QVMT vs. IBID
QVMT (Invesco S&P S&P 500 Concentrated QVM ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - QVMT is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-factor Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, QVMT returned 38.59% vs 4.04% for IBID. At a 0.01 correlation, their price movements are largely independent. QVMT charges 0.13%/yr vs 0.10%/yr for IBID.
Performance
QVMT vs. IBID - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QVMT achieves a 22.44% return, which is significantly higher than IBID's 1.99% return.
QVMT
- 1D
- 1.34%
- 1M
- 4.77%
- YTD
- 22.44%
- 6M
- 22.40%
- 1Y
- 38.59%
- 3Y*
- 24.07%
- 5Y*
- 13.72%
- 10Y*
- 13.59%
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QVMT vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QVMT Invesco S&P S&P 500 Concentrated QVM ETF | 22.44% | 19.08% | 14.40% | 6.63% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between QVMT and IBID is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QVMT vs. IBID — Risk / Return Rank
QVMT
IBID
QVMT vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) 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.
| QVMT | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.75 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 6.20 | 8.22 | -2.02 |
| Martin ratioReturn relative to average drawdown | 21.92 | 30.99 | -9.07 |
Loading charts...
Drawdowns
QVMT vs. IBID - Drawdown Comparison
The maximum QVMT drawdown since its inception was -48.05%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for QVMT and IBID.
Loading charts...
Drawdown Indicators
| QVMT | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.05% | -1.28% | -46.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -0.49% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.05% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -0.22% | -6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.13% | +1.64% |
Volatility
QVMT vs. IBID - Volatility Comparison
Invesco S&P S&P 500 Concentrated QVM ETF (QVMT) has a higher volatility of 4.12% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that QVMT'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.
Loading charts...
Volatility by Period
| QVMT | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 0.35% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 0.86% | +8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 1.23% | +11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 2.24% | +15.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 2.24% | +18.85% |
QVMT vs. IBID - Expense Ratio Comparison
QVMT has a 0.13% expense ratio, which is higher than IBID's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QVMT vs. IBID - Dividend Comparison
QVMT's dividend yield for the trailing twelve months is around 2.24%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QVMT Invesco S&P S&P 500 Concentrated QVM ETF | 2.24% | 2.42% | 2.71% | 3.05% | 2.49% | 2.31% | 2.70% | 2.23% | 2.48% | 2.37% | 1.11% | 0.54% |
Frequently Asked Questions
QVMT and IBID have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QVMT has higher volatility (4.12%) compared to IBID (0.35%). In terms of maximum drawdown, QVMT dropped -48.05% vs IBID's -1.28%.
On 1-year performance, QVMT leads with 38.59% 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.
Over the 1-year period, QVMT has performed better with a 38.59% return vs 4.04%. 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 0.13% for QVMT.
IBID has the higher dividend yield at 3.68%, compared with 2.24% for QVMT.
QVMT is categorized as S&P 500, while IBID is Inflation-Protected Bonds. QVMT tracks S&P 500 Quality, Value & Momentum Multi-factor Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.13% for QVMT and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.29 vs 3.02), 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.
Find the right allocation for QVMT and IBID
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer