FLCH vs. RBIL
FLCH (Franklin FTSE China ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - FLCH is a China Equities fund tracking the FTSE China RIC Capped 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, FLCH returned -0.62% vs 3.81% for RBIL. Their -0.14 correlation means they have often moved in opposite directions in the past. FLCH charges 0.19%/yr vs 0.17%/yr for RBIL.
Performance
FLCH vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, FLCH achieves a -6.03% return, which is significantly lower than RBIL's 2.61% return.
FLCH
- 1D
- -0.05%
- 1M
- 6.52%
- 6M
- -6.64%
- YTD
- -6.03%
- 1Y
- -0.62%
- 3Y*
- 8.50%
- 5Y*
- -1.91%
- 10Y*
- —
- ALL TIME*
- 0.60%
RBIL
- 1D
- -0.03%
- 1M
- 0.18%
- 6M
- 2.25%
- YTD
- 2.61%
- 1Y
- 3.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44M | $3.92M | $3.21M | |
| $1.19M | $1.87M | $2.26M |
FLCH vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FLCH Franklin FTSE China ETF | -6.03% | 16.42% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.61% | 2.85% |
Correlation
The correlation between FLCH and RBIL is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.14 |
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Return for Risk
FLCH vs. RBIL — Risk / Return Rank
FLCH
RBIL
FLCH vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) 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.
| FLCH | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.01 | ||
| Sortino ratioReturn per unit of downside risk | -6.03 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 2.00 | -0.99 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 6.80 | -6.83 |
| Martin ratioReturn relative to average drawdown | -0.06 | 27.52 | -27.58 |
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Drawdowns
FLCH vs. RBIL - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, which is greater than RBIL's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for FLCH and RBIL.
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Drawdown Indicators
| FLCH | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -0.56% | -61.53% |
Max Drawdown (1Y)Largest decline over 1 year | -21.48% | -0.56% | -20.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | — | — |
Current DrawdownCurrent decline from peak | -33.76% | -0.22% | -33.54% |
Average DrawdownAverage peak-to-trough decline | -30.63% | -0.08% | -30.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 0.14% | +10.20% |
Volatility
FLCH vs. RBIL - Volatility Comparison
Franklin FTSE China ETF (FLCH) has a higher volatility of 5.36% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.28%. This indicates that FLCH'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
| FLCH | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 0.28% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 0.89% | +12.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 0.96% | +18.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 1.06% | +28.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.76% | 1.06% | +26.70% |
FLCH vs. RBIL - Expense Ratio Comparison
FLCH has a 0.19% expense ratio, which is higher than RBIL's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FLCH vs. RBIL - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.30%, less than RBIL's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.30% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.16% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLCH 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.
FLCH has higher volatility (5.36%) compared to RBIL (0.28%). In terms of maximum drawdown, FLCH dropped -62.09% vs RBIL's -0.56%.
On 1-year performance, RBIL leads with 3.81% vs -0.62% for FLCH. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.28%. 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 3.81% return vs -0.62%. 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 0.19% for FLCH.
RBIL has the higher dividend yield at 4.16%, compared with 2.30% for FLCH.
FLCH is categorized as China Equities, while RBIL is Inflation-Protected Bonds. FLCH tracks FTSE China RIC Capped Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Franklin Templeton and F/m. Their fees differ too: 0.19% for FLCH and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (3.98 vs -0.03), 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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