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EWW vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWW vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico ETF (EWW) 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, EWW achieves a 11.60% return, which is significantly higher than RBIL's 2.67% return.


EWW

1D
-0.91%
1M
-0.24%
YTD
11.60%
6M
14.58%
1Y
33.24%
3Y*
11.72%
5Y*
13.28%
10Y*
7.26%

RBIL

1D
-0.03%
1M
0.34%
YTD
2.67%
6M
2.74%
1Y
4.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWW vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between EWW and RBIL is -0.26, 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

-0.26

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2025

-0.18

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Return for Risk

EWW vs. RBIL — Risk / Return Rank

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

EWW
EWW Risk / Return Rank: 4747
Overall Rank
EWW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EWW Sortino Ratio Rank: 4545
Sortino Ratio Rank
EWW Omega Ratio Rank: 4545
Omega Ratio Rank
EWW Calmar Ratio Rank: 4949
Calmar Ratio Rank
EWW Martin Ratio Rank: 5252
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
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.

EWW vs. RBIL - Risk-Adjusted Trends Comparison

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


EWWRBILDifference
Sharpe ratioReturn per unit of total volatility

-3.48

Sortino ratioReturn per unit of downside risk

-5.79

Omega ratioGain probability vs. loss probability

1.28

2.41

-1.13

Calmar ratioReturn relative to maximum drawdown

2.39

17.11

-14.73

Martin ratioReturn relative to average drawdown

8.81

71.11

-62.30

EWW vs. RBIL - Sharpe Ratio Comparison

The current EWW Sharpe Ratio is 1.58, which is lower than the RBIL Sharpe Ratio of 5.06. The chart below compares the historical Sharpe Ratios of EWW 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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Sharpe Ratios by Period


EWWRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

5.06

-3.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

4.24

-3.94

Drawdowns

EWW vs. RBIL - Drawdown Comparison

The maximum EWW drawdown since its inception was -64.94%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for EWW and RBIL.


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Drawdown Indicators


EWWRBILDifference

Max Drawdown

Largest peak-to-trough decline

-64.94%

-0.50%

-64.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.98%

-0.27%

-13.71%

Max Drawdown (3Y)

Largest decline over 3 years

-31.17%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

Max Drawdown (10Y)

Largest decline over 10 years

-53.62%

Current Drawdown

Current decline from peak

-4.75%

-0.03%

-4.72%

Average Drawdown

Average peak-to-trough decline

-18.52%

-0.06%

-18.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

0.06%

+3.72%

Volatility

EWW vs. RBIL - Volatility Comparison

iShares MSCI Mexico ETF (EWW) has a higher volatility of 5.32% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that EWW'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


EWWRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

0.30%

+5.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

0.79%

+16.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.17%

0.92%

+20.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.52%

1.05%

+21.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

1.05%

+24.34%

EWW vs. RBIL - Expense Ratio Comparison

EWW has a 0.49% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

EWW vs. RBIL - Dividend Comparison

EWW's dividend yield for the trailing twelve months is around 3.12%, less than RBIL's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
EWW
iShares MSCI Mexico ETF
3.12%3.48%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.60%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


EWW and RBIL have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWW has higher volatility (5.32%) compared to RBIL (0.30%). In terms of maximum drawdown, EWW dropped -64.94% vs RBIL's -0.50%.

On 1-year performance, EWW leads with 33.24% vs 4.60% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EWW has performed better with a 33.24% return vs 4.60%. 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 0.49% for EWW.

RBIL has the higher dividend yield at 4.60%, compared with 3.12% for EWW.

EWW is categorized as Latin America Equities, while RBIL is Inflation-Protected Bonds. EWW tracks MSCI Mexico IMI 25/50 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: 0.49% for EWW and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (5.06 vs 1.58), 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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