QJUN vs. IBID

Last updated Jun 23, 2026

QJUN (FT Cboe Vest Nasdaq-100 Buffer ETF - June) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - QJUN is a Nasdaq-100 fund actively managed by First Trust, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. QJUN is actively managed, while IBID is passively managed. Over the past year, QJUN returned 16.89% vs 4.04% for IBID. At a correlation of -0.00, they often move in opposite directions. QJUN charges 0.90%/yr vs 0.10%/yr for IBID.

Performance

QJUN vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QJUN achieves a 5.84% return, which is significantly higher than IBID's 1.99% return.

QJUN

• 1D: -0.38%
• 1M: 0.12%
• YTD: 5.84%
• 6M: 5.71%
• 1Y: 16.89%
• 3Y*: 15.47%
• 5Y*: 10.91%
• 10Y*: —

IBID

• 1D: 0.00%
• 1M: -0.19%
• YTD: 1.99%
• 6M: 2.08%
• 1Y: 4.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QJUN vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	5.84%	13.59%	16.36%	6.31%
IBID iShares iBonds Oct 2027 Term TIPS ETF	1.99%	5.66%	4.71%	2.61%

Correlation

The correlation between QJUN and IBID is -0.10, 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	-0.10
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	-0.00

The correlation between QJUN and IBID shifts across timeframes, from -0.10 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

Return for Risk

QJUN vs. IBID — Risk / Return Rank

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

QJUN

QJUN Risk / Return Rank: 77
QJUN Sharpe Ratio Rank: 73
QJUN Sortino Ratio Rank: 77
QJUN Omega Ratio Rank: 82
QJUN Calmar Ratio Rank: 68
QJUN Martin Ratio Rank: 87

IBID

IBID Risk / Return Rank: 95
IBID Sharpe Ratio Rank: 93
IBID Sortino Ratio Rank: 96
IBID Omega Ratio Rank: 96
IBID Calmar Ratio Rank: 96
IBID Martin Ratio Rank: 95

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.

QJUN vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) 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.

	QJUN	IBID	Difference
Sharpe ratio: Return per unit of total volatility	2.27	3.29	-1.02
Sortino ratio: Return per unit of downside risk	3.28	5.55	-2.28
Omega ratio: Gain probability vs. loss probability	1.47	1.75	-0.28
Calmar ratio: Return relative to maximum drawdown	3.27	8.22	-4.95
Martin ratio: Return relative to average drawdown	18.11	30.99	-12.88

QJUN vs. IBID - Sharpe Ratio Comparison

The current QJUN Sharpe Ratio is 2.27, which is lower than the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of QJUN 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.

Drawdowns

QJUN vs. IBID - Drawdown Comparison

The maximum QJUN drawdown since its inception was -19.92%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for QJUN and IBID.

Drawdown Indicators

	QJUN	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-1.28%	-18.64%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-0.49%	-4.69%
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.92%	—	—
Current Drawdown Current decline from peak	-0.38%	-0.49%	+0.11%
Average Drawdown Average peak-to-trough decline	-3.84%	-0.22%	-3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.94%	0.13%	+0.81%

Volatility

QJUN vs. IBID - Volatility Comparison

FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) has a higher volatility of 0.55% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that QJUN'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.

Volatility by Period

	QJUN	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.55%	0.35%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	5.57%	0.86%	+4.71%
Volatility (1Y) Calculated over the trailing 1-year period	7.49%	1.23%	+6.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.12%	2.24%	+11.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.11%	2.24%	+11.87%

QJUN vs. IBID - Expense Ratio Comparison

QJUN has a 0.90% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

QJUN vs. IBID - Dividend Comparison

QJUN has not paid dividends to shareholders, while IBID's dividend yield for the trailing twelve months is around 3.68%.

Position	TTM	2025	2024	2023
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.68%	4.43%	4.24%	0.81%
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QJUN and IBID in my portfolio?

QJUN 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.

Which is riskier, QJUN or IBID?

QJUN has higher volatility (0.55%) compared to IBID (0.35%). In terms of maximum drawdown, QJUN dropped -19.92% vs IBID's -1.28%.

Which ETF is better, QJUN or IBID?

On 1-year performance, QJUN leads with 16.89% vs 4.04% 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.

Which ETF has performed better, QJUN or IBID?

Over the 1-year period, QJUN has performed better with a 16.89% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QJUN or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 0.90% for QJUN.

Which ETF pays a higher dividend yield, QJUN or IBID?

IBID has the higher dividend yield at 3.68%, compared with 0.00% for QJUN.

What is the main difference between QJUN and IBID?

QJUN is categorized as Nasdaq-100, while IBID is Inflation-Protected Bonds. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.90% for QJUN and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.29 vs 2.27), 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.