DON vs. RBIL
DON (WisdomTree US MidCap Dividend ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - DON is a Mid Cap Value Equities fund tracking the WisdomTree U.S. MidCap Dividend 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, DON returned 15.25% vs 4.07% for RBIL. At a correlation of -0.10, they often move in opposite directions. DON charges 0.38%/yr vs 0.17%/yr for RBIL.
Performance
DON vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, DON achieves a 9.19% return, which is significantly higher than RBIL's 2.32% return.
DON
- 1D
- -0.11%
- 1M
- 1.38%
- YTD
- 9.19%
- 6M
- 7.93%
- 1Y
- 15.25%
- 3Y*
- 14.11%
- 5Y*
- 8.59%
- 10Y*
- 9.54%
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DON vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 9.19% | 3.22% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between DON and RBIL is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.10 |
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Return for Risk
DON vs. RBIL — Risk / Return Rank
DON
RBIL
DON vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) 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.
| DON | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.88 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 2.13 | -0.92 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 7.82 | -6.13 |
| Martin ratioReturn relative to average drawdown | 5.26 | 42.95 | -37.69 |
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Drawdowns
DON vs. RBIL - Drawdown Comparison
The maximum DON drawdown since its inception was -61.94%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for DON and RBIL.
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Drawdown Indicators
| DON | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -0.52% | -61.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -0.52% | -8.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | — | — |
Current DrawdownCurrent decline from peak | -1.29% | -0.50% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -0.07% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 0.10% | +2.80% |
Volatility
DON vs. RBIL - Volatility Comparison
WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 3.38% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that DON'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
| DON | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 0.36% | +3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 0.85% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 0.95% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 1.07% | +16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 1.07% | +19.18% |
DON vs. RBIL - Expense Ratio Comparison
DON has a 0.38% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
DON vs. RBIL - Dividend Comparison
DON's dividend yield for the trailing twelve months is around 2.32%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.32% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
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
DON and RBIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DON has higher volatility (3.38%) compared to RBIL (0.36%). In terms of maximum drawdown, DON dropped -61.94% vs RBIL's -0.52%.
On 1-year performance, DON leads with 15.25% vs 4.07% 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, DON has performed better with a 15.25% return vs 4.07%. 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 0.38% for DON.
RBIL has the higher dividend yield at 4.38%, compared with 2.32% for DON.
DON is categorized as Mid Cap Value Equities, while RBIL is Inflation-Protected Bonds. DON tracks WisdomTree U.S. MidCap 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: 0.38% for DON and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.35 vs 1.17), 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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