PortfoliosLab logoPortfoliosLab logo
SPXE vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXE vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Energy ETF (SPXE) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPXE achieves a 10.29% return, which is significantly higher than IBIC's 2.37% return.


SPXE

1D
-0.72%
1M
5.33%
YTD
10.29%
6M
10.47%
1Y
27.46%
3Y*
22.55%
5Y*
13.56%
10Y*
15.72%

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXE vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
SPXE
ProShares S&P 500 Ex-Energy ETF
10.29%18.03%25.72%8.35%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between SPXE and IBIC is -0.25, 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

-0.25

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.07

The correlation between SPXE and IBIC shifts across timeframes, from -0.25 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SPXE vs. IBIC — Risk / Return Rank

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

SPXE
SPXE Risk / Return Rank: 6464
Overall Rank
SPXE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPXE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPXE Omega Ratio Rank: 6565
Omega Ratio Rank
SPXE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPXE Martin Ratio Rank: 6868
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
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.

SPXE vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) 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.


SPXEIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.83

Sortino ratioReturn per unit of downside risk

-6.06

Omega ratioGain probability vs. loss probability

1.40

2.24

-0.84

Calmar ratioReturn relative to maximum drawdown

2.73

17.27

-14.54

Martin ratioReturn relative to average drawdown

12.40

67.45

-55.05

SPXE vs. IBIC - Sharpe Ratio Comparison

The current SPXE Sharpe Ratio is 2.22, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of SPXE 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.


Loading charts...

Sharpe Ratios by Period


SPXEIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

5.05

-2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

3.49

-2.58

Drawdowns

SPXE vs. IBIC - Drawdown Comparison

The maximum SPXE drawdown since its inception was -32.27%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SPXE and IBIC.


Loading charts...

Drawdown Indicators


SPXEIBICDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-0.90%

-31.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-0.26%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-0.72%

-0.13%

-0.59%

Average Drawdown

Average peak-to-trough decline

-4.47%

-0.10%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

0.07%

+2.15%

Volatility

SPXE vs. IBIC - Volatility Comparison

ProShares S&P 500 Ex-Energy ETF (SPXE) has a higher volatility of 3.20% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that SPXE'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.


Loading charts...

Volatility by Period


SPXEIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

0.33%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

0.67%

+8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

0.90%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

1.58%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

1.58%

+15.84%

SPXE vs. IBIC - Expense Ratio Comparison

SPXE has a 0.09% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXE vs. IBIC - Dividend Comparison

SPXE's dividend yield for the trailing twelve months is around 0.91%, less 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%
SPXE
ProShares S&P 500 Ex-Energy ETF
0.91%0.99%1.09%1.29%1.49%0.94%1.16%1.38%1.61%1.65%1.53%0.51%

Frequently Asked Questions


SPXE and IBIC have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXE has higher volatility (3.20%) compared to IBIC (0.33%). In terms of maximum drawdown, SPXE dropped -32.27% vs IBIC's -0.90%.

On 1-year performance, SPXE leads with 27.46% vs 4.54% for IBIC. On fees, SPXE is cheaper at 0.09% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPXE has performed better with a 27.46% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXE is cheaper with a 0.09% expense ratio, compared with 0.10% for IBIC.

IBIC has the higher dividend yield at 3.59%, compared with 0.91% for SPXE.

SPXE is categorized as S&P 500, while IBIC is Inflation-Protected Bonds. SPXE tracks S&P 500 Ex-Energy Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.09% for SPXE and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.22), 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 SPXE and IBIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer