CHIQ vs. RBIL
CHIQ (Global X MSCI China Consumer Discretionary ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - CHIQ is a China Equities fund tracking the MSCI China Consumer Discretionary 10/50 Index, while RBIL is a Inflation-Protected Bonds fund tracking the Bloomberg US Ultrashort TIPS 1-13 Months Index. Both are passively managed. Over the past year, CHIQ returned -20.71% vs 4.07% for RBIL. At a correlation of -0.07, they often move in opposite directions. CHIQ charges 0.65%/yr vs 0.17%/yr for RBIL.
Performance
CHIQ vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, CHIQ achieves a -23.02% return, which is significantly lower than RBIL's 2.32% return.
CHIQ
- 1D
- -1.68%
- 1M
- -11.75%
- YTD
- -23.02%
- 6M
- -23.86%
- 1Y
- -20.71%
- 3Y*
- -0.66%
- 5Y*
- -12.72%
- 10Y*
- 6.04%
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHIQ vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHIQ Global X MSCI China Consumer Discretionary ETF | -23.02% | 0.41% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between CHIQ and RBIL is -0.03, 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 | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.07 |
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Return for Risk
CHIQ vs. RBIL — Risk / Return Rank
CHIQ
RBIL
CHIQ vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.
| CHIQ | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.28 | ||
| Sortino ratioReturn per unit of downside risk | -7.96 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 2.13 | -1.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 7.82 | -8.46 |
| Martin ratioReturn relative to average drawdown | -1.52 | 42.95 | -44.47 |
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Drawdowns
CHIQ vs. RBIL - Drawdown Comparison
The maximum CHIQ drawdown since its inception was -67.04%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for CHIQ and RBIL.
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Drawdown Indicators
| CHIQ | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -0.52% | -66.52% |
Max Drawdown (1Y)Largest decline over 1 year | -32.87% | -0.52% | -32.35% |
Max Drawdown (3Y)Largest decline over 3 years | -32.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -59.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.04% | — | — |
Current DrawdownCurrent decline from peak | -59.61% | -0.50% | -59.11% |
Average DrawdownAverage peak-to-trough decline | -30.68% | -0.07% | -30.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.68% | 0.10% | +13.58% |
Volatility
CHIQ vs. RBIL - Volatility Comparison
Global X MSCI China Consumer Discretionary ETF (CHIQ) has a higher volatility of 6.60% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that CHIQ's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHIQ | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 0.36% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 0.85% | +15.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 0.95% | +21.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.74% | 1.07% | +36.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.43% | 1.07% | +31.36% |
CHIQ vs. RBIL - Expense Ratio Comparison
CHIQ has a 0.65% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
CHIQ vs. RBIL - Dividend Comparison
CHIQ's dividend yield for the trailing twelve months is around 1.92%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHIQ Global X MSCI China Consumer Discretionary ETF | 1.92% | 1.48% | 2.65% | 2.26% | 0.38% | 0.00% | 0.11% | 1.05% | 2.71% | 0.62% | 1.51% | 4.86% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.38% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CHIQ and RBIL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHIQ has higher volatility (6.60%) compared to RBIL (0.36%). In terms of maximum drawdown, CHIQ dropped -67.04% vs RBIL's -0.52%.
On 1-year performance, RBIL leads with 4.07% vs -20.71% for CHIQ. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RBIL has performed better with a 4.07% return vs -20.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RBIL is cheaper with a 0.17% expense ratio, compared with 0.65% for CHIQ.
RBIL has the higher dividend yield at 4.38%, compared with 1.92% for CHIQ.
CHIQ is categorized as China Equities, while RBIL is Inflation-Protected Bonds. CHIQ tracks MSCI China Consumer Discretionary 10/50 Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Global X and F/m. Their fees differ too: 0.65% for CHIQ and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.35 vs -0.93), 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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