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UPGR vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPGR vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US Green Infrastructure Select Equity ETF (UPGR) 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, UPGR achieves a 23.29% return, which is significantly higher than IBID's 2.40% return.


UPGR

1D
0.97%
1M
11.33%
YTD
23.29%
6M
17.90%
1Y
73.35%
3Y*
5Y*
10Y*

IBID

1D
-0.05%
1M
0.42%
YTD
2.40%
6M
2.47%
1Y
4.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UPGR vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
23.29%35.25%-14.72%-2.38%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.40%5.66%4.71%2.61%

Correlation

The correlation between UPGR 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 Sep 18, 2023

0.06

The correlation between UPGR and IBID shifts across timeframes, from -0.13 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UPGR vs. IBID — Risk / Return Rank

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

UPGR
UPGR Risk / Return Rank: 7070
Overall Rank
UPGR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UPGR Sortino Ratio Rank: 6969
Sortino Ratio Rank
UPGR Omega Ratio Rank: 6161
Omega Ratio Rank
UPGR Calmar Ratio Rank: 8484
Calmar Ratio Rank
UPGR Martin Ratio Rank: 6262
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: 9797
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.

UPGR vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US Green Infrastructure Select Equity ETF (UPGR) 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.


UPGRIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-3.42

Omega ratioGain probability vs. loss probability

1.37

1.90

-0.53

Calmar ratioReturn relative to maximum drawdown

4.46

12.89

-8.44

Martin ratioReturn relative to average drawdown

10.94

39.18

-28.24

UPGR vs. IBID - Sharpe Ratio Comparison

The current UPGR Sharpe Ratio is 2.44, which is lower than the IBID Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of UPGR 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


UPGRIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

3.78

-1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

2.55

-2.33

Drawdowns

UPGR vs. IBID - Drawdown Comparison

The maximum UPGR drawdown since its inception was -46.60%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for UPGR and IBID.


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Drawdown Indicators


UPGRIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-46.60%

-1.28%

-45.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-0.36%

-16.19%

Current Drawdown

Current decline from peak

-1.57%

-0.05%

-1.52%

Average Drawdown

Average peak-to-trough decline

-20.50%

-0.22%

-20.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.73%

0.12%

+6.61%

Volatility

UPGR vs. IBID - Volatility Comparison

Xtrackers US Green Infrastructure Select Equity ETF (UPGR) has a higher volatility of 10.77% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.33%. This indicates that UPGR'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


UPGRIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

0.33%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.38%

0.80%

+19.58%

Volatility (1Y)

Calculated over the trailing 1-year period

30.23%

1.24%

+28.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.49%

2.25%

+28.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.49%

2.25%

+28.24%

UPGR vs. IBID - Expense Ratio Comparison

UPGR has a 0.35% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

UPGR vs. IBID - Dividend Comparison

UPGR's dividend yield for the trailing twelve months is around 0.27%, less than IBID's 3.67% yield.


PositionTTM202520242023
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.67%4.43%4.24%0.81%
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
0.27%0.39%1.16%0.32%

Frequently Asked Questions


UPGR 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.

UPGR has higher volatility (10.77%) compared to IBID (0.33%). In terms of maximum drawdown, UPGR dropped -46.60% vs IBID's -1.28%.

On 1-year performance, UPGR leads with 73.35% vs 4.68% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID 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, UPGR has performed better with a 73.35% return vs 4.68%. 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 0.35% for UPGR.

IBID has the higher dividend yield at 3.67%, compared with 0.27% for UPGR.

UPGR is categorized as Energy Equities, while IBID is Inflation-Protected Bonds. UPGR tracks Solactive United States Green Infrastructure ESG Screened Index - Benchmark TR Gross, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.35% for UPGR and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.78 vs 2.44), 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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