SOLZ vs. IBMO
SOLZ (Solana ETF) and IBMO (iShares iBonds Dec 2026 Term Muni Bond ETF) are both exchange-traded funds - SOLZ is a Cryptocurrency 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. SOLZ is actively managed, while IBMO is passively managed. Over the past year, SOLZ returned -56.29% vs 2.64% for IBMO. At a correlation of -0.01, they often move in opposite directions. SOLZ charges 0.95%/yr vs 0.18%/yr for IBMO.
Performance
SOLZ vs. IBMO - Performance Comparison
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Returns By Period
In the year-to-date period, SOLZ achieves a -44.90% return, which is significantly lower than IBMO's 0.97% return.
SOLZ
- 1D
- -3.31%
- 1M
- -17.87%
- YTD
- -44.90%
- 6M
- -41.51%
- 1Y
- -56.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBMO
- 1D
- -0.03%
- 1M
- 0.21%
- YTD
- 0.97%
- 6M
- 1.10%
- 1Y
- 2.64%
- 3Y*
- 2.82%
- 5Y*
- 0.67%
- 10Y*
- —
SOLZ vs. IBMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOLZ Solana ETF | -44.90% | -14.53% |
IBMO iShares iBonds Dec 2026 Term Muni Bond ETF | 0.97% | 2.41% |
Correlation
The correlation between SOLZ 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
SOLZ vs. IBMO — Risk / Return Rank
SOLZ
IBMO
SOLZ vs. IBMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana ETF (SOLZ) 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.
| SOLZ | IBMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -4.91 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.49 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 7.02 | -7.76 |
| Martin ratioReturn relative to average drawdown | -1.16 | 20.83 | -22.00 |
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Drawdowns
SOLZ vs. IBMO - Drawdown Comparison
The maximum SOLZ drawdown since its inception was -75.68%, which is greater than IBMO's maximum drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for SOLZ and IBMO.
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Drawdown Indicators
| SOLZ | IBMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -14.77% | -60.91% |
Max Drawdown (1Y)Largest decline over 1 year | -75.68% | -0.38% | -75.30% |
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 | -73.38% | -0.05% | -73.33% |
Average DrawdownAverage peak-to-trough decline | -35.40% | -2.31% | -33.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.46% | 0.13% | +48.33% |
Volatility
SOLZ vs. IBMO - Volatility Comparison
Solana ETF (SOLZ) has a higher volatility of 21.45% compared to iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) at 0.22%. This indicates that SOLZ'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
| SOLZ | IBMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.45% | 0.22% | +21.23% |
Volatility (6M)Calculated over the trailing 6-month period | 51.82% | 0.80% | +51.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.42% | 1.10% | +73.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.57% | 2.14% | +74.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.57% | 4.50% | +72.07% |
SOLZ vs. IBMO - Expense Ratio Comparison
SOLZ has a 0.95% expense ratio, which is higher than IBMO's 0.18% expense ratio.
Dividends
SOLZ vs. IBMO - Dividend Comparison
SOLZ's dividend yield for the trailing twelve months is around 4.26%, 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% |
SOLZ Solana ETF | 4.26% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SOLZ 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.
SOLZ has higher volatility (21.45%) compared to IBMO (0.22%). In terms of maximum drawdown, SOLZ dropped -75.68% vs IBMO's -14.77%.
On 1-year performance, IBMO leads with 2.64% vs -56.29% for SOLZ. 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 2.64% return vs -56.29%. 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 0.95% for SOLZ.
SOLZ has the higher dividend yield at 4.26%, compared with 2.39% for IBMO.
SOLZ is categorized as Cryptocurrency, while IBMO is Municipal Bonds. They also come from different issuers: Volatility Shares and iShares. Their fees differ too: 0.95% for SOLZ and 0.18% for IBMO.
IBMO currently has the higher Sharpe Ratio (2.40 vs -0.76), 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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