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PBTP vs. IBIC - Dividend Comparison

PBTP's dividend yield for the trailing twelve months is around 3.10%, less than IBIC's 3.59% yield.


PositionTTM202520242023202220212020201920182017
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%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.10%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%

Frequently Asked Questions


PBTP and IBIC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PBTP has higher volatility (0.40%) compared to IBIC (0.33%). In terms of maximum drawdown, PBTP dropped -5.44% vs IBIC's -0.90%.

On 1-year performance, PBTP leads with 4.68% vs 4.54% for IBIC. On fees, PBTP is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PBTP has performed better with a 4.68% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBTP is cheaper with a 0.07% expense ratio, compared with 0.10% for IBIC.

IBIC has the higher dividend yield at 3.59%, compared with 3.10% for PBTP.

PBTP tracks ICE BofA U.S. Treasuries Inflation-Linked (0-5 Y), while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.07% for PBTP and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 3.05), 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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