TSLW vs. IBIC
TSLW (Roundhill TSLA WeeklyPay™ ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - TSLW is a Derivative Income fund actively managed by Roundhill, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. TSLW is actively managed, while IBIC is passively managed. Over the past year, TSLW returned 20.22% vs 4.54% for IBIC. At a correlation of -0.15, they often move in opposite directions. TSLW charges 0.99%/yr vs 0.10%/yr for IBIC.
Performance
TSLW vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, TSLW achieves a -9.26% return, which is significantly lower than IBIC's 2.37% return.
TSLW
- 1D
- -0.18%
- 1M
- 9.09%
- YTD
- -9.26%
- 6M
- -9.14%
- 1Y
- 20.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLW vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -9.26% | 33.77% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 2.08% |
Correlation
The correlation between TSLW and IBIC is -0.15, 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 | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2025 | -0.15 |
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Return for Risk
TSLW vs. IBIC — Risk / Return Rank
TSLW
IBIC
TSLW vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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.
| TSLW | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.68 | ||
| Sortino ratioReturn per unit of downside risk | -8.25 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 2.24 | -1.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 17.27 | -16.70 |
| Martin ratioReturn relative to average drawdown | 1.29 | 67.45 | -66.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLW | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 5.05 | -4.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 3.49 | -3.10 |
Drawdowns
TSLW vs. IBIC - Drawdown Comparison
The maximum TSLW drawdown since its inception was -35.80%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for TSLW and IBIC.
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Drawdown Indicators
| TSLW | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -0.90% | -34.90% |
Max Drawdown (1Y)Largest decline over 1 year | -35.80% | -0.26% | -35.54% |
Current DrawdownCurrent decline from peak | -18.23% | -0.13% | -18.10% |
Average DrawdownAverage peak-to-trough decline | -12.88% | -0.10% | -12.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 0.07% | +15.70% |
Volatility
TSLW vs. IBIC - Volatility Comparison
Roundhill TSLA WeeklyPay™ ETF (TSLW) has a higher volatility of 14.56% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that TSLW'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
| TSLW | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.56% | 0.33% | +14.23% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 0.67% | +32.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.52% | 0.90% | +54.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.52% | 1.58% | +53.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.52% | 1.58% | +53.94% |
TSLW vs. IBIC - Expense Ratio Comparison
TSLW has a 0.99% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
TSLW vs. IBIC - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 84.61%, more than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
TSLW Roundhill TSLA WeeklyPay™ ETF | 84.61% | 49.31% | 0.00% | 0.00% |
Frequently Asked Questions
TSLW and IBIC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLW has higher volatility (14.56%) compared to IBIC (0.33%). In terms of maximum drawdown, TSLW dropped -35.80% vs IBIC's -0.90%.
On 1-year performance, TSLW leads with 20.22% 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, TSLW has performed better with a 20.22% 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 0.99% for TSLW.
TSLW has the higher dividend yield at 84.61%, compared with 3.59% for IBIC.
TSLW is categorized as Derivative Income, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for TSLW and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 0.37), 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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