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XC vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XC vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets ex-China Fund (XC) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XC achieves a -3.47% return, which is significantly lower than IBIC's 2.37% return.


XC

1D
-1.53%
1M
-1.76%
YTD
-3.47%
6M
-2.10%
1Y
8.33%
3Y*
9.87%
5Y*
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XC vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
XC
WisdomTree Emerging Markets ex-China Fund
-3.47%18.19%5.49%9.01%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between XC and IBIC is -0.33, 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

-0.33

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.03

Over the past year, the inverse relationship between XC and IBIC has strengthened: their correlation has moved from -0.03 to -0.33, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XC vs. IBIC — Risk / Return Rank

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

XC
XC Risk / Return Rank: 1818
Overall Rank
XC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XC Sortino Ratio Rank: 1818
Sortino Ratio Rank
XC Omega Ratio Rank: 1717
Omega Ratio Rank
XC Calmar Ratio Rank: 1717
Calmar Ratio Rank
XC Martin Ratio Rank: 1818
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

XC vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-China Fund (XC) 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.


XCIBICDifference

Sharpe ratio

Return per unit of total volatility

0.57

5.05

-4.48

Sortino ratio

Return per unit of downside risk

0.91

9.12

-8.21

Omega ratio

Gain probability vs. loss probability

1.11

2.24

-1.13

Calmar ratio

Return relative to maximum drawdown

0.67

17.27

-16.60

Martin ratio

Return relative to average drawdown

1.94

67.45

-65.51

XC vs. IBIC - Sharpe Ratio Comparison

The current XC Sharpe Ratio is 0.57, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of XC and IBIC, 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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Sharpe Ratios by Period


XCIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

5.05

-4.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

3.49

-2.78

Drawdowns

XC vs. IBIC - Drawdown Comparison

The maximum XC drawdown since its inception was -20.97%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for XC and IBIC.


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Drawdown Indicators


XCIBICDifference

Max Drawdown

Largest peak-to-trough decline

-20.97%

-0.90%

-20.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-0.26%

-12.21%

Max Drawdown (3Y)

Largest decline over 3 years

-20.97%

Current Drawdown

Current decline from peak

-9.35%

-0.13%

-9.22%

Average Drawdown

Average peak-to-trough decline

-4.12%

-0.10%

-4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

0.07%

+4.22%

Volatility

XC vs. IBIC - Volatility Comparison

WisdomTree Emerging Markets ex-China Fund (XC) has a higher volatility of 5.00% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that XC'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


XCIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

0.33%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

0.67%

+11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

0.90%

+13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

1.58%

+14.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

1.58%

+14.29%

XC vs. IBIC - Expense Ratio Comparison

XC has a 0.32% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

XC vs. IBIC - Dividend Comparison

XC's dividend yield for the trailing twelve months is around 12.41%, more than IBIC's 3.59% yield.


PositionTTM2025202420232022
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%
XC
WisdomTree Emerging Markets ex-China Fund
12.41%11.74%1.49%1.42%0.57%

Frequently Asked Questions


XC and IBIC have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XC has higher volatility (5.00%) compared to IBIC (0.33%). In terms of maximum drawdown, XC dropped -20.97% vs IBIC's -0.90%.

On 1-year performance, XC leads with 8.33% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XC has performed better with a 8.33% return vs 4.54%. 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 0.32% for XC.

XC has the higher dividend yield at 12.41%, compared with 3.59% for IBIC.

XC is categorized as Emerging Markets Diversified, while IBIC is Inflation-Protected Bonds. XC tracks WisdomTree Emerging Markets ex-China Index - Benchmark TR Net, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.32% for XC and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 0.57), 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 XC and IBIC

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