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SGRT vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGRT vs. BIBL

Last updated Apr 2, 2026

Compare and contrast key facts about SMART Earnings Growth 30 ETF (SGRT) and Inspire 100 ETF (BIBL).

SGRT and BIBL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIBL is a passively managed fund by Inspire that tracks the performance of the Inspire 100 Index. It was launched on Oct 30, 2017.

Performance

SGRT vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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SGRT vs. BIBL - Yearly Performance Comparison

2026 (YTD)2025
SGRT
SMART Earnings Growth 30 ETF		9.56%25.25%
BIBL
Inspire 100 ETF		6.10%6.79%

Returns By Period

In the year-to-date period, SGRT achieves a 9.56% return, which is significantly higher than BIBL's 6.10% return.

SGRT

1D
2.70%
1M
-6.90%
YTD
9.56%
6M
15.63%
1Y
—
3Y*
—
5Y*
—
10Y*
—

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SMART Earnings Growth 30 ETF

Inspire 100 ETF

Often compared with SGRT:
SGRT vs. KEATSGRT vs. CWSSGRT vs. MEMXSGRT vs. GDMASGRT vs. FMTMSGRT vs. QDSIXSGRT vs. VUG
Often compared with BIBL:
BIBL vs. BLESBIBL vs. GLRYBIBL vs. TPHDBIBL vs. FDLSBIBL vs. KCEBIBL vs. JMOMBIBL vs. FPHAX

SGRT vs. BIBL - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is higher than BIBL's 0.35% expense ratio.

SGRT
SMART Earnings Growth 30 ETF
BIBL
Inspire 100 ETF

Return for Risk

SGRT vs. BIBL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGRT
BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
Martin Ratio Rank
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.

SGRT vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Inspire 100 ETF (BIBL). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGRT vs. BIBL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SGRTBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.25

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.43

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

0.54

+1.55

Correlation

The correlation between SGRT and BIBL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SGRT vs. BIBL - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than BIBL's 1.11% yield.

TTM202520242023202220212020201920182017
SGRT
SMART Earnings Growth 30 ETF		0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF		1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

SGRT vs. BIBL - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SGRT and BIBL.

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Drawdown Indicators

SGRTBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-36.12%

+18.25%

Max Drawdown (1Y)

Largest decline over 1 year

—

-13.93%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-30.85%

—

Current Drawdown

Current decline from peak

-7.09%

-4.96%

-2.13%

Average Drawdown

Average peak-to-trough decline

-3.52%

-7.17%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.95%

—

Volatility

SGRT vs. BIBL - Volatility Comparison

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Volatility by Period

SGRTBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.82%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

12.28%

—

Volatility (1Y)

Calculated over the trailing 1-year period

32.60%

20.39%

+12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

19.44%

+13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.60%

21.15%

+11.45%