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TSEL vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSEL achieves a 3.62% return, which is significantly higher than IBID's 2.46% return.


TSEL

1D
-1.53%
1M
4.36%
YTD
3.62%
6M
2.58%
1Y
9.55%
3Y*
5Y*
10Y*

IBID

1D
0.08%
1M
0.49%
YTD
2.46%
6M
2.57%
1Y
4.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. IBID - Yearly Performance Comparison


Correlation

The correlation between TSEL and IBID is -0.13, 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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

-0.19

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Return for Risk

TSEL vs. IBID — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1616
Overall Rank
TSEL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1717
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1414
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1414
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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.

TSEL vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) 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.


TSELIBIDDifference
Sharpe ratioReturn per unit of total volatility

-3.44

Sortino ratioReturn per unit of downside risk

-5.99

Omega ratioGain probability vs. loss probability

1.09

1.94

-0.84

Calmar ratioReturn relative to maximum drawdown

0.41

13.33

-12.92

Martin ratioReturn relative to average drawdown

1.01

39.52

-38.51

TSEL vs. IBID - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.47, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of TSEL and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TSELIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

3.91

-3.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

2.56

-2.16

Drawdowns

TSEL vs. IBID - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for TSEL and IBID.


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Drawdown Indicators


TSELIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-1.28%

-27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-0.36%

-23.11%

Current Drawdown

Current decline from peak

-5.07%

0.00%

-5.07%

Average Drawdown

Average peak-to-trough decline

-8.25%

-0.22%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

0.12%

+9.32%

Volatility

TSEL vs. IBID - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 4.90% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that TSEL'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


TSELIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

0.32%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

0.80%

+14.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

1.25%

+19.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

2.25%

+24.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.78%

2.25%

+24.53%

TSEL vs. IBID - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

TSEL vs. IBID - Dividend Comparison

TSEL has not paid dividends to shareholders, while IBID's dividend yield for the trailing twelve months is around 3.66%.


PositionTTM202520242023
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.66%4.43%4.24%0.81%
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSEL and IBID have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (4.90%) compared to IBID (0.32%). In terms of maximum drawdown, TSEL dropped -28.95% vs IBID's -1.28%.

On 1-year performance, TSEL leads with 9.55% vs 4.83% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSEL has performed better with a 9.55% return vs 4.83%. 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 0.67% for TSEL.

IBID has the higher dividend yield at 3.66%, compared with 0.00% for TSEL.

TSEL is categorized as Large Cap Growth Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.67% for TSEL and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.91 vs 0.47), 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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