SFYF vs. IBID

Last updated Jun 24, 2026

SFYF (SoFi Social 50 ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - SFYF is a Large Cap Growth Equities fund tracking the SoFi Social 50 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, SFYF returned 34.24% vs 3.92% for IBID. At a 0.01 correlation, their price movements are largely independent. SFYF charges 0.29%/yr vs 0.10%/yr for IBID.

Performance

SFYF vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) 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, SFYF achieves a 8.48% return, which is significantly higher than IBID's 1.94% return.

SFYF

• 1D: -2.42%
• 1M: -2.98%
• YTD: 8.48%
• 6M: 6.33%
• 1Y: 34.24%
• 3Y*: 32.23%
• 5Y*: 9.95%
• 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)

SFYF vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SFYF SoFi Social 50 ETF	8.48%	30.00%	44.62%	6.91%
IBID iShares iBonds Oct 2027 Term TIPS ETF	1.94%	5.66%	4.71%	2.61%

Correlation

The correlation between SFYF and IBID is -0.13, 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	-0.13
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.01

The correlation between SFYF and IBID shifts across timeframes, from -0.13 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SFYF vs. IBID — Risk / Return Rank

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

SFYF

SFYF Risk / Return Rank: 50
SFYF Sharpe Ratio Rank: 55
SFYF Sortino Ratio Rank: 49
SFYF Omega Ratio Rank: 50
SFYF Calmar Ratio Rank: 48
SFYF Martin Ratio Rank: 46

IBID

IBID Risk / Return Rank: 95
IBID Sharpe Ratio Rank: 94
IBID Sortino Ratio Rank: 96
IBID Omega Ratio Rank: 95
IBID Calmar Ratio Rank: 95
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.

SFYF vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) 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.

	SFYF	IBID	Difference
Sharpe ratio: Return per unit of total volatility	1.75	3.19	-1.44
Sortino ratio: Return per unit of downside risk	2.29	5.38	-3.09
Omega ratio: Gain probability vs. loss probability	1.30	1.72	-0.42
Calmar ratio: Return relative to maximum drawdown	2.27	7.20	-4.94
Martin ratio: Return relative to average drawdown	7.28	29.14	-21.86

SFYF vs. IBID - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.75, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of SFYF 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

SFYF vs. IBID - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for SFYF and IBID.

Drawdown Indicators

	SFYF	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-1.28%	-54.81%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	-0.55%	-14.63%
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	—	—
Current Drawdown Current decline from peak	-7.13%	-0.55%	-6.58%
Average Drawdown Average peak-to-trough decline	-16.49%	-0.22%	-16.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	0.13%	+4.59%

Volatility

SFYF vs. IBID - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 8.20% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that SFYF'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

	SFYF	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.20%	0.35%	+7.85%
Volatility (6M) Calculated over the trailing 6-month period	14.97%	0.86%	+14.11%
Volatility (1Y) Calculated over the trailing 1-year period	19.70%	1.23%	+18.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.37%	2.24%	+27.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	2.24%	+28.45%

SFYF vs. IBID - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

SFYF vs. IBID - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.30%, less than IBID's 3.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.68%	4.43%	4.24%	0.81%	0.00%	0.00%	0.00%	0.00%
SFYF SoFi Social 50 ETF	0.30%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%

Frequently Asked Questions

Can I hold both SFYF and IBID in my portfolio?

SFYF and IBID have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFYF or IBID?

SFYF has higher volatility (8.20%) compared to IBID (0.35%). In terms of maximum drawdown, SFYF dropped -56.09% vs IBID's -1.28%.

Which ETF is better, SFYF or IBID?

On 1-year performance, SFYF leads with 34.24% 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.

Which ETF has performed better, SFYF or IBID?

Over the 1-year period, SFYF has performed better with a 34.24% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFYF or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 0.29% for SFYF.

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

IBID has the higher dividend yield at 3.68%, compared with 0.30% for SFYF.

What is the main difference between SFYF and IBID?

SFYF is categorized as Large Cap Growth Equities, while IBID is Inflation-Protected Bonds. SFYF tracks SoFi Social 50 Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Toroso Investments and iShares. Their fees differ too: 0.29% for SFYF and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.19 vs 1.75), 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.