PortfoliosLab logoPortfoliosLab logo
DECO vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECO vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Galaxy Digital Asset Ecosystem ETF (DECO) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DECO achieves a 79.56% return, which is significantly higher than RBIL's 2.70% return.


DECO

1D
0.01%
1M
39.50%
YTD
79.56%
6M
62.77%
1Y
167.73%
3Y*
5Y*
10Y*

RBIL

1D
0.06%
1M
0.38%
YTD
2.70%
6M
2.79%
1Y
4.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECO vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between DECO and RBIL is -0.16, 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

-0.16

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2025

-0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DECO vs. RBIL — Risk / Return Rank

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

DECO
DECO Risk / Return Rank: 8989
Overall Rank
DECO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DECO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DECO Omega Ratio Rank: 8282
Omega Ratio Rank
DECO Calmar Ratio Rank: 9393
Calmar Ratio Rank
DECO Martin Ratio Rank: 8787
Martin Ratio Rank

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

DECO vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Galaxy Digital Asset Ecosystem ETF (DECO) 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.


DECORBILDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-3.98

Omega ratioGain probability vs. loss probability

1.49

2.39

-0.89

Calmar ratioReturn relative to maximum drawdown

6.59

17.00

-10.40

Martin ratioReturn relative to average drawdown

18.43

70.66

-52.22

DECO vs. RBIL - Sharpe Ratio Comparison

The current DECO Sharpe Ratio is 3.80, which is comparable to the RBIL Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of DECO and RBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DECORBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

5.01

-1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

4.28

-2.32

Drawdowns

DECO vs. RBIL - Drawdown Comparison

The maximum DECO drawdown since its inception was -47.71%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for DECO and RBIL.


Loading charts...

Drawdown Indicators


DECORBILDifference

Max Drawdown

Largest peak-to-trough decline

-47.71%

-0.50%

-47.21%

Max Drawdown (1Y)

Largest decline over 1 year

-25.60%

-0.27%

-25.33%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-11.67%

-0.06%

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.14%

0.07%

+9.07%

Volatility

DECO vs. RBIL - Volatility Comparison

State Street Galaxy Digital Asset Ecosystem ETF (DECO) has a higher volatility of 11.53% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that DECO'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.


Loading charts...

Volatility by Period


DECORBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.53%

0.30%

+11.23%

Volatility (6M)

Calculated over the trailing 6-month period

33.83%

0.79%

+33.04%

Volatility (1Y)

Calculated over the trailing 1-year period

44.46%

0.92%

+43.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.50%

1.05%

+50.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.50%

1.05%

+50.45%

DECO vs. RBIL - Expense Ratio Comparison

DECO has a 0.65% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

DECO vs. RBIL - Dividend Comparison

DECO's dividend yield for the trailing twelve months is around 0.64%, less than RBIL's 4.60% yield.


Frequently Asked Questions


DECO and RBIL have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DECO has higher volatility (11.53%) compared to RBIL (0.30%). In terms of maximum drawdown, DECO dropped -47.71% vs RBIL's -0.50%.

On 1-year performance, DECO leads with 167.73% vs 4.57% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DECO has performed better with a 167.73% return vs 4.57%. 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 DECO.

RBIL has the higher dividend yield at 4.60%, compared with 0.64% for DECO.

DECO is categorized as Blockchain, while RBIL is Inflation-Protected Bonds. They also come from different issuers: State Street and F/m. Their fees differ too: 0.65% for DECO and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (5.01 vs 3.80), 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 DECO and RBIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer