ROE vs. IBIC
ROE (Astoria US Equal Weight Quality Kings ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - ROE is a Large Cap Value Equities fund actively managed by Astoria, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. ROE is actively managed, while IBIC is passively managed. Over the past year, ROE returned 37.99% vs 4.54% for IBIC. At a correlation of -0.04, they often move in opposite directions. ROE charges 0.49%/yr vs 0.10%/yr for IBIC.
Performance
ROE vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, ROE achieves a 20.98% return, which is significantly higher than IBIC's 2.37% return.
ROE
- 1D
- -0.04%
- 1M
- 8.10%
- YTD
- 20.98%
- 6M
- 21.56%
- 1Y
- 37.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROE vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ROE Astoria US Equal Weight Quality Kings ETF | 20.98% | 17.20% | 18.34% | 9.59% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between ROE and IBIC is -0.20, 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 | -0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | -0.04 |
The correlation between ROE and IBIC shifts across timeframes, from -0.20 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROE vs. IBIC — Risk / Return Rank
ROE
IBIC
ROE vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) 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.
| ROE | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -5.43 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 2.24 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 17.27 | -12.86 |
| Martin ratioReturn relative to average drawdown | 19.92 | 67.45 | -47.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROE | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 5.05 | -2.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 3.49 | -2.10 |
Drawdowns
ROE vs. IBIC - Drawdown Comparison
The maximum ROE drawdown since its inception was -19.10%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for ROE and IBIC.
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Drawdown Indicators
| ROE | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.10% | -0.90% | -18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -0.26% | -8.40% |
Current DrawdownCurrent decline from peak | -0.04% | -0.13% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -0.10% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 0.07% | +1.84% |
Volatility
ROE vs. IBIC - Volatility Comparison
Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 3.79% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that ROE'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
| ROE | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.33% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 0.67% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 0.90% | +13.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 1.58% | +14.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 1.58% | +14.20% |
ROE vs. IBIC - Expense Ratio Comparison
ROE has a 0.49% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
ROE vs. IBIC - Dividend Comparison
ROE's dividend yield for the trailing twelve months is around 0.94%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
ROE Astoria US Equal Weight Quality Kings ETF | 0.94% | 0.97% | 1.18% | 0.68% |
Frequently Asked Questions
ROE and IBIC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROE has higher volatility (3.79%) compared to IBIC (0.33%). In terms of maximum drawdown, ROE dropped -19.10% vs IBIC's -0.90%.
On 1-year performance, ROE leads with 37.99% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ROE has performed better with a 37.99% return vs 4.54%. 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 0.49% for ROE.
IBIC has the higher dividend yield at 3.59%, compared with 0.94% for ROE.
ROE is categorized as Large Cap Value Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Astoria and iShares. Their fees differ too: 0.49% for ROE and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 2.74), 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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