YFYA vs. IBIC
YFYA (Yields for You Income Strategy A ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. YFYA is actively managed, while IBIC is passively managed. Over the past year, YFYA returned 4.47% vs 4.40% for IBIC. At a correlation of -0.04, they often move in opposite directions. YFYA charges 1.16%/yr vs 0.10%/yr for IBIC.
Performance
YFYA vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, YFYA achieves a 1.67% return, which is significantly lower than IBIC's 2.33% return.
YFYA
- 1D
- -0.10%
- 1M
- 0.31%
- YTD
- 1.67%
- 6M
- 1.66%
- 1Y
- 4.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- -0.10%
- 1M
- 0.02%
- YTD
- 2.33%
- 6M
- 2.35%
- 1Y
- 4.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YFYA vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YFYA Yields for You Income Strategy A ETF | 1.67% | 2.52% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.33% | 4.33% |
Correlation
The correlation between YFYA and IBIC is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | -0.04 |
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Return for Risk
YFYA vs. IBIC — Risk / Return Rank
YFYA
IBIC
YFYA vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) 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.
| YFYA | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.72 | ||
| Sortino ratioReturn per unit of downside risk | -7.08 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 2.21 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 16.49 | -13.70 |
| Martin ratioReturn relative to average drawdown | 11.59 | 57.80 | -46.21 |
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Drawdowns
YFYA vs. IBIC - Drawdown Comparison
The maximum YFYA drawdown since its inception was -2.29%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for YFYA and IBIC.
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Drawdown Indicators
| YFYA | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.29% | -0.90% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -1.61% | -0.27% | -1.34% |
Current DrawdownCurrent decline from peak | -0.66% | -0.17% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -0.10% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 0.08% | +0.31% |
Volatility
YFYA vs. IBIC - Volatility Comparison
Yields for You Income Strategy A ETF (YFYA) has a higher volatility of 1.38% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.19%. This indicates that YFYA'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
| YFYA | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 0.19% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 0.67% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 0.90% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 1.56% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.59% | 1.56% | +2.03% |
YFYA vs. IBIC - Expense Ratio Comparison
YFYA has a 1.16% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
YFYA vs. IBIC - Dividend Comparison
YFYA's dividend yield for the trailing twelve months is around 5.17%, more than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
YFYA Yields for You Income Strategy A ETF | 5.17% | 3.67% | 0.00% | 0.00% |
Frequently Asked Questions
YFYA and IBIC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFYA has higher volatility (1.38%) compared to IBIC (0.19%). In terms of maximum drawdown, YFYA dropped -2.29% vs IBIC's -0.90%.
On 1-year performance, YFYA leads with 4.47% vs 4.40% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YFYA has performed better with a 4.47% return vs 4.40%. 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 1.16% for YFYA.
YFYA has the higher dividend yield at 5.17%, compared with 3.59% for IBIC.
YFYA is categorized as Ultrashort Bond, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.16% for YFYA and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.95 vs 1.23), 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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