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EMQQ vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMQQ vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMQQ The Emerging Markets Internet ETF (EMQQ) 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, EMQQ achieves a -24.03% return, which is significantly lower than RBIL's 2.32% return.


EMQQ

1D
-2.14%
1M
-5.28%
YTD
-24.03%
6M
-23.90%
1Y
-21.65%
3Y*
3.56%
5Y*
-12.41%
10Y*
4.32%

RBIL

1D
0.01%
1M
-0.19%
YTD
2.32%
6M
2.37%
1Y
4.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMQQ vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between EMQQ 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 25, 2025

-0.20

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Return for Risk

EMQQ vs. RBIL — Risk / Return Rank

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

EMQQ
EMQQ Risk / Return Rank: 22
Overall Rank
EMQQ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EMQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
EMQQ Omega Ratio Rank: 22
Omega Ratio Rank
EMQQ Calmar Ratio Rank: 33
Calmar Ratio Rank
EMQQ Martin Ratio Rank: 22
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
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: 9696
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.

EMQQ vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMQQ The Emerging Markets Internet ETF (EMQQ) 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.


EMQQRBILDifference
Sharpe ratioReturn per unit of total volatility

-5.40

Sortino ratioReturn per unit of downside risk

-8.16

Omega ratioGain probability vs. loss probability

0.84

2.13

-1.29

Calmar ratioReturn relative to maximum drawdown

-0.67

7.82

-8.49

Martin ratioReturn relative to average drawdown

-1.31

42.95

-44.26

EMQQ vs. RBIL - Sharpe Ratio Comparison

The current EMQQ Sharpe Ratio is -1.05, which is lower than the RBIL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of EMQQ 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

EMQQ vs. RBIL - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for EMQQ and RBIL.


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Drawdown Indicators


EMQQRBILDifference

Max Drawdown

Largest peak-to-trough decline

-73.24%

-0.52%

-72.72%

Max Drawdown (1Y)

Largest decline over 1 year

-32.55%

-0.52%

-32.03%

Max Drawdown (3Y)

Largest decline over 3 years

-32.55%

Max Drawdown (5Y)

Largest decline over 5 years

-66.31%

Max Drawdown (10Y)

Largest decline over 10 years

-73.24%

Current Drawdown

Current decline from peak

-59.98%

-0.50%

-59.48%

Average Drawdown

Average peak-to-trough decline

-31.47%

-0.07%

-31.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.56%

0.10%

+16.46%

Volatility

EMQQ vs. RBIL - Volatility Comparison

EMQQ The Emerging Markets Internet ETF (EMQQ) has a higher volatility of 5.99% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that EMQQ'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


EMQQRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

0.36%

+5.63%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

0.85%

+15.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

0.95%

+19.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.14%

1.07%

+32.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.61%

1.07%

+29.54%

EMQQ vs. RBIL - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

EMQQ vs. RBIL - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 4.07%, less than RBIL's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
EMQQ
EMQQ The Emerging Markets Internet ETF
4.07%3.09%1.70%0.79%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%
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


EMQQ 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.

EMQQ has higher volatility (5.99%) compared to RBIL (0.36%). In terms of maximum drawdown, EMQQ dropped -73.24% vs RBIL's -0.52%.

On 1-year performance, RBIL leads with 4.07% vs -21.65% for EMQQ. 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, RBIL has performed better with a 4.07% return vs -21.65%. 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 0.86% for EMQQ.

RBIL has the higher dividend yield at 4.38%, compared with 4.07% for EMQQ.

EMQQ is categorized as Emerging Markets Equities, while RBIL is Inflation-Protected Bonds. EMQQ tracks EMQQ The Emerging Markets Internet Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Exchange Traded Concepts and F/m. Their fees differ too: 0.86% for EMQQ and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.35 vs -1.05), 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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