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USPX vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPX vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Equity Index ETF (USPX) 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, USPX achieves a 9.89% return, which is significantly higher than IBID's 1.99% return.


USPX

1D
1.11%
1M
0.97%
YTD
9.89%
6M
10.11%
1Y
26.62%
3Y*
20.85%
5Y*
12.64%
10Y*
12.68%

IBID

1D
-0.10%
1M
-0.17%
YTD
1.99%
6M
2.06%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPX vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
USPX
Franklin U.S. Equity Index ETF
9.89%17.78%24.97%6.34%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.61%

Correlation

The correlation between USPX and IBID is -0.16, 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

-0.16

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

0.00

The correlation between USPX and IBID shifts across timeframes, from -0.16 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USPX vs. IBID — Risk / Return Rank

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

USPX
USPX Risk / Return Rank: 6666
Overall Rank
USPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
USPX Omega Ratio Rank: 6666
Omega Ratio Rank
USPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
USPX Martin Ratio Rank: 7171
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9696
Overall Rank
IBID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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.

USPX vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity Index ETF (USPX) 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.


USPXIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.38

1.77

-0.40

Calmar ratioReturn relative to maximum drawdown

2.90

8.54

-5.64

Martin ratioReturn relative to average drawdown

12.82

33.17

-20.35

USPX vs. IBID - Sharpe Ratio Comparison

The current USPX Sharpe Ratio is 2.10, which is lower than the IBID Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of USPX 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

USPX vs. IBID - Drawdown Comparison

The maximum USPX drawdown since its inception was -31.21%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for USPX and IBID.


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Drawdown Indicators


USPXIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-1.28%

-29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-0.49%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

Current Drawdown

Current decline from peak

-1.43%

-0.49%

-0.94%

Average Drawdown

Average peak-to-trough decline

-4.43%

-0.22%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

0.13%

+1.94%

Volatility

USPX vs. IBID - Volatility Comparison

Franklin U.S. Equity Index ETF (USPX) has a higher volatility of 4.78% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.36%. This indicates that USPX'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


USPXIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

0.36%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

0.86%

+9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

1.24%

+11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

2.25%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

2.25%

+13.71%

USPX vs. IBID - Expense Ratio Comparison

USPX has a 0.03% 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

USPX vs. IBID - Dividend Comparison

USPX's dividend yield for the trailing twelve months is around 1.04%, less than IBID's 3.68% yield.


PositionTTM2025202420232022202120202019201820172016
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USPX
Franklin U.S. Equity Index ETF
0.82%1.07%1.23%1.35%2.21%2.40%2.51%3.07%2.91%2.60%4.89%

Frequently Asked Questions


USPX and IBID have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USPX has higher volatility (4.78%) compared to IBID (0.36%). In terms of maximum drawdown, USPX dropped -31.21% vs IBID's -1.28%.

On 1-year performance, USPX leads with 26.62% vs 4.04% for IBID. On fees, USPX is cheaper at 0.03% per year. On volatility, IBID has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USPX has performed better with a 26.62% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USPX is cheaper with a 0.03% expense ratio, compared with 0.10% for IBID.

IBID has the higher dividend yield at 3.68%, compared with 0.82% for USPX.

USPX is categorized as Large Cap Blend Equities, while IBID is Inflation-Protected Bonds. USPX tracks Morningstar US Target Market Exposure Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.03% for USPX and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.40 vs 2.10), 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 USPX and IBID

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