PSTR vs. IBID
PSTR (PeakShares Sector Rotation ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - PSTR is a Derivative Income fund actively managed by PeakShares, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. PSTR is actively managed, while IBID is passively managed. Over the past year, PSTR returned 16.15% vs 3.92% for IBID. At a correlation of -0.01, they often move in opposite directions. PSTR charges 1.07%/yr vs 0.10%/yr for IBID.
Performance
PSTR vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, PSTR achieves a 7.21% return, which is significantly higher than IBID's 1.94% return.
PSTR
- 1D
- -0.54%
- 1M
- -0.68%
- YTD
- 7.21%
- 6M
- 6.96%
- 1Y
- 16.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- -0.05%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 2.03%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSTR vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PSTR PeakShares Sector Rotation ETF | 7.21% | 10.31% | 12.04% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 5.66% | 4.35% |
Correlation
The correlation between PSTR and IBID is -0.10, 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 | -0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024 | -0.01 |
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Return for Risk
PSTR vs. IBID — Risk / Return Rank
PSTR
IBID
PSTR vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) 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.
| PSTR | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.72 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 7.20 | -4.77 |
| Martin ratioReturn relative to average drawdown | 12.58 | 29.14 | -16.55 |
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Drawdowns
PSTR vs. IBID - Drawdown Comparison
The maximum PSTR drawdown since its inception was -14.73%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for PSTR and IBID.
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Drawdown Indicators
| PSTR | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -1.28% | -13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -0.55% | -6.13% |
Current DrawdownCurrent decline from peak | -2.39% | -0.55% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -0.22% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 0.13% | +1.16% |
Volatility
PSTR vs. IBID - Volatility Comparison
PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 3.45% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that PSTR'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
| PSTR | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 0.35% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 0.86% | +6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 1.23% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 2.24% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.55% | 2.24% | +10.31% |
PSTR vs. IBID - Expense Ratio Comparison
PSTR has a 1.07% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
PSTR vs. IBID - Dividend Comparison
PSTR's dividend yield for the trailing twelve months is around 4.94%, more than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
PSTR PeakShares Sector Rotation ETF | 4.94% | 4.96% | 1.57% | 0.00% |
Frequently Asked Questions
PSTR and IBID have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSTR has higher volatility (3.45%) compared to IBID (0.35%). In terms of maximum drawdown, PSTR dropped -14.73% vs IBID's -1.28%.
On 1-year performance, PSTR leads with 16.15% 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, PSTR has performed better with a 16.15% 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 1.07% for PSTR.
PSTR has the higher dividend yield at 4.94%, compared with 3.68% for IBID.
PSTR is categorized as Derivative Income, while IBID is Inflation-Protected Bonds. They also come from different issuers: PeakShares and iShares. Their fees differ too: 1.07% for PSTR and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.19 vs 1.81), 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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