VNIE vs. IBIC
VNIE (Vontobel International Equity Active ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - VNIE is a Foreign Large Cap Equities fund actively managed by Vontobel, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. VNIE is actively managed, while IBIC is passively managed. Over the past year, VNIE returned -0.05% vs 4.28% for IBIC. At a correlation of -0.20, they often move in opposite directions. VNIE charges 0.60%/yr vs 0.10%/yr for IBIC.
Performance
VNIE vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, VNIE achieves a 4.18% return, which is significantly higher than IBIC's 2.55% return.
VNIE
- 1D
- 0.09%
- 1M
- -0.56%
- 6M
- 2.28%
- YTD
- 4.18%
- 1Y
- -0.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- -0.02%
- 1M
- 0.19%
- 6M
- 2.44%
- YTD
- 2.55%
- 1Y
- 4.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VNIE vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VNIE Vontobel International Equity Active ETF | 4.18% | -1.01% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.55% | 2.30% |
Correlation
The correlation between VNIE 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 May 15, 2025 | -0.20 |
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Return for Risk
VNIE vs. IBIC — Risk / Return Rank
VNIE
IBIC
VNIE vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vontobel International Equity Active ETF (VNIE) 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.
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.
| VNIE | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.89 | ||
| Sortino ratioReturn per unit of downside risk | -8.66 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 2.18 | -1.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 16.29 | -16.35 |
| Martin ratioReturn relative to average drawdown | -0.18 | 55.75 | -55.93 |
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Drawdowns
VNIE vs. IBIC - Drawdown Comparison
The maximum VNIE drawdown since its inception was -13.11%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for VNIE and IBIC.
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Drawdown Indicators
| VNIE | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.11% | -0.90% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -0.27% | -12.84% |
Current DrawdownCurrent decline from peak | -4.34% | -0.08% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -0.10% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 0.08% | +5.02% |
Volatility
VNIE vs. IBIC - Volatility Comparison
Vontobel International Equity Active ETF (VNIE) has a higher volatility of 6.00% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.29%. This indicates that VNIE'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
| VNIE | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 0.29% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 0.68% | +14.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 0.90% | +15.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 1.56% | +14.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 1.56% | +14.32% |
VNIE vs. IBIC - Expense Ratio Comparison
VNIE has a 0.60% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
VNIE vs. IBIC - Dividend Comparison
VNIE's dividend yield for the trailing twelve months is around 0.31%, less than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% |
VNIE Vontobel International Equity Active ETF | 0.31% | 0.32% | 0.00% | 0.00% |
Frequently Asked Questions
VNIE 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.
VNIE has higher volatility (6.00%) compared to IBIC (0.29%). In terms of maximum drawdown, VNIE dropped -13.11% vs IBIC's -0.90%.
On 1-year performance, IBIC leads with 4.28% vs -0.05% for VNIE. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIC has performed better with a 4.28% return vs -0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.60% for VNIE.
IBIC has the higher dividend yield at 4.62%, compared with 0.31% for VNIE.
VNIE is categorized as Foreign Large Cap Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Vontobel and iShares. Their fees differ too: 0.60% for VNIE and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.84 vs -0.05), 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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