QUSA vs. IBIC
QUSA (VistaShares Target 15™ USA Quality Income ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - QUSA is a Derivative Income fund actively managed by VistaShares, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. QUSA is actively managed, while IBIC is passively managed. Over the past year, QUSA returned 5.03% vs 4.42% for IBIC. At a correlation of -0.20, they often move in opposite directions. QUSA charges 0.95%/yr vs 0.10%/yr for IBIC.
Performance
QUSA vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, QUSA achieves a 8.69% return, which is significantly higher than IBIC's 2.43% return.
QUSA
- 1D
- -1.11%
- 1M
- -0.43%
- YTD
- 8.69%
- 6M
- 8.33%
- 1Y
- 5.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.04%
- 1M
- 0.12%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 4.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUSA vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUSA VistaShares Target 15™ USA Quality Income ETF | 8.69% | -3.27% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.43% | 2.12% |
Correlation
The correlation between QUSA and IBIC is -0.19, 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 | -0.19 |
Correlation (All Time) Calculated using the full available price history since May 6, 2025 | -0.20 |
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Return for Risk
QUSA vs. IBIC — Risk / Return Rank
QUSA
IBIC
QUSA vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15™ USA Quality Income ETF (QUSA) 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.
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.
| QUSA | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.52 | ||
| Sortino ratioReturn per unit of downside risk | -8.22 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 2.22 | -1.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 16.56 | -16.06 |
| Martin ratioReturn relative to average drawdown | 1.19 | 58.67 | -57.48 |
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Drawdowns
QUSA vs. IBIC - Drawdown Comparison
The maximum QUSA drawdown since its inception was -10.64%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for QUSA and IBIC.
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Drawdown Indicators
| QUSA | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.64% | -0.90% | -9.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -0.27% | -9.85% |
Current DrawdownCurrent decline from peak | -1.82% | -0.08% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -0.10% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 0.08% | +4.15% |
Volatility
QUSA vs. IBIC - Volatility Comparison
VistaShares Target 15™ USA Quality Income ETF (QUSA) has a higher volatility of 3.79% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that QUSA'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
| QUSA | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.17% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 0.67% | +7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 0.89% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 1.56% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.64% | 1.56% | +9.08% |
QUSA vs. IBIC - Expense Ratio Comparison
QUSA has a 0.95% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
QUSA vs. IBIC - Dividend Comparison
QUSA's dividend yield for the trailing twelve months is around 12.60%, more than IBIC's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.58% | 4.43% | 4.65% | 0.83% |
QUSA VistaShares Target 15™ USA Quality Income ETF | 12.60% | 6.61% | 0.00% | 0.00% |
Frequently Asked Questions
QUSA and IBIC have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUSA has higher volatility (3.79%) compared to IBIC (0.17%). In terms of maximum drawdown, QUSA dropped -10.64% vs IBIC's -0.90%.
On 1-year performance, QUSA leads with 5.03% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QUSA has performed better with a 5.03% return vs 4.42%. 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 0.95% for QUSA.
QUSA has the higher dividend yield at 12.60%, compared with 3.58% for IBIC.
QUSA is categorized as Derivative Income, while IBIC is Inflation-Protected Bonds. They also come from different issuers: VistaShares and iShares. Their fees differ too: 0.95% for QUSA and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.99 vs 0.47), 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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