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OUNZ vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OUNZ vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Merk Gold ETF (OUNZ) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OUNZ achieves a -1.59% return, which is significantly lower than RBIL's 2.61% return.


OUNZ

1D
4.16%
1M
2.00%
6M
-14.12%
YTD
-1.59%
1Y
25.37%
3Y*
29.49%
5Y*
18.97%
10Y*
11.91%
ALL TIME*
9.88%

RBIL

1D
-0.03%
1M
0.18%
6M
2.25%
YTD
2.61%
1Y
3.81%
3Y*
5Y*
10Y*
ALL TIME*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.13M$25.02M$28.14M
$1.19M$1.87M$2.26M

OUNZ vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between OUNZ and RBIL is -0.14, 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.

-0.14

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2025

-0.06

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Return for Risk

OUNZ vs. RBIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OUNZ
OUNZ Risk / Return Rank: 2929
Overall Rank
OUNZ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
OUNZ Sortino Ratio Rank: 3030
Sortino Ratio Rank
OUNZ Omega Ratio Rank: 3434
Omega Ratio Rank
OUNZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
OUNZ Martin Ratio Rank: 2424
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9797
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9696
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OUNZ vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Merk Gold ETF (OUNZ) 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.


OUNZRBILDifference
Sharpe ratioReturn per unit of total volatility

-3.07

Sortino ratioReturn per unit of downside risk

-4.85

Omega ratioGain probability vs. loss probability

1.18

2.00

-0.82

Calmar ratioReturn relative to maximum drawdown

0.97

6.80

-5.83

Martin ratioReturn relative to average drawdown

2.05

27.52

-25.47

OUNZ vs. RBIL - Sharpe Ratio Comparison

The current OUNZ Sharpe Ratio is 0.91, which is lower than the RBIL Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of OUNZ and RBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OUNZ vs. RBIL - Drawdown Comparison

The maximum OUNZ drawdown since its inception was -26.31%, which is greater than RBIL's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for OUNZ and RBIL.


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Drawdown Indicators


OUNZRBILDifference

Max Drawdown

Largest peak-to-trough decline

-26.31%

-0.56%

-25.75%

Max Drawdown (1Y)

Largest decline over 1 year

-26.31%

-0.56%

-25.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.31%

Max Drawdown (10Y)

Largest decline over 10 years

-26.31%

Current Drawdown

Current decline from peak

-21.33%

-0.22%

-21.11%

Average Drawdown

Average peak-to-trough decline

-7.79%

-0.08%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.40%

0.14%

+12.26%

Volatility

OUNZ vs. RBIL - Volatility Comparison

VanEck Merk Gold ETF (OUNZ) has a higher volatility of 7.22% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.28%. This indicates that OUNZ'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


OUNZRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

0.28%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.96%

0.89%

+19.07%

Volatility (1Y)

Calculated over the trailing 1-year period

28.16%

0.96%

+27.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

1.06%

+17.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

1.06%

+15.14%

OUNZ vs. RBIL - Expense Ratio Comparison

OUNZ has a 0.25% 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

OUNZ vs. RBIL - Dividend Comparison

OUNZ has not paid dividends to shareholders, while RBIL's dividend yield for the trailing twelve months is around 4.16%.


Frequently Asked Questions


OUNZ and RBIL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUNZ has higher volatility (7.22%) compared to RBIL (0.28%). In terms of maximum drawdown, OUNZ dropped -26.31% vs RBIL's -0.56%.

On 1-year performance, OUNZ leads with 25.37% vs 3.81% for RBIL. 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, OUNZ has performed better with a 25.37% return vs 3.81%. 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 0.25% for OUNZ.

RBIL has the higher dividend yield at 4.16%, compared with 0.00% for OUNZ.

OUNZ is categorized as Gold, while RBIL is Inflation-Protected Bonds. OUNZ tracks LBMA Gold Price PM ($/ozt), while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: VanEck and F/m. Their fees differ too: 0.25% for OUNZ and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (3.98 vs 0.91), 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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