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EWS vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWS vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Singapore ETF (EWS) 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, EWS achieves a 10.24% return, which is significantly higher than RBIL's 2.37% return.


EWS

1D
0.68%
1M
2.49%
YTD
10.24%
6M
12.61%
1Y
22.39%
3Y*
21.19%
5Y*
10.58%
10Y*
8.02%

RBIL

1D
0.06%
1M
-0.16%
YTD
2.37%
6M
2.42%
1Y
4.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWS vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between EWS and RBIL is -0.13, 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

-0.13

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.16

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Return for Risk

EWS vs. RBIL — Risk / Return Rank

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

EWS
EWS Risk / Return Rank: 4747
Overall Rank
EWS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EWS Sortino Ratio Rank: 4343
Sortino Ratio Rank
EWS Omega Ratio Rank: 4242
Omega Ratio Rank
EWS Calmar Ratio Rank: 6161
Calmar Ratio Rank
EWS Martin Ratio Rank: 4444
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: 9898
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.

EWS vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Singapore ETF (EWS) 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.


EWSRBILDifference
Sharpe ratioReturn per unit of total volatility

-2.90

Sortino ratioReturn per unit of downside risk

-4.61

Omega ratioGain probability vs. loss probability

1.26

2.13

-0.87

Calmar ratioReturn relative to maximum drawdown

2.88

7.95

-5.08

Martin ratioReturn relative to average drawdown

6.95

48.27

-41.32

EWS vs. RBIL - Sharpe Ratio Comparison

The current EWS Sharpe Ratio is 1.47, which is lower than the RBIL Sharpe Ratio of 4.36. The chart below compares the historical Sharpe Ratios of EWS 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

EWS vs. RBIL - Drawdown Comparison

The maximum EWS drawdown since its inception was -75.13%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for EWS and RBIL.


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Drawdown Indicators


EWSRBILDifference

Max Drawdown

Largest peak-to-trough decline

-75.13%

-0.52%

-74.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-0.52%

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.84%

Current Drawdown

Current decline from peak

0.00%

-0.46%

+0.46%

Average Drawdown

Average peak-to-trough decline

-21.97%

-0.07%

-21.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

0.09%

+3.14%

Volatility

EWS vs. RBIL - Volatility Comparison

iShares MSCI Singapore ETF (EWS) has a higher volatility of 5.23% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that EWS'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


EWSRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

0.36%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

0.85%

+11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

0.95%

+14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

1.07%

+16.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

1.07%

+16.98%

EWS vs. RBIL - Expense Ratio Comparison

EWS has a 0.50% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

EWS vs. RBIL - Dividend Comparison

EWS's dividend yield for the trailing twelve months is around 3.98%, less than RBIL's 4.38% yield.


PositionTTM20252024202320222021202020192018201720162015
EWS
iShares MSCI Singapore ETF
3.98%4.10%4.28%6.50%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%
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


EWS and RBIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWS has higher volatility (5.23%) compared to RBIL (0.36%). In terms of maximum drawdown, EWS dropped -75.13% vs RBIL's -0.52%.

On 1-year performance, EWS leads with 22.39% vs 4.14% 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, EWS has performed better with a 22.39% return vs 4.14%. 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 0.50% for EWS.

RBIL has the higher dividend yield at 4.38%, compared with 3.98% for EWS.

EWS is categorized as Asia Pacific Equities, while RBIL is Inflation-Protected Bonds. EWS tracks MSCI Singapore 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: 0.50% for EWS and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (4.36 vs 1.47), 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.

Portfolio Optimizer

Find the right allocation for EWS and RBIL

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