ESGN vs. RBIL

Last updated Jun 24, 2026

ESGN (Columbia Sustainable International Equity Income ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - ESGN is a Foreign Large Cap Equities fund tracking the MSCI Beta ADV Sust Intl Equity Income 100, 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, ESGN returned 23.37% vs 4.07% for RBIL. At a correlation of -0.17, they often move in opposite directions. ESGN charges 0.45%/yr vs 0.17%/yr for RBIL.

Performance

ESGN vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sustainable International Equity Income ETF (ESGN) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGN achieves a 5.17% return, which is significantly higher than RBIL's 2.32% return.

ESGN

• 1D: -0.95%
• 1M: -2.95%
• YTD: 5.17%
• 6M: 5.43%
• 1Y: 23.37%
• 3Y*: 19.18%
• 5Y*: 11.66%
• 10Y*: 9.59%

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)

ESGN vs. RBIL - Yearly Performance Comparison

	2026 (YTD)	2025
ESGN Columbia Sustainable International Equity Income ETF	5.17%	30.95%
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF	2.32%	2.85%

Correlation

The correlation between ESGN and RBIL is -0.20, 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	-0.20
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025	-0.17

Return for Risk

ESGN vs. RBIL — Risk / Return Rank

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

ESGN

ESGN Risk / Return Rank: 54
ESGN Sharpe Ratio Rank: 54
ESGN Sortino Ratio Rank: 54
ESGN Omega Ratio Rank: 53
ESGN Calmar Ratio Rank: 54
ESGN Martin Ratio Rank: 53

RBIL

RBIL Risk / Return Rank: 97
RBIL Sharpe Ratio Rank: 97
RBIL Sortino Ratio Rank: 98
RBIL Omega Ratio Rank: 98
RBIL Calmar Ratio Rank: 96
RBIL Martin Ratio Rank: 97

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.

ESGN vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) 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.

	ESGN	RBIL	Difference
Sharpe ratio: Return per unit of total volatility	1.70	4.35	-2.65
Sortino ratio: Return per unit of downside risk	2.40	6.69	-4.29
Omega ratio: Gain probability vs. loss probability	1.31	2.13	-0.82
Calmar ratio: Return relative to maximum drawdown	2.46	7.82	-5.37
Martin ratio: Return relative to average drawdown	8.42	42.95	-34.53

ESGN vs. RBIL - Sharpe Ratio Comparison

The current ESGN Sharpe Ratio is 1.70, which is lower than the RBIL Sharpe Ratio of 4.35. The chart below compares the historical Sharpe Ratios of ESGN 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.

Drawdowns

ESGN vs. RBIL - Drawdown Comparison

The maximum ESGN drawdown since its inception was -41.71%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for ESGN and RBIL.

Drawdown Indicators

	ESGN	RBIL	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-0.52%	-41.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-0.52%	-9.04%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.71%	—	—
Current Drawdown Current decline from peak	-5.44%	-0.50%	-4.94%
Average Drawdown Average peak-to-trough decline	-7.04%	-0.07%	-6.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	0.10%	+2.68%

Volatility

ESGN vs. RBIL - Volatility Comparison

Columbia Sustainable International Equity Income ETF (ESGN) has a higher volatility of 3.96% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that ESGN'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.

Volatility by Period

	ESGN	RBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	0.36%	+3.60%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	0.85%	+10.21%
Volatility (1Y) Calculated over the trailing 1-year period	13.77%	0.95%	+12.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.33%	1.07%	+14.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	1.07%	+15.27%

ESGN vs. RBIL - Expense Ratio Comparison

ESGN has a 0.45% expense ratio, which is higher than RBIL's 0.17% expense ratio.

Dividends

ESGN vs. RBIL - Dividend Comparison

ESGN's dividend yield for the trailing twelve months is around 9.38%, more than RBIL's 4.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGN Columbia Sustainable International Equity Income ETF	9.38%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%
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%

Frequently Asked Questions

Can I hold both ESGN and RBIL in my portfolio?

ESGN and RBIL have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGN or RBIL?

ESGN has higher volatility (3.96%) compared to RBIL (0.36%). In terms of maximum drawdown, ESGN dropped -41.71% vs RBIL's -0.52%.

Which ETF is better, ESGN or RBIL?

On 1-year performance, ESGN leads with 23.37% 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.

Which ETF has performed better, ESGN or RBIL?

Over the 1-year period, ESGN has performed better with a 23.37% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGN or RBIL?

RBIL is cheaper with a 0.17% expense ratio, compared with 0.45% for ESGN.

Which ETF pays a higher dividend yield, ESGN or RBIL?

ESGN has the higher dividend yield at 9.38%, compared with 4.38% for RBIL.

What is the main difference between ESGN and RBIL?

ESGN is categorized as Foreign Large Cap Equities, while RBIL is Inflation-Protected Bonds. ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Ameriprise Financial and F/m. Their fees differ too: 0.45% for ESGN and 0.17% for RBIL.

Which has better risk-adjusted returns?

RBIL currently has the higher Sharpe Ratio (4.35 vs 1.70), 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.