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DTD vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTD vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) 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, DTD achieves a 10.02% return, which is significantly higher than RBIL's 2.70% return.


DTD

1D
-0.48%
1M
2.79%
YTD
10.02%
6M
9.93%
1Y
21.95%
3Y*
17.94%
5Y*
11.75%
10Y*
12.18%

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)

DTD vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between DTD and RBIL is -0.18, 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

-0.18

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

-0.14

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Return for Risk

DTD vs. RBIL — Risk / Return Rank

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

DTD
DTD Risk / Return Rank: 7272
Overall Rank
DTD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 7474
Sortino Ratio Rank
DTD Omega Ratio Rank: 7171
Omega Ratio Rank
DTD Calmar Ratio Rank: 7070
Calmar Ratio Rank
DTD Martin Ratio Rank: 7575
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.

DTD vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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.


DTDRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-4.53

Omega ratioGain probability vs. loss probability

1.43

2.39

-0.96

Calmar ratioReturn relative to maximum drawdown

3.50

17.00

-13.50

Martin ratioReturn relative to average drawdown

14.51

70.66

-56.15

DTD vs. RBIL - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.37, which is lower than the RBIL Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of DTD 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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Sharpe Ratios by Period


DTDRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

5.01

-2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

4.28

-3.75

Drawdowns

DTD vs. RBIL - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for DTD and RBIL.


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Drawdown Indicators


DTDRBILDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-0.50%

-57.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-0.27%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.41%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-7.34%

-0.06%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

0.07%

+1.45%

Volatility

DTD vs. RBIL - Volatility Comparison

WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 2.13% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that DTD'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


DTDRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

0.30%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

0.79%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.29%

0.92%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

1.05%

+12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

1.05%

+15.16%

DTD vs. RBIL - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

DTD vs. RBIL - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.87%, less than RBIL's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
DTD
WisdomTree U.S. Total Dividend Fund
1.87%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.60%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


DTD and RBIL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTD has higher volatility (2.13%) compared to RBIL (0.30%). In terms of maximum drawdown, DTD dropped -58.19% vs RBIL's -0.50%.

On 1-year performance, DTD leads with 21.95% 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, DTD has performed better with a 21.95% 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 0.28% for DTD.

RBIL has the higher dividend yield at 4.60%, compared with 1.87% for DTD.

DTD is categorized as Large Cap Value Equities, while RBIL is Inflation-Protected Bonds. DTD tracks WisdomTree U.S. 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: 0.28% for DTD and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (5.01 vs 2.37), 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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