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USCA vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCA vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Climate Action Equity ETF (USCA) 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, USCA achieves a 7.05% return, which is significantly higher than IBIC's 2.37% return.


USCA

1D
-0.81%
1M
4.36%
YTD
7.05%
6M
7.01%
1Y
20.94%
3Y*
20.69%
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)

USCA vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
USCA
Xtrackers MSCI USA Climate Action Equity ETF
7.05%14.24%27.24%7.34%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between USCA and IBIC is -0.22, 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

-0.22

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.06

The correlation between USCA and IBIC shifts across timeframes, from -0.22 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCA vs. IBIC — Risk / Return Rank

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

USCA
USCA Risk / Return Rank: 4848
Overall Rank
USCA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USCA Sortino Ratio Rank: 4949
Sortino Ratio Rank
USCA Omega Ratio Rank: 5050
Omega Ratio Rank
USCA Calmar Ratio Rank: 4141
Calmar Ratio Rank
USCA Martin Ratio Rank: 4949
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.

USCA vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Climate Action Equity ETF (USCA) 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.


USCAIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.31

Sortino ratioReturn per unit of downside risk

-6.70

Omega ratioGain probability vs. loss probability

1.31

2.24

-0.93

Calmar ratioReturn relative to maximum drawdown

2.05

17.27

-15.22

Martin ratioReturn relative to average drawdown

8.13

67.45

-59.32

USCA vs. IBIC - Sharpe Ratio Comparison

The current USCA Sharpe Ratio is 1.74, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of USCA 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


USCAIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

5.05

-3.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

3.49

-2.00

Drawdowns

USCA vs. IBIC - Drawdown Comparison

The maximum USCA drawdown since its inception was -19.14%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for USCA and IBIC.


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Drawdown Indicators


USCAIBICDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-0.90%

-18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-0.26%

-9.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

Current Drawdown

Current decline from peak

-0.81%

-0.13%

-0.68%

Average Drawdown

Average peak-to-trough decline

-2.16%

-0.10%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

0.07%

+2.51%

Volatility

USCA vs. IBIC - Volatility Comparison

Xtrackers MSCI USA Climate Action Equity ETF (USCA) has a higher volatility of 2.85% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that USCA'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


USCAIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

0.33%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

0.67%

+8.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

0.90%

+11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

1.58%

+13.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

1.58%

+13.18%

USCA vs. IBIC - Expense Ratio Comparison

USCA has a 0.07% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USCA vs. IBIC - Dividend Comparison

USCA's dividend yield for the trailing twelve months is around 1.08%, less than IBIC's 3.59% yield.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
USCA
Xtrackers MSCI USA Climate Action Equity ETF
1.08%1.14%1.22%1.15%

Frequently Asked Questions


USCA and IBIC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCA has higher volatility (2.85%) compared to IBIC (0.33%). In terms of maximum drawdown, USCA dropped -19.14% vs IBIC's -0.90%.

On 1-year performance, USCA leads with 20.94% vs 4.54% for IBIC. On fees, USCA is cheaper at 0.07% 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, USCA has performed better with a 20.94% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USCA is cheaper with a 0.07% expense ratio, compared with 0.10% for IBIC.

IBIC has the higher dividend yield at 3.59%, compared with 1.08% for USCA.

USCA is categorized as Large Cap Blend Equities, while IBIC is Inflation-Protected Bonds. USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for USCA and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 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

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