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RBIL vs. CBTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBIL vs. CBTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBIL achieves a 2.70% return, which is significantly higher than CBTA's -23.76% return.


RBIL

1D
0.06%
1M
0.38%
YTD
2.70%
6M
2.79%
1Y
4.57%
3Y*
5Y*
10Y*

CBTA

1D
-1.31%
1M
-9.26%
YTD
-23.76%
6M
-26.89%
1Y
-28.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBIL vs. CBTA - Yearly Performance Comparison


Correlation

The correlation between RBIL and CBTA is -0.13, 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

-0.13

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2025

-0.08

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Return for Risk

RBIL vs. CBTA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9898
Martin Ratio Rank

CBTA
CBTA Risk / Return Rank: 22
Overall Rank
CBTA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CBTA Sortino Ratio Rank: 22
Sortino Ratio Rank
CBTA Omega Ratio Rank: 22
Omega Ratio Rank
CBTA Calmar Ratio Rank: 22
Calmar Ratio Rank
CBTA Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RBIL vs. CBTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA). 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.


RBILCBTADifference
Sharpe ratioReturn per unit of total volatility

+5.99

Sortino ratioReturn per unit of downside risk

+9.25

Omega ratioGain probability vs. loss probability

2.39

0.84

+1.55

Calmar ratioReturn relative to maximum drawdown

17.00

-0.78

+17.77

Martin ratioReturn relative to average drawdown

70.66

-1.42

+72.08

RBIL vs. CBTA - Sharpe Ratio Comparison

The current RBIL Sharpe Ratio is 5.01, which is higher than the CBTA Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of RBIL and CBTA, 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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Sharpe Ratios by Period


RBILCBTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.01

-0.98

+5.99

Sharpe Ratio (All Time)

Calculated using the full available price history

4.28

-0.47

+4.75

Drawdowns

RBIL vs. CBTA - Drawdown Comparison

The maximum RBIL drawdown since its inception was -0.50%, smaller than the maximum CBTA drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for RBIL and CBTA.


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Drawdown Indicators


RBILCBTADifference

Max Drawdown

Largest peak-to-trough decline

-0.50%

-36.74%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.27%

-36.74%

+36.47%

Current Drawdown

Current decline from peak

0.00%

-36.33%

+36.33%

Average Drawdown

Average peak-to-trough decline

-0.06%

-12.99%

+12.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

20.01%

-19.94%

Volatility

RBIL vs. CBTA - Volatility Comparison

The current volatility for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) is 0.30%, while Calamos Bitcoin 80 Series Structured Alt Protection ETF - April (CBTA) has a volatility of 4.51%. This indicates that RBIL experiences smaller price fluctuations and is considered to be less risky than CBTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBILCBTADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

4.51%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

24.83%

-24.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.92%

28.99%

-28.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.05%

27.68%

-26.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.05%

27.68%

-26.63%

RBIL vs. CBTA - Expense Ratio Comparison

RBIL has a 0.17% expense ratio, which is lower than CBTA's 0.69% expense ratio.


Dividends

RBIL vs. CBTA - Dividend Comparison

RBIL's dividend yield for the trailing twelve months is around 4.60%, more than CBTA's 1.17% yield.


Frequently Asked Questions


RBIL and CBTA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBTA has higher volatility (4.51%) compared to RBIL (0.30%). In terms of maximum drawdown, RBIL dropped -0.50% vs CBTA's -36.74%.

On 1-year performance, RBIL leads with 4.57% vs -28.38% for CBTA. 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, RBIL has performed better with a 4.57% return vs -28.38%. 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 0.69% for CBTA.

RBIL has the higher dividend yield at 4.60%, compared with 1.17% for CBTA.

RBIL is categorized as Inflation-Protected Bonds, while CBTA is Defined Outcome. RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index, while CBTA tracks CBOE Bitcoin US ETF Index. They also come from different issuers: F/m and Calamos. Their fees differ too: 0.17% for RBIL and 0.69% for CBTA.

RBIL currently has the higher Sharpe Ratio (5.01 vs -0.98), 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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