SCZ vs. RBIL
SCZ (iShares MSCI EAFE Small-Cap ETF) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - SCZ is a Foreign Small & Mid Cap Equities fund tracking the MSCI EAFE Small Cap 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, SCZ returned 18.56% vs 4.20% for RBIL. At a correlation of -0.19, they often move in opposite directions. SCZ charges 0.40%/yr vs 0.17%/yr for RBIL.
Performance
SCZ vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, SCZ achieves a 9.06% return, which is significantly higher than RBIL's 2.66% return.
SCZ
- 1D
- 0.75%
- 1M
- -0.58%
- 6M
- 5.32%
- YTD
- 9.06%
- 1Y
- 18.56%
- 3Y*
- 15.54%
- 5Y*
- 5.24%
- 10Y*
- 8.38%
RBIL
- 1D
- 0.03%
- 1M
- 0.08%
- 6M
- 2.48%
- YTD
- 2.66%
- 1Y
- 4.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCZ vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCZ iShares MSCI EAFE Small-Cap ETF | 9.06% | 26.20% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.66% | 2.85% |
Correlation
The correlation between SCZ and RBIL is -0.21, 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 | -0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.19 |
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Return for Risk
SCZ vs. RBIL — Risk / Return Rank
SCZ
RBIL
SCZ vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) 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.
| SCZ | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -5.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 2.20 | -0.99 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 7.57 | -6.02 |
| Martin ratioReturn relative to average drawdown | 5.71 | 32.59 | -26.88 |
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Drawdowns
SCZ vs. RBIL - Drawdown Comparison
The maximum SCZ drawdown since its inception was -61.86%, which is greater than RBIL's maximum drawdown of -0.56%. Use the drawdown chart below to compare losses from any high point for SCZ and RBIL.
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Drawdown Indicators
| SCZ | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.86% | -0.56% | -61.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -0.56% | -10.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.07% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -0.17% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -0.08% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 0.13% | +2.97% |
Volatility
SCZ vs. RBIL - Volatility Comparison
iShares MSCI EAFE Small-Cap ETF (SCZ) has a higher volatility of 4.64% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.33%. This indicates that SCZ'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
| SCZ | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 0.33% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 0.86% | +11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 0.94% | +14.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 1.06% | +15.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 1.06% | +16.08% |
SCZ vs. RBIL - Expense Ratio Comparison
SCZ has a 0.40% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
SCZ vs. RBIL - Dividend Comparison
SCZ's dividend yield for the trailing twelve months is around 3.20%, less than RBIL's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.37% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.20% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
Frequently Asked Questions
SCZ and RBIL have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCZ has higher volatility (4.64%) compared to RBIL (0.33%). In terms of maximum drawdown, SCZ dropped -61.86% vs RBIL's -0.56%.
On 1-year performance, SCZ leads with 18.56% vs 4.20% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCZ has performed better with a 18.56% return vs 4.20%. 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 0.40% for SCZ.
RBIL has the higher dividend yield at 4.37%, compared with 3.20% for SCZ.
SCZ is categorized as Foreign Small & Mid Cap Equities, while RBIL is Inflation-Protected Bonds. SCZ tracks MSCI EAFE Small Cap Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: iShares and F/m. Their fees differ too: 0.40% for SCZ and 0.17% for RBIL.
RBIL currently has the higher Sharpe Ratio (4.54 vs 1.18), 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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