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SPCK vs. IBDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPCK vs. IBDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPAC and New Issue ETF (SPCK) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPCK achieves a 1.97% return, which is significantly higher than IBDT's 0.80% return.


SPCK

1D
-0.09%
1M
-0.83%
YTD
1.97%
6M
2.02%
1Y
-2.72%
3Y*
3.47%
5Y*
-1.53%
10Y*

IBDT

1D
0.00%
1M
0.25%
YTD
0.80%
6M
1.02%
1Y
4.28%
3Y*
5.62%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPCK vs. IBDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPCK
SPAC and New Issue ETF
1.97%7.81%2.84%-4.10%-12.25%9.28%3.39%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.80%7.02%3.97%7.72%-11.42%-1.90%0.56%

Correlation

The correlation between SPCK and IBDT is -0.14, 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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2020

0.05

The correlation between SPCK and IBDT shifts across timeframes, from -0.14 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPCK vs. IBDT — Risk / Return Rank

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

SPCK
SPCK Risk / Return Rank: 55
Overall Rank
SPCK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPCK Sortino Ratio Rank: 66
Sortino Ratio Rank
SPCK Omega Ratio Rank: 55
Omega Ratio Rank
SPCK Calmar Ratio Rank: 44
Calmar Ratio Rank
SPCK Martin Ratio Rank: 33
Martin Ratio Rank

IBDT
IBDT Risk / Return Rank: 8888
Overall Rank
IBDT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9090
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8282
Calmar Ratio Rank
IBDT Martin Ratio Rank: 8989
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.

SPCK vs. IBDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPAC and New Issue ETF (SPCK) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.


SPCKIBDTDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

0.94

1.55

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.52

4.18

-4.70

Martin ratioReturn relative to average drawdown

-1.13

19.09

-20.23

SPCK vs. IBDT - Sharpe Ratio Comparison

The current SPCK Sharpe Ratio is -0.32, which is lower than the IBDT Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of SPCK and IBDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPCK vs. IBDT - Drawdown Comparison

The maximum SPCK drawdown since its inception was -28.28%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for SPCK and IBDT.


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Drawdown Indicators


SPCKIBDTDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-17.79%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-1.03%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.72%

-3.19%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-17.68%

-2.91%

Current Drawdown

Current decline from peak

-16.58%

-0.18%

-16.40%

Average Drawdown

Average peak-to-trough decline

-18.83%

-4.13%

-14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

0.22%

+4.42%

Volatility

SPCK vs. IBDT - Volatility Comparison

SPAC and New Issue ETF (SPCK) has a higher volatility of 2.47% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.49%. This indicates that SPCK's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPCKIBDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

0.49%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

1.10%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

8.67%

1.62%

+7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

5.06%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.22%

6.35%

+2.87%

SPCK vs. IBDT - Expense Ratio Comparison

SPCK has a 0.95% expense ratio, which is higher than IBDT's 0.10% expense ratio.


Dividends

SPCK vs. IBDT - Dividend Comparison

SPCK's dividend yield for the trailing twelve months is around 16.17%, more than IBDT's 4.55% yield.


PositionTTM20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.55%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%
SPCK
SPAC and New Issue ETF
16.17%16.48%0.69%2.27%0.00%1.28%0.00%0.00%0.00%

Frequently Asked Questions


SPCK and IBDT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPCK has higher volatility (2.47%) compared to IBDT (0.49%). In terms of maximum drawdown, SPCK dropped -28.28% vs IBDT's -17.79%.

On 5-year performance, IBDT leads with 1.27% vs -1.53% for SPCK. On fees, IBDT is cheaper at 0.10% per year. On volatility, IBDT has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDT has performed better with a 1.27% return vs -1.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDT is cheaper with a 0.10% expense ratio, compared with 0.95% for SPCK.

SPCK has the higher dividend yield at 16.17%, compared with 4.55% for IBDT.

SPCK is categorized as Event Driven, while IBDT is Corporate Bonds. They also come from different issuers: Tuttle Capital Management and iShares. Their fees differ too: 0.95% for SPCK and 0.10% for IBDT.

IBDT currently has the higher Sharpe Ratio (2.65 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for SPCK and IBDT

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