VCLN vs. IBID

Last updated Jun 4, 2026

VCLN (Virtus Duff & Phelps Clean Energy ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - VCLN is a Sustainable fund actively managed by Virtus Investment Partners, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. VCLN is actively managed, while IBID is passively managed. Over the past year, VCLN returned 95.86% vs 4.83% for IBID. At a 0.10 correlation, their price movements are largely independent. VCLN charges 0.59%/yr vs 0.10%/yr for IBID.

Performance

VCLN vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VCLN achieves a 39.16% return, which is significantly higher than IBID's 2.46% return.

VCLN

• 1D: -1.16%
• 1M: 11.34%
• YTD: 39.16%
• 6M: 37.23%
• 1Y: 95.86%
• 3Y*: 20.62%
• 5Y*: —
• 10Y*: —

IBID

• 1D: 0.08%
• 1M: 0.49%
• YTD: 2.46%
• 6M: 2.57%
• 1Y: 4.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLN vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VCLN Virtus Duff & Phelps Clean Energy ETF	39.16%	55.75%	-6.69%	-0.07%
IBID iShares iBonds Oct 2027 Term TIPS ETF	2.46%	5.66%	4.71%	2.61%

Correlation

The correlation between VCLN and IBID is -0.11, 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	-0.11
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	0.10

The correlation between VCLN and IBID shifts across timeframes, from -0.11 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VCLN vs. IBID — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 90
VCLN Sharpe Ratio Rank: 92
VCLN Sortino Ratio Rank: 88
VCLN Omega Ratio Rank: 83
VCLN Calmar Ratio Rank: 95
VCLN Martin Ratio Rank: 95

IBID

IBID Risk / Return Rank: 97
IBID Sharpe Ratio Rank: 95
IBID Sortino Ratio Rank: 97
IBID Omega Ratio Rank: 97
IBID Calmar Ratio Rank: 98
IBID Martin Ratio Rank: 96

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.

VCLN vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) 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.

	VCLN	IBID	Difference
Sharpe ratio: Return per unit of total volatility	3.30	3.91	-0.61
Sortino ratio: Return per unit of downside risk	4.05	6.75	-2.70
Omega ratio: Gain probability vs. loss probability	1.51	1.94	-0.43
Calmar ratio: Return relative to maximum drawdown	7.66	13.33	-5.66
Martin ratio: Return relative to average drawdown	29.03	39.52	-10.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCLN vs. IBID - Sharpe Ratio Comparison

The current VCLN Sharpe Ratio is 3.30, which is comparable to the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of VCLN 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.

Sharpe Ratios by Period

	VCLN	IBID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.30	3.91	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	2.56	-2.26

Drawdowns

VCLN vs. IBID - Drawdown Comparison

The maximum VCLN drawdown since its inception was -45.66%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for VCLN and IBID.

Drawdown Indicators

	VCLN	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-1.28%	-44.38%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-0.36%	-12.22%
Max Drawdown (3Y) Largest decline over 3 years	-29.25%	—	—
Current Drawdown Current decline from peak	-1.16%	0.00%	-1.16%
Average Drawdown Average peak-to-trough decline	-24.09%	-0.22%	-23.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	0.12%	+3.19%

Volatility

VCLN vs. IBID - Volatility Comparison

Virtus Duff & Phelps Clean Energy ETF (VCLN) has a higher volatility of 9.04% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that VCLN'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.

Volatility by Period

	VCLN	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.04%	0.32%	+8.72%
Volatility (6M) Calculated over the trailing 6-month period	20.11%	0.80%	+19.31%
Volatility (1Y) Calculated over the trailing 1-year period	29.22%	1.25%	+27.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.43%	2.25%	+25.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.43%	2.25%	+25.18%

VCLN vs. IBID - Expense Ratio Comparison

VCLN has a 0.59% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

VCLN vs. IBID - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.45%, less than IBID's 3.66% yield.

Position	TTM	2025	2024	2023	2022
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.66%	4.43%	4.24%	0.81%	0.00%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.45%	2.01%	1.16%	1.14%	0.65%

Frequently Asked Questions

Can I hold both VCLN and IBID in my portfolio?

VCLN and IBID have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCLN or IBID?

VCLN has higher volatility (9.04%) compared to IBID (0.32%). In terms of maximum drawdown, VCLN dropped -45.66% vs IBID's -1.28%.

Which ETF is better, VCLN or IBID?

On 1-year performance, VCLN leads with 95.86% vs 4.83% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VCLN or IBID?

Over the 1-year period, VCLN has performed better with a 95.86% return vs 4.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VCLN or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 0.59% for VCLN.

Which ETF pays a higher dividend yield, VCLN or IBID?

IBID has the higher dividend yield at 3.66%, compared with 1.45% for VCLN.

What is the main difference between VCLN and IBID?

VCLN is categorized as Sustainable, while IBID is Inflation-Protected Bonds. They also come from different issuers: Virtus Investment Partners and iShares. Their fees differ too: 0.59% for VCLN and 0.10% for IBID.

Which has better risk-adjusted returns?

IBID currently has the higher Sharpe Ratio (3.91 vs 3.30), 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.