FTHI vs. RBIL
FTHI (First Trust BuyWrite Income ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - FTHI is a Derivative Income fund actively managed by First Trust, while RBIL is a Inflation-Protected Bonds fund tracking the Bloomberg US Ultrashort TIPS 1-13 Months Index. FTHI is actively managed, while RBIL is passively managed. Over the past year, FTHI returned 16.43% vs 4.57% for RBIL. At a correlation of -0.22, they often move in opposite directions. FTHI charges 0.85%/yr vs 0.17%/yr for RBIL.
Performance
FTHI vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, FTHI achieves a 4.79% return, which is significantly higher than RBIL's 2.70% return.
FTHI
- 1D
- -0.17%
- 1M
- 1.75%
- YTD
- 4.79%
- 6M
- 5.22%
- 1Y
- 16.43%
- 3Y*
- 14.50%
- 5Y*
- 10.17%
- 10Y*
- 8.54%
RBIL
- 1D
- 0.06%
- 1M
- 0.38%
- YTD
- 2.70%
- 6M
- 2.79%
- 1Y
- 4.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTHI vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTHI First Trust BuyWrite Income ETF | 4.79% | 10.26% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.70% | 2.91% |
Correlation
The correlation between FTHI and RBIL is -0.28, 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 | -0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025 | -0.22 |
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Return for Risk
FTHI vs. RBIL — Risk / Return Rank
FTHI
RBIL
FTHI vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.
| FTHI | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -5.21 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 2.39 | -1.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 17.00 | -13.98 |
| Martin ratioReturn relative to average drawdown | 13.19 | 70.66 | -57.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTHI | RBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 5.01 | -3.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 4.28 | -3.75 |
Drawdowns
FTHI vs. RBIL - Drawdown Comparison
The maximum FTHI drawdown since its inception was -32.65%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for FTHI and RBIL.
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Drawdown Indicators
| FTHI | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -0.50% | -32.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.47% | -0.27% | -5.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.65% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | 0.00% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -0.06% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.07% | +1.18% |
Volatility
FTHI vs. RBIL - Volatility Comparison
First Trust BuyWrite Income ETF (FTHI) has a higher volatility of 1.67% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that FTHI'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
| FTHI | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 0.30% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.05% | 0.79% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 0.92% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 1.05% | +12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 1.05% | +13.28% |
FTHI vs. RBIL - Expense Ratio Comparison
FTHI has a 0.85% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
FTHI vs. RBIL - Dividend Comparison
FTHI's dividend yield for the trailing twelve months is around 8.73%, more than RBIL's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | 8.73% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
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
FTHI and RBIL have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTHI has higher volatility (1.67%) compared to RBIL (0.30%). In terms of maximum drawdown, FTHI dropped -32.65% vs RBIL's -0.50%.
On 1-year performance, FTHI leads with 16.43% vs 4.57% 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, FTHI has performed better with a 16.43% return vs 4.57%. 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 0.85% for FTHI.
FTHI has the higher dividend yield at 8.73%, compared with 4.60% for RBIL.
FTHI is categorized as Derivative Income, while RBIL is Inflation-Protected Bonds. They also come from different issuers: First Trust and F/m. Their fees differ too: 0.85% for FTHI and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (5.01 vs 1.87), 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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