EGUS vs. RBIL
EGUS (Ishares ESG Aware MSCI USA Growth ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus 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, EGUS returned 26.18% vs 4.07% for RBIL. At a correlation of -0.18, they often move in opposite directions. EGUS charges 0.18%/yr vs 0.17%/yr for RBIL.
Performance
EGUS vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, EGUS achieves a 7.09% return, which is significantly higher than RBIL's 2.32% return.
EGUS
- 1D
- -2.34%
- 1M
- -1.95%
- YTD
- 7.09%
- 6M
- 5.77%
- 1Y
- 26.18%
- 3Y*
- 24.15%
- 5Y*
- —
- 10Y*
- —
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGUS vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 7.09% | 20.37% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between EGUS 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 | -0.18 |
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Return for Risk
EGUS vs. RBIL — Risk / Return Rank
EGUS
RBIL
EGUS vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.
| EGUS | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 2.13 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 7.82 | -6.14 |
| Martin ratioReturn relative to average drawdown | 5.58 | 42.95 | -37.37 |
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Drawdowns
EGUS vs. RBIL - Drawdown Comparison
The maximum EGUS drawdown since its inception was -24.87%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for EGUS and RBIL.
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Drawdown Indicators
| EGUS | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.87% | -0.52% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -0.52% | -15.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | — | — |
Current DrawdownCurrent decline from peak | -5.47% | -0.50% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -0.07% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 0.10% | +4.60% |
Volatility
EGUS vs. RBIL - Volatility Comparison
Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 7.10% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that EGUS'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
| EGUS | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 0.36% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 0.85% | +13.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 0.95% | +16.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 1.07% | +18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.33% | 1.07% | +18.26% |
EGUS vs. RBIL - Expense Ratio Comparison
EGUS has a 0.18% expense ratio, which is higher than RBIL's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EGUS vs. RBIL - Dividend Comparison
EGUS's dividend yield for the trailing twelve months is around 0.21%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 0.21% | 0.22% | 0.25% | 0.36% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.38% | 3.65% | 0.00% | 0.00% |
Frequently Asked Questions
EGUS 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.
EGUS has higher volatility (7.10%) compared to RBIL (0.36%). In terms of maximum drawdown, EGUS dropped -24.87% vs RBIL's -0.52%.
On 1-year performance, EGUS leads with 26.18% 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, EGUS has performed better with a 26.18% 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 0.18% for EGUS.
RBIL has the higher dividend yield at 4.38%, compared with 0.21% for EGUS.
EGUS is categorized as Large Cap Growth Equities, while RBIL is Inflation-Protected Bonds. EGUS tracks MSCI USA Growth Extended ESG Focus 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: 0.18% for EGUS and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.35 vs 1.51), 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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