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DOL vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOL vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) 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, DOL achieves a 15.82% return, which is significantly higher than RBIL's 2.31% return.


DOL

1D
-0.33%
1M
2.69%
YTD
15.82%
6M
17.03%
1Y
33.04%
3Y*
21.33%
5Y*
12.90%
10Y*
10.54%

RBIL

1D
-0.05%
1M
-0.20%
YTD
2.31%
6M
2.35%
1Y
3.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOL vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between DOL and RBIL is -0.17, 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

-0.17

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

-0.15

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Return for Risk

DOL vs. RBIL — Risk / Return Rank

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

DOL
DOL Risk / Return Rank: 6464
Overall Rank
DOL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 6464
Sortino Ratio Rank
DOL Omega Ratio Rank: 6767
Omega Ratio Rank
DOL Calmar Ratio Rank: 6161
Calmar Ratio Rank
DOL Martin Ratio Rank: 6363
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9797
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9595
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.

DOL vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) 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.


DOLRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

1.39

2.06

-0.68

Calmar ratioReturn relative to maximum drawdown

2.93

7.59

-4.66

Martin ratioReturn relative to average drawdown

10.98

44.07

-33.09

DOL vs. RBIL - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 2.13, which is lower than the RBIL Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of DOL 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

DOL vs. RBIL - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for DOL and RBIL.


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Drawdown Indicators


DOLRBILDifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-0.52%

-60.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-0.52%

-10.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

Current Drawdown

Current decline from peak

-0.33%

-0.51%

+0.18%

Average Drawdown

Average peak-to-trough decline

-13.60%

-0.07%

-13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.09%

+2.93%

Volatility

DOL vs. RBIL - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 5.31% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that DOL'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


DOLRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

0.36%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

0.85%

+12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

0.95%

+14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

1.07%

+14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

1.07%

+15.62%

DOL vs. RBIL - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

DOL vs. RBIL - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.41%, less than RBIL's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
DOL
WisdomTree International LargeCap Dividend Fund
2.41%2.83%3.78%4.02%4.47%3.58%2.82%3.50%4.03%3.17%3.58%3.66%
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


DOL and RBIL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOL has higher volatility (5.31%) compared to RBIL (0.36%). In terms of maximum drawdown, DOL dropped -60.79% vs RBIL's -0.52%.

On 1-year performance, DOL leads with 33.04% vs 3.95% for RBIL. 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, DOL has performed better with a 33.04% return vs 3.95%. 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 0.48% for DOL.

RBIL has the higher dividend yield at 4.38%, compared with 2.41% for DOL.

DOL is categorized as Foreign Large Cap Equities, while RBIL is Inflation-Protected Bonds. DOL tracks WisdomTree International LargeCap Dividend Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: WisdomTree and F/m. Their fees differ too: 0.48% for DOL and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.18 vs 2.13), 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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