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QIDX vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIDX vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) 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, QIDX achieves a 7.83% return, which is significantly higher than IBID's 1.94% return.


QIDX

1D
-0.33%
1M
1.28%
YTD
7.83%
6M
6.85%
1Y
12.09%
3Y*
5Y*
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)

QIDX vs. IBID - Yearly Performance Comparison


Correlation

The correlation between QIDX 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 Jan 2, 2025

-0.10

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Return for Risk

QIDX vs. IBID — Risk / Return Rank

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

QIDX
QIDX Risk / Return Rank: 3535
Overall Rank
QIDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
QIDX Omega Ratio Rank: 3030
Omega Ratio Rank
QIDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
QIDX Martin Ratio Rank: 4040
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.

QIDX vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) 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.


QIDXIBIDDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

1.19

1.72

-0.53

Calmar ratioReturn relative to maximum drawdown

1.75

7.20

-5.45

Martin ratioReturn relative to average drawdown

5.80

29.14

-23.34

QIDX vs. IBID - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.10, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of QIDX 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

QIDX vs. IBID - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for QIDX and IBID.


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Drawdown Indicators


QIDXIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-1.28%

-13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-0.55%

-6.37%

Current Drawdown

Current decline from peak

-1.29%

-0.55%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.24%

-0.22%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

0.13%

+1.96%

Volatility

QIDX vs. IBID - Volatility Comparison

Indexperts Quality Earnings Focused ETF (QIDX) has a higher volatility of 3.01% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that QIDX'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


QIDXIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

0.35%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

0.86%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

1.23%

+9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

2.24%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

2.24%

+12.30%

QIDX vs. IBID - Expense Ratio Comparison

QIDX has a 0.50% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

QIDX vs. IBID - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.85%, less than IBID's 3.68% yield.


PositionTTM202520242023
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%
QIDX
Indexperts Quality Earnings Focused ETF
0.85%0.84%0.00%0.00%

Frequently Asked Questions


QIDX 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.

QIDX has higher volatility (3.01%) compared to IBID (0.35%). In terms of maximum drawdown, QIDX dropped -14.99% vs IBID's -1.28%.

On 1-year performance, QIDX leads with 12.09% 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, QIDX has performed better with a 12.09% 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 0.50% for QIDX.

IBID has the higher dividend yield at 3.68%, compared with 0.85% for QIDX.

QIDX is categorized as Mid Cap Blend Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: Indexperts and iShares. Their fees differ too: 0.50% for QIDX and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.19 vs 1.10), 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 QIDX and IBID

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