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SPFF vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFF vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFF achieves a 5.25% return, which is significantly higher than IBIC's 2.39% return.


SPFF

1D
-0.52%
1M
1.66%
YTD
5.25%
6M
4.12%
1Y
16.51%
3Y*
9.03%
5Y*
1.77%
10Y*
3.11%

IBIC

1D
0.06%
1M
0.08%
YTD
2.39%
6M
2.49%
1Y
4.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFF vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
SPFF
Global X SuperIncome Preferred ETF
5.25%7.52%8.62%4.12%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.39%4.96%5.25%2.17%

Correlation

The correlation between SPFF and IBIC 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 (All Time)
Calculated using the full available price history since Sep 15, 2023

0.10

The correlation between SPFF and IBIC shifts across timeframes, from -0.14 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPFF vs. IBIC — Risk / Return Rank

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

SPFF
SPFF Risk / Return Rank: 4646
Overall Rank
SPFF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4646
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4242
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

SPFF vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


SPFFIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-6.53

Omega ratioGain probability vs. loss probability

1.29

2.21

-0.93

Calmar ratioReturn relative to maximum drawdown

2.19

16.41

-14.22

Martin ratioReturn relative to average drawdown

6.59

58.11

-51.52

SPFF vs. IBIC - Sharpe Ratio Comparison

The current SPFF Sharpe Ratio is 1.67, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of SPFF and IBIC, 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

SPFF vs. IBIC - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SPFF and IBIC.


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Drawdown Indicators


SPFFIBICDifference

Max Drawdown

Largest peak-to-trough decline

-35.92%

-0.90%

-35.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-0.27%

-7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

-1.75%

-0.11%

-1.64%

Average Drawdown

Average peak-to-trough decline

-4.05%

-0.10%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

0.08%

+2.43%

Volatility

SPFF vs. IBIC - Volatility Comparison

Global X SuperIncome Preferred ETF (SPFF) has a higher volatility of 3.60% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that SPFF's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFFIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

0.16%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

0.67%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

0.89%

+9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

1.57%

+9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

1.57%

+11.97%

SPFF vs. IBIC - Expense Ratio Comparison

SPFF has a 0.58% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

SPFF vs. IBIC - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.44%, more than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPFF
Global X SuperIncome Preferred ETF
6.44%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Frequently Asked Questions


SPFF and IBIC 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.

SPFF has higher volatility (3.60%) compared to IBIC (0.16%). In terms of maximum drawdown, SPFF dropped -35.92% vs IBIC's -0.90%.

On 1-year performance, SPFF leads with 16.51% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPFF has performed better with a 16.51% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.58% for SPFF.

SPFF has the higher dividend yield at 6.44%, compared with 3.59% for IBIC.

SPFF is categorized as Preferred Stock/Convertible Bonds, while IBIC is Inflation-Protected Bonds. SPFF tracks S&P Enhanced Yield North American Preferred Stock Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.58% for SPFF and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.94 vs 1.67), 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 SPFF and IBIC

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