THLV vs. IBIC
THLV (THOR Equal Weight Low Volatility ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - THLV is a Large Cap Blend Equities fund tracking the THOR Equal Weight Low Volatility Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, THLV returned 18.29% vs 4.54% for IBIC. At a 0.03 correlation, their price movements are largely independent. THLV charges 0.64%/yr vs 0.10%/yr for IBIC.
Performance
THLV vs. IBIC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, THLV achieves a 9.49% return, which is significantly higher than IBIC's 2.37% return.
THLV
- 1D
- -0.39%
- 1M
- 2.27%
- YTD
- 9.49%
- 6M
- 9.41%
- 1Y
- 18.29%
- 3Y*
- 12.59%
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THLV vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
THLV THOR Equal Weight Low Volatility ETF | 9.49% | 10.50% | 9.52% | 3.35% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between THLV and IBIC 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 18, 2023 | 0.03 |
The correlation between THLV and IBIC shifts across timeframes, from -0.09 (1 year) to 0.03 (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
THLV vs. IBIC — Risk / Return Rank
THLV
IBIC
THLV vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THOR Equal Weight Low Volatility ETF (THLV) 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.
| THLV | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -6.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 2.24 | -0.91 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 17.27 | -14.51 |
| Martin ratioReturn relative to average drawdown | 8.38 | 67.45 | -59.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| THLV | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 5.05 | -3.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 3.49 | -2.61 |
Drawdowns
THLV vs. IBIC - Drawdown Comparison
The maximum THLV drawdown since its inception was -13.15%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for THLV and IBIC.
Loading charts...
Drawdown Indicators
| THLV | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.15% | -0.90% | -12.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -0.26% | -6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | — | — |
Current DrawdownCurrent decline from peak | -1.99% | -0.13% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -0.10% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 0.07% | +2.12% |
Volatility
THLV vs. IBIC - Volatility Comparison
THOR Equal Weight Low Volatility ETF (THLV) has a higher volatility of 3.45% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that THLV'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
| THLV | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 0.33% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 0.67% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.84% | 0.90% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 1.58% | +10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.73% | 1.58% | +10.15% |
THLV vs. IBIC - Expense Ratio Comparison
THLV has a 0.64% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
THLV vs. IBIC - Dividend Comparison
THLV's dividend yield for the trailing twelve months is around 1.62%, less than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% | 0.00% |
THLV THOR Equal Weight Low Volatility ETF | 1.62% | 1.77% | 1.25% | 2.72% | 0.62% |
Frequently Asked Questions
THLV and IBIC 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.
THLV has higher volatility (3.45%) compared to IBIC (0.33%). In terms of maximum drawdown, THLV dropped -13.15% vs IBIC's -0.90%.
On 1-year performance, THLV leads with 18.29% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% 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, THLV has performed better with a 18.29% return vs 4.54%. 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 0.64% for THLV.
IBIC has the higher dividend yield at 3.59%, compared with 1.62% for THLV.
THLV is categorized as Large Cap Blend Equities, while IBIC is Inflation-Protected Bonds. THLV tracks THOR Equal Weight Low Volatility Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: THOR and iShares. Their fees differ too: 0.64% for THLV and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 1.87), 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.
Find the right allocation for THLV 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