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UDOW vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDOW vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraPro Dow30 (UDOW) 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, UDOW achieves a 16.95% return, which is significantly higher than IBIC's 2.33% return.


UDOW

1D
0.27%
1M
6.95%
YTD
16.95%
6M
16.17%
1Y
64.22%
3Y*
32.85%
5Y*
16.68%
10Y*
23.79%

IBIC

1D
0.10%
1M
-0.02%
YTD
2.33%
6M
2.45%
1Y
4.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDOW vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
UDOW
ProShares UltraPro Dow30
16.95%24.46%28.47%21.72%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.33%4.96%5.25%2.17%

Correlation

The correlation between UDOW and IBIC is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.07

The correlation between UDOW and IBIC shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UDOW vs. IBIC — Risk / Return Rank

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

UDOW
UDOW Risk / Return Rank: 5050
Overall Rank
UDOW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UDOW Sortino Ratio Rank: 5050
Sortino Ratio Rank
UDOW Omega Ratio Rank: 4646
Omega Ratio Rank
UDOW Calmar Ratio Rank: 4949
Calmar Ratio Rank
UDOW Martin Ratio Rank: 5050
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
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.

UDOW vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Dow30 (UDOW) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UDOWIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-6.66

Omega ratioGain probability vs. loss probability

1.28

2.23

-0.95

Calmar ratioReturn relative to maximum drawdown

2.30

16.64

-14.34

Martin ratioReturn relative to average drawdown

8.13

59.19

-51.05

UDOW vs. IBIC - Sharpe Ratio Comparison

The current UDOW Sharpe Ratio is 1.74, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of UDOW 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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Drawdowns

UDOW vs. IBIC - Drawdown Comparison

The maximum UDOW drawdown since its inception was -80.29%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for UDOW and IBIC.


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Drawdown Indicators


UDOWIBICDifference

Max Drawdown

Largest peak-to-trough decline

-80.29%

-0.90%

-79.39%

Max Drawdown (1Y)

Largest decline over 1 year

-28.07%

-0.27%

-27.80%

Max Drawdown (3Y)

Largest decline over 3 years

-44.83%

Max Drawdown (5Y)

Largest decline over 5 years

-55.79%

Max Drawdown (10Y)

Largest decline over 10 years

-80.29%

Current Drawdown

Current decline from peak

-2.75%

-0.17%

-2.58%

Average Drawdown

Average peak-to-trough decline

-14.36%

-0.10%

-14.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

0.08%

+7.83%

Volatility

UDOW vs. IBIC - Volatility Comparison

ProShares UltraPro Dow30 (UDOW) has a higher volatility of 12.89% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.22%. This indicates that UDOW'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


UDOWIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

0.22%

+12.67%

Volatility (6M)

Calculated over the trailing 6-month period

29.10%

0.67%

+28.43%

Volatility (1Y)

Calculated over the trailing 1-year period

37.09%

0.89%

+36.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.38%

1.57%

+42.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.85%

1.57%

+50.28%

UDOW vs. IBIC - Expense Ratio Comparison

UDOW has a 0.95% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

UDOW vs. IBIC - Dividend Comparison

UDOW's dividend yield for the trailing twelve months is around 1.16%, less than IBIC's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UDOW
ProShares UltraPro Dow30
1.16%1.38%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%

Frequently Asked Questions


UDOW and IBIC have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDOW has higher volatility (12.89%) compared to IBIC (0.22%). In terms of maximum drawdown, UDOW dropped -80.29% vs IBIC's -0.90%.

On 1-year performance, UDOW leads with 64.22% vs 4.32% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UDOW has performed better with a 64.22% return vs 4.32%. 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 0.95% for UDOW.

IBIC has the higher dividend yield at 3.59%, compared with 1.16% for UDOW.

UDOW is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. UDOW tracks Dow Jones Industrial Average (300%), while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for UDOW and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs 1.74), 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 UDOW and IBIC

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