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XNOV vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNOV vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November (XNOV) 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, XNOV achieves a 4.30% return, which is significantly higher than IBID's 1.99% return.


XNOV

1D
-0.03%
1M
0.50%
YTD
4.30%
6M
4.21%
1Y
13.00%
3Y*
5Y*
10Y*

IBID

1D
0.00%
1M
-0.19%
YTD
1.99%
6M
2.08%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNOV vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
XNOV
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November
4.30%11.32%8.26%2.26%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.00%

Correlation

The correlation between XNOV and IBID is -0.09, 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

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

-0.01

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Return for Risk

XNOV vs. IBID — Risk / Return Rank

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

XNOV
XNOV Risk / Return Rank: 8989
Overall Rank
XNOV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XNOV Sortino Ratio Rank: 9494
Sortino Ratio Rank
XNOV Omega Ratio Rank: 9595
Omega Ratio Rank
XNOV Calmar Ratio Rank: 7474
Calmar Ratio Rank
XNOV Martin Ratio Rank: 9191
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

XNOV vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November (XNOV) 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.


XNOVIBIDDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.71

1.75

-0.03

Calmar ratioReturn relative to maximum drawdown

3.63

8.22

-4.59

Martin ratioReturn relative to average drawdown

21.01

30.99

-9.98

XNOV vs. IBID - Sharpe Ratio Comparison

The current XNOV Sharpe Ratio is 3.02, which is comparable to the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of XNOV 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

XNOV vs. IBID - Drawdown Comparison

The maximum XNOV drawdown since its inception was -10.00%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for XNOV and IBID.


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Drawdown Indicators


XNOVIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-10.00%

-1.28%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-0.49%

-3.11%

Current Drawdown

Current decline from peak

-0.16%

-0.49%

+0.33%

Average Drawdown

Average peak-to-trough decline

-0.51%

-0.22%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.13%

+0.49%

Volatility

XNOV vs. IBID - Volatility Comparison

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November (XNOV) has a higher volatility of 1.00% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that XNOV'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


XNOVIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.35%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

0.86%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

1.23%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.89%

2.24%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.89%

2.24%

+4.65%

XNOV vs. IBID - Expense Ratio Comparison

XNOV has a 0.85% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

XNOV vs. IBID - Dividend Comparison

XNOV has not paid dividends to shareholders, while IBID's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM202520242023
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%
XNOV
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XNOV and IBID have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XNOV has higher volatility (1.00%) compared to IBID (0.35%). In terms of maximum drawdown, XNOV dropped -10.00% vs IBID's -1.28%.

On 1-year performance, XNOV leads with 13.00% vs 4.04% 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, XNOV has performed better with a 13.00% return vs 4.04%. 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 0.85% for XNOV.

IBID has the higher dividend yield at 3.68%, compared with 0.00% for XNOV.

XNOV is categorized as Options Trading, while IBID is Inflation-Protected Bonds. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for XNOV and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.29 vs 3.02), 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

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