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PQDI vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PQDI vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred and Income ETF (PQDI) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PQDI achieves a 1.39% return, which is significantly lower than IBID's 1.94% return.


PQDI

1D
-0.11%
1M
0.48%
YTD
1.39%
6M
1.47%
1Y
6.43%
3Y*
9.15%
5Y*
3.17%
10Y*

IBID

1D
-0.05%
1M
-0.25%
YTD
1.94%
6M
2.03%
1Y
3.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PQDI vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
PQDI
Principal Spectrum Preferred and Income ETF
1.39%8.46%9.99%4.88%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.94%5.66%4.71%2.61%

Correlation

The correlation between PQDI and IBID is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.13

The correlation between PQDI and IBID shifts across timeframes, from -0.09 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PQDI vs. IBID — Risk / Return Rank

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

PQDI
PQDI Risk / Return Rank: 6161
Overall Rank
PQDI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PQDI Sortino Ratio Rank: 6868
Sortino Ratio Rank
PQDI Omega Ratio Rank: 7676
Omega Ratio Rank
PQDI Calmar Ratio Rank: 4141
Calmar Ratio Rank
PQDI Martin Ratio Rank: 5353
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9595
Omega Ratio Rank
IBID Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

PQDI vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


PQDIIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.42

1.72

-0.30

Calmar ratioReturn relative to maximum drawdown

1.95

7.20

-5.25

Martin ratioReturn relative to average drawdown

8.62

29.14

-20.52

PQDI vs. IBID - Sharpe Ratio Comparison

The current PQDI Sharpe Ratio is 1.97, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of PQDI and IBID, 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

PQDI vs. IBID - Drawdown Comparison

The maximum PQDI drawdown since its inception was -17.41%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for PQDI and IBID.


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Drawdown Indicators


PQDIIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-1.28%

-16.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-0.55%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-0.43%

-0.55%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.48%

-0.22%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.13%

+0.62%

Volatility

PQDI vs. IBID - Volatility Comparison

Principal Spectrum Preferred and Income ETF (PQDI) has a higher volatility of 0.89% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that PQDI's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQDIIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.35%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

0.86%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

1.23%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

2.24%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

2.24%

+2.30%

PQDI vs. IBID - Expense Ratio Comparison

PQDI has a 0.60% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

PQDI vs. IBID - Dividend Comparison

PQDI's dividend yield for the trailing twelve months is around 5.45%, more than IBID's 3.68% yield.


PositionTTM202520242023202220212020
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%
PQDI
Principal Spectrum Preferred and Income ETF
5.45%5.02%4.93%5.35%5.60%5.21%2.69%

Frequently Asked Questions


PQDI and IBID have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PQDI has higher volatility (0.89%) compared to IBID (0.35%). In terms of maximum drawdown, PQDI dropped -17.41% vs IBID's -1.28%.

On 1-year performance, PQDI leads with 6.43% vs 3.92% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PQDI has performed better with a 6.43% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.60% for PQDI.

PQDI has the higher dividend yield at 5.45%, compared with 3.68% for IBID.

PQDI is categorized as Preferred Stock/Convertible Bonds, while IBID is Inflation-Protected Bonds. PQDI tracks ICE BofA 7% Constrained DRD Eligible Preferred Securities Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Principal and iShares. Their fees differ too: 0.60% for PQDI and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.19 vs 1.97), 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 PQDI and IBID

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