ESML vs. RBIL
ESML (iShares ESG Aware MSCI USA Small-Cap ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - ESML is a Small Cap Growth Equities fund tracking the MSCI USA Small Cap 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, ESML returned 34.55% vs 4.07% for RBIL. At a correlation of -0.15, they often move in opposite directions. Both charge a 0.17% expense ratio.
Performance
ESML vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, ESML achieves a 18.00% return, which is significantly higher than RBIL's 2.32% return.
ESML
- 1D
- -1.21%
- 1M
- 3.69%
- YTD
- 18.00%
- 6M
- 15.71%
- 1Y
- 34.55%
- 3Y*
- 17.87%
- 5Y*
- 7.24%
- 10Y*
- —
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESML vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 18.00% | 12.03% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between ESML and RBIL is -0.16, 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 | -0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.15 |
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Return for Risk
ESML vs. RBIL — Risk / Return Rank
ESML
RBIL
ESML vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) 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.
| ESML | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 2.13 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 7.82 | -3.98 |
| Martin ratioReturn relative to average drawdown | 14.09 | 42.95 | -28.86 |
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Drawdowns
ESML vs. RBIL - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for ESML and RBIL.
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Drawdown Indicators
| ESML | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.97% | -0.52% | -41.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -0.52% | -8.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | -0.50% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -0.07% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 0.10% | +2.36% |
Volatility
ESML vs. RBIL - Volatility Comparison
iShares ESG Aware MSCI USA Small-Cap ETF (ESML) has a higher volatility of 5.52% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that ESML'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
| ESML | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 0.36% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 0.85% | +11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 0.95% | +16.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 1.07% | +20.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 1.07% | +22.32% |
ESML vs. RBIL - Expense Ratio Comparison
Both ESML and RBIL have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ESML vs. RBIL - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 0.92%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 0.92% | 1.08% | 1.22% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% |
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% |
Frequently Asked Questions
ESML and RBIL have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESML has higher volatility (5.52%) compared to RBIL (0.36%). In terms of maximum drawdown, ESML dropped -41.97% vs RBIL's -0.52%.
On 1-year performance, ESML leads with 34.55% vs 4.07% for RBIL. Both ETFs have the same 0.17% expense ratio. 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, ESML has performed better with a 34.55% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESML and RBIL have the same expense ratio: 0.17% per year.
RBIL has the higher dividend yield at 4.38%, compared with 0.92% for ESML.
ESML is categorized as Small Cap Growth Equities, while RBIL is Inflation-Protected Bonds. ESML tracks MSCI USA Small Cap 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.
RBIL currently has the higher Sharpe Ratio (4.35 vs 2.03), 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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