SROI vs. IBIC
SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. SROI is actively managed, while IBIC is passively managed. Over the past year, SROI returned 21.36% vs 4.02% for IBIC. Their -0.06 correlation means they have often moved in opposite directions in the past. SROI charges 0.95%/yr vs 0.10%/yr for IBIC.
Performance
SROI vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, SROI achieves a 14.28% return, which is significantly higher than IBIC's 2.67% return.
SROI
- 1D
- 1.56%
- 1M
- 3.26%
- 6M
- 11.34%
- YTD
- 14.28%
- 1Y
- 21.36%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.16%
IBIC
- 1D
- 0.00%
- 1M
- 0.21%
- 6M
- 2.37%
- YTD
- 2.67%
- 1Y
- 4.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.04M | $809.24K | $530.96K | |
| $12.03K | $13.42K | $18.49K |
SROI vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 14.28% | 16.36% | 9.48% | 6.74% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.67% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between SROI and IBIC is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | -0.06 |
Over the past year, the inverse relationship between SROI and IBIC has strengthened: their correlation has moved from -0.06 to -0.26, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
SROI vs. IBIC — Risk / Return Rank
SROI
IBIC
SROI vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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.
| SROI | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -5.97 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 2.09 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 15.07 | -12.97 |
| Martin ratioReturn relative to average drawdown | 8.74 | 51.54 | -42.80 |
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Drawdowns
SROI vs. IBIC - Drawdown Comparison
The maximum SROI drawdown since its inception was -15.38%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for SROI and IBIC.
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Drawdown Indicators
| SROI | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -0.90% | -14.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -0.27% | -9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.38% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -0.10% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 0.08% | +2.37% |
Volatility
SROI vs. IBIC - Volatility Comparison
Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) has a higher volatility of 4.43% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.23%. This indicates that SROI'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
| SROI | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 0.23% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 0.69% | +11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 0.89% | +13.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 1.54% | +12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.06% | 1.54% | +12.52% |
SROI vs. IBIC - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
SROI vs. IBIC - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.53%, less than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% |
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.53% | 0.60% | 0.68% | 0.94% |
Frequently Asked Questions
SROI and IBIC have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SROI has higher volatility (4.43%) compared to IBIC (0.23%). In terms of maximum drawdown, SROI dropped -15.38% vs IBIC's -0.90%.
On 1-year performance, SROI leads with 21.36% vs 4.02% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SROI has performed better with a 21.36% return vs 4.02%. 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 0.95% for SROI.
IBIC has the higher dividend yield at 4.62%, compared with 0.53% for SROI.
SROI is categorized as Global Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Calamos and iShares. Their fees differ too: 0.95% for SROI and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.57 vs 1.47), 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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