PortfoliosLab logoPortfoliosLab logo
TBIL vs. WLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBIL vs. WLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 3 Month Bill ETF (TBIL) and Affinity World Leaders Equity ETF (WLDR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TBIL achieves a 2.11% return, which is significantly lower than WLDR's 28.50% return.


TBIL

1D
0.04%
1M
0.34%
6M
1.80%
YTD
2.11%
1Y
3.91%
3Y*
4.57%
5Y*
10Y*
ALL TIME*
4.50%

WLDR

1D
-0.76%
1M
-0.48%
6M
21.09%
YTD
28.50%
1Y
45.63%
3Y*
29.47%
5Y*
18.24%
10Y*
ALL TIME*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$84.47M$81.39M$91.49M
$1.06M$840.07K$651.34K

TBIL vs. WLDR - Yearly Performance Comparison


2026 (YTD)2025202420232022
TBIL
F/m US Treasury 3 Month Bill ETF
2.11%4.19%5.15%5.12%1.29%
WLDR
Affinity World Leaders Equity ETF
28.50%31.24%22.74%18.93%1.06%

Correlation

The correlation between TBIL and WLDR is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.02

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

TBIL vs. WLDR — Risk / Return Rank

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

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
Martin Ratio Rank

WLDR
WLDR Risk / Return Rank: 9393
Overall Rank
WLDR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WLDR Sortino Ratio Rank: 9393
Sortino Ratio Rank
WLDR Omega Ratio Rank: 9191
Omega Ratio Rank
WLDR Calmar Ratio Rank: 9595
Calmar Ratio Rank
WLDR Martin Ratio Rank: 9494
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.

TBIL vs. WLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 3 Month Bill ETF (TBIL) and Affinity World Leaders Equity ETF (WLDR). 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.


TBILWLDRDifference
Sharpe ratioReturn per unit of total volatility

+11.50

Sortino ratioReturn per unit of downside risk

+65.29

Omega ratioGain probability vs. loss probability

22.93

1.44

+21.49

Calmar ratioReturn relative to maximum drawdown

195.78

5.18

+190.60

Martin ratioReturn relative to average drawdown

1,113.66

17.98

+1,095.68

TBIL vs. WLDR - Sharpe Ratio Comparison

The current TBIL Sharpe Ratio is 14.11, which is higher than the WLDR Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of TBIL and WLDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TBIL vs. WLDR - Drawdown Comparison

The maximum TBIL drawdown since its inception was -0.10%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for TBIL and WLDR.


Loading charts...

Drawdown Indicators


TBILWLDRDifference

Max Drawdown

Largest peak-to-trough decline

-0.10%

-44.69%

+44.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-8.86%

+8.84%

Max Drawdown (3Y)

Largest decline over 3 years

-0.02%

-20.30%

+20.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

Current Drawdown

Current decline from peak

0.00%

-3.30%

+3.30%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.52%

+8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.55%

-2.55%

Volatility

TBIL vs. WLDR - Volatility Comparison

The current volatility for F/m US Treasury 3 Month Bill ETF (TBIL) is 0.09%, while Affinity World Leaders Equity ETF (WLDR) has a volatility of 7.02%. This indicates that TBIL experiences smaller price fluctuations and is considered to be less risky than WLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TBILWLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

7.02%

-6.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

14.91%

-14.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

17.61%

-17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.32%

17.58%

-17.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

21.04%

-20.72%

TBIL vs. WLDR - Expense Ratio Comparison

TBIL has a 0.15% expense ratio, which is lower than WLDR's 0.67% expense ratio.


Dividends

TBIL vs. WLDR - Dividend Comparison

TBIL's dividend yield for the trailing twelve months is around 4.04%, less than WLDR's 7.24% yield.


PositionTTM20252024202320222021202020192018
TBIL
F/m US Treasury 3 Month Bill ETF
4.04%4.07%5.02%5.00%1.10%0.00%0.00%0.00%0.00%
WLDR
Affinity World Leaders Equity ETF
7.24%9.01%13.99%2.28%2.10%7.55%1.80%2.48%2.82%

Frequently Asked Questions


TBIL and WLDR have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLDR has higher volatility (7.02%) compared to TBIL (0.09%). In terms of maximum drawdown, TBIL dropped -0.10% vs WLDR's -44.69%.

On 3-year performance, WLDR leads with 29.47% vs 4.57% for TBIL. On fees, TBIL is cheaper at 0.15% per year. On volatility, TBIL has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WLDR has performed better with a 29.47% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBIL is cheaper with a 0.15% expense ratio, compared with 0.67% for WLDR.

WLDR has the higher dividend yield at 7.24%, compared with 4.04% for TBIL.

TBIL is categorized as Ultrashort Bond, while WLDR is Global Equities. TBIL tracks Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index, while WLDR tracks Thomson Reuters StarMine Affinity World Leaders Index. They also come from different issuers: F/m and Regents Park. Their fees differ too: 0.15% for TBIL and 0.67% for WLDR.

TBIL currently has the higher Sharpe Ratio (14.11 vs 2.61), 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.

Portfolio Optimizer

Find the right allocation for TBIL and WLDR

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