PortfoliosLab logoPortfoliosLab logo
SXQG vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXQG vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXQG achieves a -2.67% return, which is significantly lower than BIBL's 23.84% return.


SXQG

1D
-0.87%
1M
1.05%
YTD
-2.67%
6M
-2.94%
1Y
-0.51%
3Y*
11.07%
5Y*
5.59%
10Y*

BIBL

1D
0.42%
1M
5.68%
YTD
23.84%
6M
22.77%
1Y
40.34%
3Y*
22.20%
5Y*
10.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXQG vs. BIBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXQG
ETC 6 Meridian Quality Growth ETF
-2.67%4.43%18.77%28.32%-23.93%12.62%
BIBL
Inspire 100 ETF
23.84%17.27%12.49%17.87%-23.26%13.33%

Correlation

The correlation between SXQG and BIBL is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

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

0.77

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

0.84

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.84

Over the past year, the correlation between SXQG and BIBL has dropped to 0.60 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

SXQG vs. BIBL - Sectors Allocation Comparison


Sectors
SXQG
BIBL

Technology

30.3%
30.1%

Communication Services

15.6%

-

Healthcare

15.6%
4.3%

Consumer Defensive

12.4%
0.5%

Financial Services

12.2%
8.3%

Consumer Cyclical

7.5%
0.3%

Industrials

5.5%
26.8%

Energy

0.7%
6.9%

Basic Materials

0.2%
4.2%

Real Estate

-

14.7%

Utilities

-

3.5%

Technology

SXQG
30.3%
BIBL
30.1%

Communication Services

SXQG
15.6%
BIBL

-

Healthcare

SXQG
15.6%
BIBL
4.3%

Consumer Defensive

SXQG
12.4%
BIBL
0.5%

Financial Services

SXQG
12.2%
BIBL
8.3%

Consumer Cyclical

SXQG
7.5%
BIBL
0.3%

Industrials

SXQG
5.5%
BIBL
26.8%

Energy

SXQG
0.7%
BIBL
6.9%

Basic Materials

SXQG
0.2%
BIBL
4.2%

Real Estate

SXQG

-

BIBL
14.7%

Utilities

SXQG

-

BIBL
3.5%

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

SXQG vs. BIBL — Risk / Return Rank

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

SXQG
SXQG Risk / Return Rank: 88
Overall Rank
SXQG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SXQG Sortino Ratio Rank: 88
Sortino Ratio Rank
SXQG Omega Ratio Rank: 88
Omega Ratio Rank
SXQG Calmar Ratio Rank: 99
Calmar Ratio Rank
SXQG Martin Ratio Rank: 99
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8181
Overall Rank
BIBL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7575
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8888
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.

SXQG vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) and Inspire 100 ETF (BIBL). 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.


SXQGBIBLDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.04

4.53

-4.57

Martin ratioReturn relative to average drawdown

-0.11

19.63

-19.74

SXQG vs. BIBL - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is -0.04, which is lower than the BIBL Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of SXQG and BIBL, 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


SXQGBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.62

-2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.52

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.63

-0.30

Drawdowns

SXQG vs. BIBL - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SXQG and BIBL.


Loading charts...

Drawdown Indicators


SXQGBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-33.97%

-36.12%

+2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-8.94%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-20.60%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-33.97%

-30.85%

-3.12%

Current Drawdown

Current decline from peak

-5.52%

0.00%

-5.52%

Average Drawdown

Average peak-to-trough decline

-10.12%

-7.04%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

2.06%

+2.85%

Volatility

SXQG vs. BIBL - Volatility Comparison

The current volatility for ETC 6 Meridian Quality Growth ETF (SXQG) is 3.09%, while Inspire 100 ETF (BIBL) has a volatility of 4.62%. This indicates that SXQG experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXQGBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

4.62%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

12.63%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

15.47%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

19.59%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

21.08%

-3.11%

SXQG vs. BIBL - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

SXQG vs. BIBL - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.07%, less than BIBL's 0.95% yield.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
SXQG
ETC 6 Meridian Quality Growth ETF
0.07%0.15%0.00%0.02%0.09%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXQG and BIBL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIBL has higher volatility (4.62%) compared to SXQG (3.09%). In terms of maximum drawdown, SXQG dropped -33.97% vs BIBL's -36.12%.

On 5-year performance, BIBL leads with 10.11% vs 5.59% for SXQG. On fees, BIBL is cheaper at 0.35% per year. On volatility, SXQG has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIBL has performed better with a 10.11% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 1.00% for SXQG.

BIBL has the higher dividend yield at 0.95%, compared with 0.07% for SXQG.

They also come from different issuers: Meridian and Inspire. Their fees differ too: 1.00% for SXQG and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (2.62 vs -0.04), 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 SXQG and BIBL

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