SOLT vs. IBMO
SOLT (2x Solana ETF) and IBMO (iShares iBonds Dec 2026 Term Muni Bond ETF) are both exchange-traded funds - SOLT is a Blockchain fund actively managed by Volatility Shares, while IBMO is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted Dec 2026 Index. SOLT is actively managed, while IBMO is passively managed. Over the past year, SOLT returned -89.02% vs 2.62% for IBMO. At a correlation of -0.01, they often move in opposite directions. SOLT charges 1.85%/yr vs 0.18%/yr for IBMO.
Performance
SOLT vs. IBMO - Performance Comparison
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Returns By Period
In the year-to-date period, SOLT achieves a -77.47% return, which is significantly lower than IBMO's 1.03% return.
SOLT
- 1D
- -10.71%
- 1M
- -37.12%
- YTD
- -77.47%
- 6M
- -77.71%
- 1Y
- -89.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBMO
- 1D
- 0.02%
- 1M
- 0.19%
- YTD
- 1.03%
- 6M
- 1.02%
- 1Y
- 2.62%
- 3Y*
- 2.80%
- 5Y*
- 0.72%
- 10Y*
- —
SOLT vs. IBMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOLT 2x Solana ETF | -77.47% | -55.52% |
IBMO iShares iBonds Dec 2026 Term Muni Bond ETF | 1.03% | 2.41% |
Correlation
The correlation between SOLT and IBMO is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2025 | -0.01 |
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Return for Risk
SOLT vs. IBMO — Risk / Return Rank
SOLT
IBMO
SOLT vs. IBMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 2x Solana ETF (SOLT) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). 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.
| SOLT | IBMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -4.87 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.49 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 6.95 | -7.88 |
| Martin ratioReturn relative to average drawdown | -1.26 | 20.64 | -21.90 |
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Drawdowns
SOLT vs. IBMO - Drawdown Comparison
The maximum SOLT drawdown since its inception was -96.28%, which is greater than IBMO's maximum drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for SOLT and IBMO.
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Drawdown Indicators
| SOLT | IBMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.28% | -14.77% | -81.51% |
Max Drawdown (1Y)Largest decline over 1 year | -96.28% | -0.38% | -95.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.86% | — |
Current DrawdownCurrent decline from peak | -95.74% | 0.00% | -95.74% |
Average DrawdownAverage peak-to-trough decline | -54.92% | -2.31% | -52.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 70.78% | 0.13% | +70.65% |
Volatility
SOLT vs. IBMO - Volatility Comparison
2x Solana ETF (SOLT) has a higher volatility of 43.69% compared to iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) at 0.22%. This indicates that SOLT's price experiences larger fluctuations and is considered to be riskier than IBMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOLT | IBMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 43.69% | 0.22% | +43.47% |
Volatility (6M)Calculated over the trailing 6-month period | 104.76% | 0.79% | +103.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.24% | 1.10% | +147.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 151.89% | 2.14% | +149.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 151.89% | 4.50% | +147.39% |
SOLT vs. IBMO - Expense Ratio Comparison
SOLT has a 1.85% expense ratio, which is higher than IBMO's 0.18% expense ratio.
Dividends
SOLT vs. IBMO - Dividend Comparison
SOLT's dividend yield for the trailing twelve months is around 6.91%, more than IBMO's 2.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBMO iShares iBonds Dec 2026 Term Muni Bond ETF | 2.39% | 2.37% | 2.15% | 1.65% | 0.89% | 0.62% | 1.03% | 1.01% |
SOLT 2x Solana ETF | 6.91% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SOLT and IBMO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOLT has higher volatility (43.69%) compared to IBMO (0.22%). In terms of maximum drawdown, SOLT dropped -96.28% vs IBMO's -14.77%.
On 1-year performance, IBMO leads with 2.62% vs -89.02% for SOLT. On fees, IBMO is cheaper at 0.18% per year. On volatility, IBMO has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBMO has performed better with a 2.62% return vs -89.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBMO is cheaper with a 0.18% expense ratio, compared with 1.85% for SOLT.
SOLT has the higher dividend yield at 6.91%, compared with 2.39% for IBMO.
SOLT is categorized as Blockchain, while IBMO is Municipal Bonds. They also come from different issuers: Volatility Shares and iShares. Their fees differ too: 1.85% for SOLT and 0.18% for IBMO.
IBMO currently has the higher Sharpe Ratio (2.39 vs -0.60), 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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