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PFUT vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFUT vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Future ETF (PFUT) 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, PFUT achieves a 4.60% return, which is significantly higher than IBIC's 2.34% return.


PFUT

1D
0.19%
1M
3.33%
YTD
4.60%
6M
1.94%
1Y
6.31%
3Y*
12.30%
5Y*
0.99%
10Y*

IBIC

1D
-0.03%
1M
0.28%
YTD
2.34%
6M
2.50%
1Y
4.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFUT vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
PFUT
Putnam Sustainable Future ETF
4.60%2.22%13.60%14.02%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.34%4.96%5.25%2.17%

Correlation

The correlation between PFUT and IBIC is -0.23, 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

-0.23

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

-0.06

The correlation between PFUT and IBIC shifts across timeframes, from -0.23 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFUT vs. IBIC — Risk / Return Rank

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

PFUT
PFUT Risk / Return Rank: 1515
Overall Rank
PFUT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 1515
Sortino Ratio Rank
PFUT Omega Ratio Rank: 1414
Omega Ratio Rank
PFUT Calmar Ratio Rank: 1414
Calmar Ratio Rank
PFUT Martin Ratio Rank: 1515
Martin Ratio Rank

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

PFUT vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) 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.


PFUTIBICDifference
Sharpe ratioReturn per unit of total volatility

-4.60

Sortino ratioReturn per unit of downside risk

-8.34

Omega ratioGain probability vs. loss probability

1.08

2.22

-1.14

Calmar ratioReturn relative to maximum drawdown

0.43

17.09

-16.66

Martin ratioReturn relative to average drawdown

1.23

66.52

-65.29

PFUT vs. IBIC - Sharpe Ratio Comparison

The current PFUT Sharpe Ratio is 0.39, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of PFUT 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


PFUTIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

4.99

-4.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

3.48

-3.43

Drawdowns

PFUT vs. IBIC - Drawdown Comparison

The maximum PFUT drawdown since its inception was -44.86%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for PFUT and IBIC.


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Drawdown Indicators


PFUTIBICDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-0.90%

-43.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-0.26%

-14.62%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

Current Drawdown

Current decline from peak

-7.84%

-0.16%

-7.68%

Average Drawdown

Average peak-to-trough decline

-21.10%

-0.10%

-21.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

0.07%

+5.07%

Volatility

PFUT vs. IBIC - Volatility Comparison

Putnam Sustainable Future ETF (PFUT) has a higher volatility of 3.98% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.32%. This indicates that PFUT'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


PFUTIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

0.32%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

0.67%

+11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

0.90%

+15.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

1.58%

+20.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

1.58%

+20.12%

PFUT vs. IBIC - Expense Ratio Comparison

PFUT has a 0.64% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

PFUT vs. IBIC - Dividend Comparison

PFUT has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
PFUT
Putnam Sustainable Future ETF
0.00%0.00%0.03%0.00%

Frequently Asked Questions


PFUT and IBIC have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFUT has higher volatility (3.98%) compared to IBIC (0.32%). In terms of maximum drawdown, PFUT dropped -44.86% vs IBIC's -0.90%.

On 1-year performance, PFUT leads with 6.31% vs 4.49% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PFUT has performed better with a 6.31% return vs 4.49%. 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 0.64% for PFUT.

IBIC has the higher dividend yield at 3.59%, compared with 0.00% for PFUT.

PFUT is categorized as Sustainable, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Power Corporation of Canada and iShares. Their fees differ too: 0.64% for PFUT and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs 0.39), 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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