ECH vs. RBIL
ECH (iShares MSCI Chile ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - ECH is a Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market 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, ECH returned 29.60% vs 4.57% for RBIL. At a correlation of -0.27, they often move in opposite directions. ECH charges 0.59%/yr vs 0.17%/yr for RBIL.
Performance
ECH vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, ECH achieves a -1.19% return, which is significantly lower than RBIL's 2.70% return.
ECH
- 1D
- -1.65%
- 1M
- -0.47%
- YTD
- -1.19%
- 6M
- 3.73%
- 1Y
- 29.60%
- 3Y*
- 14.12%
- 5Y*
- 10.98%
- 10Y*
- 4.25%
RBIL
- 1D
- 0.06%
- 1M
- 0.38%
- YTD
- 2.70%
- 6M
- 2.79%
- 1Y
- 4.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECH vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ECH iShares MSCI Chile ETF | -1.19% | 43.17% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.70% | 2.91% |
Correlation
The correlation between ECH and RBIL is -0.35, 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 | -0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025 | -0.27 |
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Return for Risk
ECH vs. RBIL — Risk / Return Rank
ECH
RBIL
ECH vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) 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.
| ECH | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.81 | ||
| Sortino ratioReturn per unit of downside risk | -6.22 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 2.39 | -1.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 17.00 | -15.49 |
| Martin ratioReturn relative to average drawdown | 3.82 | 70.66 | -66.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECH | RBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 5.01 | -3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 4.28 | -4.23 |
Drawdowns
ECH vs. RBIL - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.08%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for ECH and RBIL.
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Drawdown Indicators
| ECH | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -0.50% | -73.58% |
Max Drawdown (1Y)Largest decline over 1 year | -19.65% | -0.27% | -19.38% |
Max Drawdown (3Y)Largest decline over 3 years | -25.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | — | — |
Current DrawdownCurrent decline from peak | -26.58% | 0.00% | -26.58% |
Average DrawdownAverage peak-to-trough decline | -37.52% | -0.06% | -37.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 0.07% | +7.69% |
Volatility
ECH vs. RBIL - Volatility Comparison
iShares MSCI Chile ETF (ECH) has a higher volatility of 7.72% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that ECH'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
| ECH | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 0.30% | +7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 20.29% | 0.79% | +19.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.85% | 0.92% | +23.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.51% | 1.05% | +26.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.21% | 1.05% | +26.16% |
ECH vs. RBIL - Expense Ratio Comparison
ECH has a 0.59% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
ECH vs. RBIL - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 2.04%, less than RBIL's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 2.04% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
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
ECH and RBIL have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECH has higher volatility (7.72%) compared to RBIL (0.30%). In terms of maximum drawdown, ECH dropped -74.08% vs RBIL's -0.50%.
On 1-year performance, ECH leads with 29.60% 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, ECH has performed better with a 29.60% 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 0.59% for ECH.
RBIL has the higher dividend yield at 4.60%, compared with 2.04% for ECH.
ECH is categorized as Foreign Large Cap Equities, while RBIL is Inflation-Protected Bonds. ECH tracks MSCI Chile Investable Market Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: iShares and F/m. Their fees differ too: 0.59% for ECH and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (5.01 vs 1.20), 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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