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DIVI vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVI vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Core Dividend Tilt Index ETF (DIVI) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIVI achieves a 10.71% return, which is significantly higher than RBIL's 2.32% return.


DIVI

1D
-2.01%
1M
-0.05%
YTD
10.71%
6M
10.37%
1Y
26.90%
3Y*
18.25%
5Y*
13.30%
10Y*
11.73%

RBIL

1D
0.01%
1M
-0.19%
YTD
2.32%
6M
2.37%
1Y
4.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVI vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between DIVI and RBIL is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.21

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Return for Risk

DIVI vs. RBIL — Risk / Return Rank

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

DIVI
DIVI Risk / Return Rank: 5454
Overall Rank
DIVI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 5353
Sortino Ratio Rank
DIVI Omega Ratio Rank: 5252
Omega Ratio Rank
DIVI Calmar Ratio Rank: 5454
Calmar Ratio Rank
DIVI Martin Ratio Rank: 5858
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
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: 9696
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
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.

DIVI vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) 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.


DIVIRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

1.31

2.13

-0.81

Calmar ratioReturn relative to maximum drawdown

2.56

7.82

-5.26

Martin ratioReturn relative to average drawdown

9.86

42.95

-33.09

DIVI vs. RBIL - Sharpe Ratio Comparison

The current DIVI Sharpe Ratio is 1.76, which is lower than the RBIL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of DIVI 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.


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Drawdowns

DIVI vs. RBIL - Drawdown Comparison

The maximum DIVI drawdown since its inception was -27.76%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for DIVI and RBIL.


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Drawdown Indicators


DIVIRBILDifference

Max Drawdown

Largest peak-to-trough decline

-27.76%

-0.52%

-27.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-0.52%

-10.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.76%

Current Drawdown

Current decline from peak

-2.01%

-0.50%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.62%

-0.07%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

0.10%

+2.63%

Volatility

DIVI vs. RBIL - Volatility Comparison

Franklin International Core Dividend Tilt Index ETF (DIVI) has a higher volatility of 5.19% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that DIVI'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


DIVIRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

0.36%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

0.85%

+12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

0.95%

+14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

1.07%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

1.07%

+15.29%

DIVI vs. RBIL - Expense Ratio Comparison

DIVI has a 0.09% expense ratio, which is lower than RBIL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DIVI vs. RBIL - Dividend Comparison

DIVI's dividend yield for the trailing twelve months is around 2.05%, less than RBIL's 4.38% yield.


PositionTTM2025202420232022202120202019201820172016
DIVI
Franklin International Core Dividend Tilt Index ETF
2.05%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%
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%

Frequently Asked Questions


DIVI and RBIL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVI has higher volatility (5.19%) compared to RBIL (0.36%). In terms of maximum drawdown, DIVI dropped -27.76% vs RBIL's -0.52%.

On 1-year performance, DIVI leads with 26.90% vs 4.07% for RBIL. On fees, DIVI is cheaper at 0.09% 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, DIVI has performed better with a 26.90% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVI is cheaper with a 0.09% expense ratio, compared with 0.17% for RBIL.

RBIL has the higher dividend yield at 4.38%, compared with 2.05% for DIVI.

DIVI is categorized as Foreign Large Cap Equities, while RBIL is Inflation-Protected Bonds. DIVI tracks Morningstar Developed Markets ex-North America Dividend Enhanced Select Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Franklin Templeton and F/m. Their fees differ too: 0.09% for DIVI and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.35 vs 1.76), 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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