GYLD vs. RBIL
GYLD (Arrow Dow Jones Global Yield ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - GYLD is a Diversified Portfolio fund tracking the DJ Brookfield Global Infrastructure Composite Yield, 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, GYLD returned 15.94% vs 4.57% for RBIL. At a correlation of -0.11, they often move in opposite directions. GYLD charges 0.75%/yr vs 0.17%/yr for RBIL.
Performance
GYLD vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, GYLD achieves a 7.91% return, which is significantly higher than RBIL's 2.70% return.
GYLD
- 1D
- -0.42%
- 1M
- -0.76%
- YTD
- 7.91%
- 6M
- 10.25%
- 1Y
- 15.94%
- 3Y*
- 15.50%
- 5Y*
- 6.21%
- 10Y*
- 4.68%
RBIL
- 1D
- 0.06%
- 1M
- 0.38%
- YTD
- 2.70%
- 6M
- 2.79%
- 1Y
- 4.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GYLD vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 7.91% | 14.11% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.70% | 2.91% |
Correlation
The correlation between GYLD 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 26, 2025 | -0.11 |
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Return for Risk
GYLD vs. RBIL — Risk / Return Rank
GYLD
RBIL
GYLD vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) 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.
| GYLD | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.75 | ||
| Sortino ratioReturn per unit of downside risk | -6.06 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 2.39 | -1.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 17.00 | -13.71 |
| Martin ratioReturn relative to average drawdown | 9.19 | 70.66 | -61.47 |
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
| GYLD | RBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 5.01 | -3.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 4.28 | -4.07 |
Drawdowns
GYLD vs. RBIL - Drawdown Comparison
The maximum GYLD drawdown since its inception was -55.03%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for GYLD and RBIL.
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Drawdown Indicators
| GYLD | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.03% | -0.50% | -54.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -0.27% | -4.59% |
Max Drawdown (3Y)Largest decline over 3 years | -8.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | 0.00% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -14.41% | -0.06% | -14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.07% | +1.67% |
Volatility
GYLD vs. RBIL - Volatility Comparison
Arrow Dow Jones Global Yield ETF (GYLD) has a higher volatility of 3.16% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that GYLD'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
| GYLD | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 0.30% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 0.79% | +8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 0.92% | +11.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 1.05% | +12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 1.05% | +15.53% |
GYLD vs. RBIL - Expense Ratio Comparison
GYLD has a 0.75% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
GYLD vs. RBIL - Dividend Comparison
GYLD's dividend yield for the trailing twelve months is around 7.37%, more than RBIL's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 7.37% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
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
GYLD 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.
GYLD has higher volatility (3.16%) compared to RBIL (0.30%). In terms of maximum drawdown, GYLD dropped -55.03% vs RBIL's -0.50%.
On 1-year performance, GYLD leads with 15.94% 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, GYLD has performed better with a 15.94% 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 0.75% for GYLD.
GYLD has the higher dividend yield at 7.37%, compared with 4.60% for RBIL.
GYLD is categorized as Diversified Portfolio, while RBIL is Inflation-Protected Bonds. GYLD tracks DJ Brookfield Global Infrastructure Composite Yield, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Arrow Funds and F/m. Their fees differ too: 0.75% for GYLD and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (5.01 vs 1.26), 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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