VLU vs. IBID
VLU (SPDR S&P 1500 Value Tilt ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - VLU is a Large Cap Value Equities fund tracking the S&P 1500 Low Valuation Tilt Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, VLU returned 27.85% vs 3.92% for IBID. At a 0.03 correlation, their price movements are largely independent. VLU charges 0.12%/yr vs 0.10%/yr for IBID.
Performance
VLU vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, VLU achieves a 13.07% return, which is significantly higher than IBID's 1.94% return.
VLU
- 1D
- -0.12%
- 1M
- 0.59%
- YTD
- 13.07%
- 6M
- 12.43%
- 1Y
- 27.85%
- 3Y*
- 20.19%
- 5Y*
- 12.35%
- 10Y*
- 14.20%
IBID
- 1D
- -0.05%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 2.03%
- 1Y
- 3.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLU vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 13.07% | 16.70% | 17.24% | 6.93% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between VLU and IBID is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.03 |
The correlation between VLU and IBID shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VLU vs. IBID — Risk / Return Rank
VLU
IBID
VLU vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) 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.
| VLU | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.72 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 7.20 | -2.79 |
| Martin ratioReturn relative to average drawdown | 17.56 | 29.14 | -11.58 |
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Drawdowns
VLU vs. IBID - Drawdown Comparison
The maximum VLU drawdown since its inception was -37.39%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for VLU and IBID.
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Drawdown Indicators
| VLU | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -1.28% | -36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -0.55% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.39% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.55% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -0.22% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.13% | +1.46% |
Volatility
VLU vs. IBID - Volatility Comparison
SPDR S&P 1500 Value Tilt ETF (VLU) has a higher volatility of 2.94% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that VLU'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
| VLU | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 0.35% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 0.86% | +7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.98% | 1.23% | +9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 2.24% | +13.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 2.24% | +15.82% |
VLU vs. IBID - Expense Ratio Comparison
VLU has a 0.12% expense ratio, which is higher than IBID's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VLU vs. IBID - Dividend Comparison
VLU's dividend yield for the trailing twelve months is around 1.64%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VLU SPDR S&P 1500 Value Tilt ETF | 1.64% | 1.82% | 2.00% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.96% | 2.14% | 6.37% |
Frequently Asked Questions
VLU and IBID have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLU has higher volatility (2.94%) compared to IBID (0.35%). In terms of maximum drawdown, VLU dropped -37.39% vs IBID's -1.28%.
On 1-year performance, VLU leads with 27.85% vs 3.92% for IBID. On fees, IBID is cheaper at 0.10% 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, VLU has performed better with a 27.85% return vs 3.92%. 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 0.12% for VLU.
IBID has the higher dividend yield at 3.68%, compared with 1.64% for VLU.
VLU is categorized as Large Cap Value Equities, while IBID is Inflation-Protected Bonds. VLU tracks S&P 1500 Low Valuation Tilt Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for VLU and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.19 vs 2.55), 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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