KNGZ vs. RBIL
KNGZ (First Trust S&P 500 Diversified Dividend Aristocrats ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - KNGZ is a S&P 500 fund tracking the S&P 500 Sector-Neutral Dividend Aristocrats 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, KNGZ returned 31.60% vs 4.57% for RBIL. At a correlation of -0.14, they often move in opposite directions. KNGZ charges 0.50%/yr vs 0.17%/yr for RBIL.
Performance
KNGZ vs. RBIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KNGZ achieves a 16.69% return, which is significantly higher than RBIL's 2.70% return.
KNGZ
- 1D
- -1.01%
- 1M
- 8.04%
- YTD
- 16.69%
- 6M
- 16.73%
- 1Y
- 31.60%
- 3Y*
- 17.67%
- 5Y*
- 9.28%
- 10Y*
- —
RBIL
- 1D
- 0.06%
- 1M
- 0.38%
- YTD
- 2.70%
- 6M
- 2.79%
- 1Y
- 4.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KNGZ vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KNGZ First Trust S&P 500 Diversified Dividend Aristocrats ETF | 16.69% | 8.54% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.70% | 2.91% |
Correlation
The correlation between KNGZ and RBIL is -0.19, 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 | -0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025 | -0.14 |
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
KNGZ vs. RBIL — Risk / Return Rank
KNGZ
RBIL
KNGZ vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) 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.
| KNGZ | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 2.39 | -0.98 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 17.00 | -13.63 |
| Martin ratioReturn relative to average drawdown | 11.35 | 70.66 | -59.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| KNGZ | RBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 5.01 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 4.28 | -3.66 |
Drawdowns
KNGZ vs. RBIL - Drawdown Comparison
The maximum KNGZ drawdown since its inception was -37.44%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for KNGZ and RBIL.
Loading charts...
Drawdown Indicators
| KNGZ | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.44% | -0.50% | -36.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.41% | -0.27% | -9.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.71% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | 0.00% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -0.06% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 0.07% | +2.72% |
Volatility
KNGZ vs. RBIL - Volatility Comparison
First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) has a higher volatility of 3.82% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that KNGZ'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
| KNGZ | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 0.30% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 0.79% | +9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 0.92% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 1.05% | +15.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 1.05% | +17.82% |
KNGZ vs. RBIL - Expense Ratio Comparison
KNGZ has a 0.50% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
KNGZ vs. RBIL - Dividend Comparison
KNGZ's dividend yield for the trailing twelve months is around 2.33%, less than RBIL's 4.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KNGZ First Trust S&P 500 Diversified Dividend Aristocrats ETF | 2.33% | 2.70% | 2.55% | 3.10% | 2.52% | 1.95% | 2.44% | 2.85% | 4.09% | 1.10% |
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% |
Frequently Asked Questions
KNGZ and RBIL have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KNGZ has higher volatility (3.82%) compared to RBIL (0.30%). In terms of maximum drawdown, KNGZ dropped -37.44% vs RBIL's -0.50%.
On 1-year performance, KNGZ leads with 31.60% 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, KNGZ has performed better with a 31.60% 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 0.50% for KNGZ.
RBIL has the higher dividend yield at 4.60%, compared with 2.33% for KNGZ.
KNGZ is categorized as S&P 500, while RBIL is Inflation-Protected Bonds. KNGZ tracks S&P 500 Sector-Neutral Dividend Aristocrats 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: 0.50% for KNGZ and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (5.01 vs 2.34), 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 KNGZ 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