ROE vs. RBIL

Last updated Aug 6, 2026

ROE (Astoria US Equal Weight Quality Kings ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - ROE is a Quality Factor fund actively managed by Astoria, while RBIL is a Inflation-Protected Bonds fund tracking the Bloomberg US Ultrashort TIPS 1-13 Months Index. ROE is actively managed, while RBIL is passively managed. Over the past year, ROE returned 36.08% vs 3.81% for RBIL. Their -0.19 correlation means they have often moved in opposite directions in the past. ROE charges 0.49%/yr vs 0.17%/yr for RBIL.

Performance

ROE vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Equal Weight Quality Kings ETF (ROE) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROE achieves a 24.04% return, which is significantly higher than RBIL's 2.61% return.

ROE

• 1D: -0.06%
• 1M: 2.68%
• 6M: 19.97%
• YTD: 24.04%
• 1Y: 36.08%
• 3Y*: 22.06%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.43%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF	$1.19M	$1.87M	$2.26M
ROE Astoria US Equal Weight Quality Kings ETF	$1.10M	$1.09M	$951.90K

ROE vs. RBIL - Yearly Performance Comparison

	2026 (YTD)	2025
ROE Astoria US Equal Weight Quality Kings ETF	24.04%	14.49%
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF	2.61%	2.85%

Correlation

The correlation between ROE and RBIL is -0.19, 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.	-0.19
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025	-0.19

Return for Risk

ROE vs. RBIL — Risk / Return Rank

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

ROE

ROE Risk / Return Rank: 89
ROE Sharpe Ratio Rank: 90
ROE Sortino Ratio Rank: 87
ROE Omega Ratio Rank: 87
ROE Calmar Ratio Rank: 90
ROE Martin Ratio Rank: 93

RBIL

RBIL Risk / Return Rank: 97
RBIL Sharpe Ratio Rank: 98
RBIL Sortino Ratio Rank: 98
RBIL Omega Ratio Rank: 98
RBIL Calmar Ratio Rank: 96
RBIL Martin Ratio Rank: 97

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.

ROE vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) 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.

	ROE	RBIL	Difference
Sharpe ratio: Return per unit of total volatility	2.41	3.98	-1.57
Sortino ratio: Return per unit of downside risk	3.20	6.13	-2.93
Omega ratio: Gain probability vs. loss probability	1.42	2.00	-0.58
Calmar ratio: Return relative to maximum drawdown	4.19	6.80	-2.61
Martin ratio: Return relative to average drawdown	17.82	27.52	-9.70

ROE vs. RBIL - Sharpe Ratio Comparison

The current ROE Sharpe Ratio is 2.41, which is lower than the RBIL Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of ROE 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.

Drawdowns

ROE vs. RBIL - Drawdown Comparison

The maximum ROE drawdown since its inception was -19.10%, which is greater than RBIL's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for ROE and RBIL.

Drawdown Indicators

	ROE	RBIL	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-0.56%	-18.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.66%	-0.56%	-8.10%
Max Drawdown (3Y) Largest decline over 3 years	-19.10%	—	—
Current Drawdown Current decline from peak	-0.06%	-0.22%	+0.16%
Average Drawdown Average peak-to-trough decline	-2.53%	-0.08%	-2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	0.14%	+1.89%

Volatility

ROE vs. RBIL - Volatility Comparison

Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 3.90% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.28%. This indicates that ROE'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.

Volatility by Period

	ROE	RBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	0.28%	+3.62%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	0.89%	+10.96%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	0.96%	+14.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.90%	1.06%	+14.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	1.06%	+14.84%

ROE vs. RBIL - Expense Ratio Comparison

ROE has a 0.49% expense ratio, which is higher than RBIL's 0.17% expense ratio.

Dividends

ROE vs. RBIL - Dividend Comparison

ROE's dividend yield for the trailing twelve months is around 0.98%, less than RBIL's 4.16% yield.

Position	TTM	2025	2024	2023
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF	4.16%	3.65%	0.00%	0.00%
ROE Astoria US Equal Weight Quality Kings ETF	0.98%	0.97%	1.18%	0.68%

Frequently Asked Questions

Can I hold both ROE and RBIL in my portfolio?

ROE 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.

Which is riskier, ROE or RBIL?

ROE has higher volatility (3.90%) compared to RBIL (0.28%). In terms of maximum drawdown, ROE dropped -19.10% vs RBIL's -0.56%.

Which ETF is better, ROE or RBIL?

On 1-year performance, ROE leads with 36.08% 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.

Which ETF has performed better, ROE or RBIL?

Over the 1-year period, ROE has performed better with a 36.08% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROE or RBIL?

RBIL is cheaper with a 0.17% expense ratio, compared with 0.49% for ROE.

Which ETF pays a higher dividend yield, ROE or RBIL?

RBIL has the higher dividend yield at 4.16%, compared with 0.98% for ROE.

What is the main difference between ROE and RBIL?

ROE is categorized as Quality Factor, while RBIL is Inflation-Protected Bonds. They also come from different issuers: Astoria and F/m. Their fees differ too: 0.49% for ROE and 0.17% for RBIL.

Which has better risk-adjusted returns?

RBIL currently has the higher Sharpe Ratio (3.98 vs 2.41), 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.