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UBRL vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBRL vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long UBER Daily ETF (UBRL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBRL achieves a -28.65% return, which is significantly lower than IBIC's 2.37% return.


UBRL

1D
0.19%
1M
-7.56%
YTD
-28.65%
6M
-42.96%
1Y
-37.28%
3Y*
5Y*
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBRL vs. IBIC - Yearly Performance Comparison


2026 (YTD)20252024
UBRL
GraniteShares 2x Long UBER Daily ETF
-28.65%45.90%-35.13%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%1.53%

Correlation

The correlation between UBRL and IBIC is -0.07, 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

-0.07

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

-0.07

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Return for Risk

UBRL vs. IBIC — Risk / Return Rank

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

UBRL
UBRL Risk / Return Rank: 44
Overall Rank
UBRL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UBRL Sortino Ratio Rank: 55
Sortino Ratio Rank
UBRL Omega Ratio Rank: 55
Omega Ratio Rank
UBRL Calmar Ratio Rank: 33
Calmar Ratio Rank
UBRL Martin Ratio Rank: 44
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

UBRL vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long UBER Daily ETF (UBRL) 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.


UBRLIBICDifference
Sharpe ratioReturn per unit of total volatility

-5.62

Sortino ratioReturn per unit of downside risk

-9.69

Omega ratioGain probability vs. loss probability

0.93

2.24

-1.31

Calmar ratioReturn relative to maximum drawdown

-0.66

17.27

-17.94

Martin ratioReturn relative to average drawdown

-1.12

67.45

-68.57

UBRL vs. IBIC - Sharpe Ratio Comparison

The current UBRL Sharpe Ratio is -0.58, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of UBRL and IBIC, 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


UBRLIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

5.05

-5.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

3.49

-3.76

Drawdowns

UBRL vs. IBIC - Drawdown Comparison

The maximum UBRL drawdown since its inception was -56.25%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for UBRL and IBIC.


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Drawdown Indicators


UBRLIBICDifference

Max Drawdown

Largest peak-to-trough decline

-56.25%

-0.90%

-55.35%

Max Drawdown (1Y)

Largest decline over 1 year

-56.25%

-0.26%

-55.99%

Current Drawdown

Current decline from peak

-54.48%

-0.13%

-54.35%

Average Drawdown

Average peak-to-trough decline

-28.34%

-0.10%

-28.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.27%

0.07%

+33.20%

Volatility

UBRL vs. IBIC - Volatility Comparison

GraniteShares 2x Long UBER Daily ETF (UBRL) has a higher volatility of 23.03% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that UBRL'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


UBRLIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.03%

0.33%

+22.70%

Volatility (6M)

Calculated over the trailing 6-month period

48.39%

0.67%

+47.72%

Volatility (1Y)

Calculated over the trailing 1-year period

64.91%

0.90%

+64.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.97%

1.58%

+74.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.97%

1.58%

+74.39%

UBRL vs. IBIC - Expense Ratio Comparison

UBRL has a 1.15% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

UBRL vs. IBIC - Dividend Comparison

UBRL's dividend yield for the trailing twelve months is around 14.64%, more than IBIC's 3.59% yield.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
UBRL
GraniteShares 2x Long UBER Daily ETF
14.64%10.44%0.00%0.00%

Frequently Asked Questions


UBRL and IBIC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBRL has higher volatility (23.03%) compared to IBIC (0.33%). In terms of maximum drawdown, UBRL dropped -56.25% vs IBIC's -0.90%.

On 1-year performance, IBIC leads with 4.54% vs -37.28% for UBRL. 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, IBIC has performed better with a 4.54% return vs -37.28%. 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 1.15% for UBRL.

UBRL has the higher dividend yield at 14.64%, compared with 3.59% for IBIC.

UBRL is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for UBRL and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs -0.58), 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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