EURL vs. RBIL
EURL (Direxion Daily FTSE Europe Bull 3x Shares) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - EURL is a Leveraged Equities fund tracking the FTSE Developed Europe Index (300%), 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, EURL returned 40.13% vs 4.07% for RBIL. At a correlation of -0.20, they often move in opposite directions. EURL charges 1.07%/yr vs 0.17%/yr for RBIL.
Performance
EURL vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, EURL achieves a 7.25% return, which is significantly higher than RBIL's 2.32% return.
EURL
- 1D
- -4.78%
- 1M
- -3.51%
- YTD
- 7.25%
- 6M
- 6.76%
- 1Y
- 40.13%
- 3Y*
- 31.43%
- 5Y*
- 5.36%
- 10Y*
- 11.85%
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EURL vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EURL Direxion Daily FTSE Europe Bull 3x Shares | 7.25% | 57.46% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between EURL and RBIL is -0.23, 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 | -0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.20 |
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Return for Risk
EURL vs. RBIL — Risk / Return Rank
EURL
RBIL
EURL vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily FTSE Europe Bull 3x Shares (EURL) 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.
| EURL | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -5.28 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 2.13 | -0.96 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 7.82 | -6.60 |
| Martin ratioReturn relative to average drawdown | 3.80 | 42.95 | -39.15 |
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Drawdowns
EURL vs. RBIL - Drawdown Comparison
The maximum EURL drawdown since its inception was -84.65%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for EURL and RBIL.
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Drawdown Indicators
| EURL | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.65% | -0.52% | -84.13% |
Max Drawdown (1Y)Largest decline over 1 year | -33.05% | -0.52% | -32.53% |
Max Drawdown (3Y)Largest decline over 3 years | -38.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -75.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -84.65% | — | — |
Current DrawdownCurrent decline from peak | -13.96% | -0.50% | -13.46% |
Average DrawdownAverage peak-to-trough decline | -36.86% | -0.07% | -36.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 0.10% | +10.49% |
Volatility
EURL vs. RBIL - Volatility Comparison
Direxion Daily FTSE Europe Bull 3x Shares (EURL) has a higher volatility of 15.92% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that EURL'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
| EURL | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.92% | 0.36% | +15.56% |
Volatility (6M)Calculated over the trailing 6-month period | 40.62% | 0.85% | +39.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.94% | 0.95% | +46.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.51% | 1.07% | +52.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.72% | 1.07% | +53.65% |
EURL vs. RBIL - Expense Ratio Comparison
EURL has a 1.07% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
EURL vs. RBIL - Dividend Comparison
EURL's dividend yield for the trailing twelve months is around 1.46%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EURL Direxion Daily FTSE Europe Bull 3x Shares | 1.46% | 1.50% | 3.51% | 2.50% | 1.80% | 0.33% | 0.41% | 1.17% | 3.07% | 0.38% |
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% |
Frequently Asked Questions
EURL and RBIL have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EURL has higher volatility (15.92%) compared to RBIL (0.36%). In terms of maximum drawdown, EURL dropped -84.65% vs RBIL's -0.52%.
On 1-year performance, EURL leads with 40.13% 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, EURL has performed better with a 40.13% 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 1.07% for EURL.
RBIL has the higher dividend yield at 4.38%, compared with 1.46% for EURL.
EURL is categorized as Leveraged Equities, while RBIL is Inflation-Protected Bonds. EURL tracks FTSE Developed Europe Index (300%), while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Direxion and F/m. Their fees differ too: 1.07% for EURL and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.35 vs 0.84), 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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