XTL vs. IBIC

Last updated Jun 3, 2026

XTL (SPDR S&P Telecom ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - XTL is a Communications Equities fund tracking the S&P Telecom Select Industry Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, XTL returned 143.57% vs 4.48% for IBIC. At a correlation of -0.03, they often move in opposite directions. XTL charges 0.35%/yr vs 0.10%/yr for IBIC.

Performance

XTL vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Telecom ETF (XTL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XTL achieves a 62.17% return, which is significantly higher than IBIC's 2.35% return.

XTL

• 1D: 3.28%
• 1M: 8.43%
• YTD: 62.17%
• 6M: 70.46%
• 1Y: 143.57%
• 3Y*: 50.79%
• 5Y*: 20.95%
• 10Y*: 16.95%

IBIC

• 1D: 0.02%
• 1M: 0.37%
• YTD: 2.35%
• 6M: 2.51%
• 1Y: 4.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XTL vs. IBIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XTL SPDR S&P Telecom ETF	62.17%	44.95%	34.89%	9.44%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	2.35%	4.96%	5.25%	2.17%

Correlation

The correlation between XTL and IBIC is -0.19, 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	-0.19
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	-0.03

The correlation between XTL and IBIC shifts across timeframes, from -0.19 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XTL vs. IBIC — Risk / Return Rank

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

XTL

XTL Risk / Return Rank: 96
XTL Sharpe Ratio Rank: 97
XTL Sortino Ratio Rank: 95
XTL Omega Ratio Rank: 94
XTL Calmar Ratio Rank: 96
XTL Martin Ratio Rank: 97

IBIC

IBIC Risk / Return Rank: 98
IBIC Sharpe Ratio Rank: 97
IBIC Sortino Ratio Rank: 99
IBIC Omega Ratio Rank: 98
IBIC Calmar Ratio Rank: 98
IBIC Martin Ratio Rank: 98

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.

XTL vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Telecom ETF (XTL) 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.

	XTL	IBIC	Difference
Sharpe ratio Return per unit of total volatility	5.02	4.97	+0.05
Sortino ratio Return per unit of downside risk	5.29	8.97	-3.68
Omega ratio Gain probability vs. loss probability	1.70	2.21	-0.51
Calmar ratio Return relative to maximum drawdown	9.91	17.05	-7.14
Martin ratio Return relative to average drawdown	45.66	66.57	-20.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XTL vs. IBIC - Sharpe Ratio Comparison

The current XTL Sharpe Ratio is 5.02, which is comparable to the IBIC Sharpe Ratio of 4.97. The chart below compares the historical Sharpe Ratios of XTL 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.

Sharpe Ratios by Period

	XTL	IBIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.02	4.97	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	3.49	-2.95

Drawdowns

XTL vs. IBIC - Drawdown Comparison

The maximum XTL drawdown since its inception was -37.01%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for XTL and IBIC.

Drawdown Indicators

	XTL	IBIC	Difference
Max Drawdown Largest peak-to-trough decline	-37.01%	-0.90%	-36.11%
Max Drawdown (1Y) Largest decline over 1 year	-14.70%	-0.26%	-14.44%
Max Drawdown (3Y) Largest decline over 3 years	-22.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.01%	—	—
Current Drawdown Current decline from peak	0.00%	-0.15%	+0.15%
Average Drawdown Average peak-to-trough decline	-9.77%	-0.10%	-9.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	0.07%	+3.12%

Volatility

XTL vs. IBIC - Volatility Comparison

SPDR S&P Telecom ETF (XTL) has a higher volatility of 8.05% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.34%. This indicates that XTL'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.

Volatility by Period

	XTL	IBIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.05%	0.34%	+7.71%
Volatility (6M) Calculated over the trailing 6-month period	22.61%	0.67%	+21.94%
Volatility (1Y) Calculated over the trailing 1-year period	28.78%	0.90%	+27.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	1.58%	+23.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.51%	1.58%	+21.93%

XTL vs. IBIC - Expense Ratio Comparison

XTL has a 0.35% expense ratio, which is higher than IBIC's 0.10% expense ratio.

Dividends

XTL vs. IBIC - Dividend Comparison

XTL's dividend yield for the trailing twelve months is around 0.80%, less than IBIC's 3.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBIC iShares iBonds Oct 2026 Term TIPS ETF	3.59%	4.43%	4.65%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XTL SPDR S&P Telecom ETF	0.80%	1.05%	0.62%	0.80%	0.74%	1.25%	0.88%	0.92%	1.90%	2.08%	1.11%	1.38%

Frequently Asked Questions

Can I hold both XTL and IBIC in my portfolio?

XTL and IBIC have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XTL or IBIC?

XTL has higher volatility (8.05%) compared to IBIC (0.34%). In terms of maximum drawdown, XTL dropped -37.01% vs IBIC's -0.90%.

Which ETF is better, XTL or IBIC?

On 1-year performance, XTL leads with 143.57% vs 4.48% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XTL or IBIC?

Over the 1-year period, XTL has performed better with a 143.57% return vs 4.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XTL or IBIC?

IBIC is cheaper with a 0.10% expense ratio, compared with 0.35% for XTL.

Which ETF pays a higher dividend yield, XTL or IBIC?

IBIC has the higher dividend yield at 3.59%, compared with 0.80% for XTL.

What is the main difference between XTL and IBIC?

XTL is categorized as Communications Equities, while IBIC is Inflation-Protected Bonds. XTL tracks S&P Telecom Select Industry Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XTL and 0.10% for IBIC.

Which has better risk-adjusted returns?

XTL currently has the higher Sharpe Ratio (5.02 vs 4.97), 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.