SQLV vs. IBID
SQLV (Royce Quant Small-Cap Quality Value ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - SQLV is a Small Cap Value Equities fund actively managed by Franklin Templeton, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. SQLV is actively managed, while IBID is passively managed. Over the past year, SQLV returned 28.84% vs 3.92% for IBID. At a 0.02 correlation, their price movements are largely independent. SQLV charges 0.60%/yr vs 0.10%/yr for IBID.
Performance
SQLV vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, SQLV achieves a 16.34% return, which is significantly higher than IBID's 1.94% return.
SQLV
- 1D
- 0.83%
- 1M
- 3.63%
- YTD
- 16.34%
- 6M
- 15.01%
- 1Y
- 28.84%
- 3Y*
- 13.42%
- 5Y*
- 7.15%
- 10Y*
- —
IBID
- 1D
- -0.05%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 2.03%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SQLV vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 16.34% | 2.50% | 4.76% | 12.83% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between SQLV and IBID is -0.09, 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 | -0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.02 |
The correlation between SQLV and IBID shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SQLV vs. IBID — Risk / Return Rank
SQLV
IBID
SQLV vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| SQLV | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.72 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 7.20 | -3.93 |
| Martin ratioReturn relative to average drawdown | 9.82 | 29.14 | -19.32 |
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Drawdowns
SQLV vs. IBID - Drawdown Comparison
The maximum SQLV drawdown since its inception was -48.34%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for SQLV and IBID.
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Drawdown Indicators
| SQLV | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -1.28% | -47.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -0.55% | -8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -26.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | — | — |
Current DrawdownCurrent decline from peak | -0.96% | -0.55% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -0.22% | -8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 0.13% | +2.82% |
Volatility
SQLV vs. IBID - Volatility Comparison
Royce Quant Small-Cap Quality Value ETF (SQLV) has a higher volatility of 4.55% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that SQLV's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SQLV | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 0.35% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 0.86% | +10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 1.23% | +16.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 2.24% | +18.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.32% | 2.24% | +21.08% |
SQLV vs. IBID - Expense Ratio Comparison
SQLV has a 0.60% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
SQLV vs. IBID - Dividend Comparison
SQLV's dividend yield for the trailing twelve months is around 1.01%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SQLV Royce Quant Small-Cap Quality Value ETF | 1.01% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
Frequently Asked Questions
SQLV and IBID have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SQLV has higher volatility (4.55%) compared to IBID (0.35%). In terms of maximum drawdown, SQLV dropped -48.34% vs IBID's -1.28%.
On 1-year performance, SQLV leads with 28.84% vs 3.92% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SQLV has performed better with a 28.84% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.60% for SQLV.
IBID has the higher dividend yield at 3.68%, compared with 1.01% for SQLV.
SQLV is categorized as Small Cap Value Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.60% for SQLV and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.19 vs 1.64), 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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