FDNI vs. RBIL
FDNI (First Trust Dow Jones International Internet ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - FDNI is a Large Cap Growth Equities fund tracking the Dow Jones International Internet 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, FDNI returned -23.20% vs 4.07% for RBIL. At a correlation of -0.16, they often move in opposite directions. FDNI charges 0.65%/yr vs 0.17%/yr for RBIL.
Performance
FDNI vs. RBIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDNI achieves a -25.93% return, which is significantly lower than RBIL's 2.32% return.
FDNI
- 1D
- -2.49%
- 1M
- -7.71%
- YTD
- -25.93%
- 6M
- -26.55%
- 1Y
- -23.20%
- 3Y*
- 4.77%
- 5Y*
- -11.29%
- 10Y*
- —
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDNI vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FDNI First Trust Dow Jones International Internet ETF | -25.93% | 7.96% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between FDNI and RBIL is -0.11, 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 | -0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDNI vs. RBIL — Risk / Return Rank
FDNI
RBIL
FDNI vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) 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.
| FDNI | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.31 | ||
| Sortino ratioReturn per unit of downside risk | -7.99 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 2.13 | -1.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 7.82 | -8.47 |
| Martin ratioReturn relative to average drawdown | -1.24 | 42.95 | -44.19 |
Loading charts...
Drawdowns
FDNI vs. RBIL - Drawdown Comparison
The maximum FDNI drawdown since its inception was -71.08%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for FDNI and RBIL.
Loading charts...
Drawdown Indicators
| FDNI | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.08% | -0.52% | -70.56% |
Max Drawdown (1Y)Largest decline over 1 year | -36.22% | -0.52% | -35.70% |
Max Drawdown (3Y)Largest decline over 3 years | -36.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -65.86% | — | — |
Current DrawdownCurrent decline from peak | -54.18% | -0.50% | -53.68% |
Average DrawdownAverage peak-to-trough decline | -34.65% | -0.07% | -34.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.78% | 0.10% | +18.68% |
Volatility
FDNI vs. RBIL - Volatility Comparison
First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 7.77% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that FDNI'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.
Loading charts...
Volatility by Period
| FDNI | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 0.36% | +7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 19.38% | 0.85% | +18.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.32% | 0.95% | +23.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.70% | 1.07% | +35.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.51% | 1.07% | +33.44% |
FDNI vs. RBIL - Expense Ratio Comparison
FDNI has a 0.65% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
FDNI vs. RBIL - Dividend Comparison
FDNI's dividend yield for the trailing twelve months is around 1.51%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FDNI First Trust Dow Jones International Internet ETF | 1.51% | 1.12% | 1.07% | 0.40% | 0.00% | 0.00% | 0.16% | 3.12% |
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% |
Frequently Asked Questions
FDNI and RBIL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDNI has higher volatility (7.77%) compared to RBIL (0.36%). In terms of maximum drawdown, FDNI dropped -71.08% vs RBIL's -0.52%.
On 1-year performance, RBIL leads with 4.07% vs -23.20% for FDNI. 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, RBIL has performed better with a 4.07% return vs -23.20%. 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 0.65% for FDNI.
RBIL has the higher dividend yield at 4.38%, compared with 1.51% for FDNI.
FDNI is categorized as Large Cap Growth Equities, while RBIL is Inflation-Protected Bonds. FDNI tracks Dow Jones International Internet Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: First Trust and F/m. Their fees differ too: 0.65% for FDNI and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.35 vs -0.96), 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.
Find the right allocation for FDNI and RBIL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer