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USCL vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCL vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Climate Conscious & Transition MSCI USA ETF (USCL) 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, USCL achieves a 3.65% return, which is significantly higher than IBID's 1.94% return.


USCL

1D
-1.15%
1M
-1.94%
YTD
3.65%
6M
2.63%
1Y
15.61%
3Y*
18.71%
5Y*
10Y*

IBID

1D
-0.05%
1M
-0.25%
YTD
1.94%
6M
2.03%
1Y
3.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCL vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
USCL
Ishares Climate Conscious & Transition MSCI USA ETF
3.65%14.26%27.04%6.10%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.94%5.66%4.71%2.61%

Correlation

The correlation between USCL and IBID is -0.12, 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

-0.12

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

0.01

The correlation between USCL and IBID shifts across timeframes, from -0.12 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCL vs. IBID — Risk / Return Rank

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

USCL
USCL Risk / Return Rank: 3535
Overall Rank
USCL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USCL Sortino Ratio Rank: 3434
Sortino Ratio Rank
USCL Omega Ratio Rank: 3434
Omega Ratio Rank
USCL Calmar Ratio Rank: 3232
Calmar Ratio Rank
USCL Martin Ratio Rank: 3939
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9595
Omega Ratio Rank
IBID Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

USCL vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) 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.

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.


USCLIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

1.22

1.72

-0.50

Calmar ratioReturn relative to maximum drawdown

1.53

7.20

-5.67

Martin ratioReturn relative to average drawdown

5.87

29.14

-23.27

USCL vs. IBID - Sharpe Ratio Comparison

The current USCL Sharpe Ratio is 1.24, which is lower than the IBID Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of USCL 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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Drawdowns

USCL vs. IBID - Drawdown Comparison

The maximum USCL drawdown since its inception was -19.00%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for USCL and IBID.


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Drawdown Indicators


USCLIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-19.00%

-1.28%

-17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-0.55%

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

Current Drawdown

Current decline from peak

-3.99%

-0.55%

-3.44%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.22%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

0.13%

+2.54%

Volatility

USCL vs. IBID - Volatility Comparison

Ishares Climate Conscious & Transition MSCI USA ETF (USCL) has a higher volatility of 4.93% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that USCL'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


USCLIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

0.35%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

0.86%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

1.23%

+11.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

2.24%

+12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

2.24%

+12.70%

USCL vs. IBID - Expense Ratio Comparison

USCL has a 0.08% expense ratio, which is lower than IBID'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

USCL vs. IBID - Dividend Comparison

USCL's dividend yield for the trailing twelve months is around 1.13%, less than IBID's 3.68% yield.


PositionTTM202520242023
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%
USCL
Ishares Climate Conscious & Transition MSCI USA ETF
1.13%1.10%1.18%0.85%

Frequently Asked Questions


USCL and IBID have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USCL has higher volatility (4.93%) compared to IBID (0.35%). In terms of maximum drawdown, USCL dropped -19.00% vs IBID's -1.28%.

On 1-year performance, USCL leads with 15.61% vs 3.92% for IBID. On fees, USCL is cheaper at 0.08% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USCL has performed better with a 15.61% return vs 3.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USCL is cheaper with a 0.08% expense ratio, compared with 0.10% for IBID.

IBID has the higher dividend yield at 3.68%, compared with 1.13% for USCL.

USCL is categorized as Large Cap Blend Equities, while IBID is Inflation-Protected Bonds. USCL tracks MSCI USA Extended Climate Action Index - Benchmark TR Gross, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. Their fees differ too: 0.08% for USCL and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.19 vs 1.24), 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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