FTCS vs. RBIL
FTCS (First Trust Capital Strength ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - FTCS is a Large Cap Blend Equities fund tracking the The Capital Strength 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, FTCS returned 5.44% vs 3.95% for RBIL. At a correlation of -0.08, they often move in opposite directions. FTCS charges 0.53%/yr vs 0.17%/yr for RBIL.
Performance
FTCS vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, FTCS achieves a 0.55% return, which is significantly lower than RBIL's 2.31% return.
FTCS
- 1D
- -0.25%
- 1M
- -1.88%
- YTD
- 0.55%
- 6M
- -0.32%
- 1Y
- 5.44%
- 3Y*
- 9.28%
- 5Y*
- 5.80%
- 10Y*
- 10.41%
RBIL
- 1D
- -0.05%
- 1M
- -0.20%
- YTD
- 2.31%
- 6M
- 2.35%
- 1Y
- 3.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTCS vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTCS First Trust Capital Strength ETF | 0.55% | 4.10% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.31% | 2.85% |
Correlation
The correlation between FTCS and RBIL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.08 |
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Return for Risk
FTCS vs. RBIL — Risk / Return Rank
FTCS
RBIL
FTCS vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength ETF (FTCS) 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.
| FTCS | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -5.51 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 2.06 | -0.96 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 7.59 | -6.88 |
| Martin ratioReturn relative to average drawdown | 1.63 | 44.07 | -42.44 |
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Drawdowns
FTCS vs. RBIL - Drawdown Comparison
The maximum FTCS drawdown since its inception was -53.64%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for FTCS and RBIL.
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Drawdown Indicators
| FTCS | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.64% | -0.52% | -53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -0.52% | -7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | — | — |
Current DrawdownCurrent decline from peak | -6.45% | -0.51% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -0.07% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 0.09% | +3.25% |
Volatility
FTCS vs. RBIL - Volatility Comparison
First Trust Capital Strength ETF (FTCS) has a higher volatility of 2.99% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that FTCS'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
| FTCS | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 0.36% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.22% | 0.85% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.95% | 0.95% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 1.07% | +12.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 1.07% | +14.48% |
FTCS vs. RBIL - Expense Ratio Comparison
FTCS has a 0.53% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
FTCS vs. RBIL - Dividend Comparison
FTCS's dividend yield for the trailing twelve months is around 1.12%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCS First Trust Capital Strength ETF | 1.12% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
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
FTCS and RBIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTCS has higher volatility (2.99%) compared to RBIL (0.36%). In terms of maximum drawdown, FTCS dropped -53.64% vs RBIL's -0.52%.
On 1-year performance, FTCS leads with 5.44% vs 3.95% 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, FTCS has performed better with a 5.44% return vs 3.95%. 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 0.53% for FTCS.
RBIL has the higher dividend yield at 4.38%, compared with 1.12% for FTCS.
FTCS is categorized as Large Cap Blend Equities, while RBIL is Inflation-Protected Bonds. FTCS tracks The Capital Strength 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: 0.53% for FTCS and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.18 vs 0.55), 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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