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WIP vs. RBIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIP vs. RBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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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WIP vs. RBIL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WIP achieves a 1.01% return, which is significantly lower than RBIL's 1.65% return.


WIP

1D
1.59%
1M
-3.65%
YTD
1.01%
6M
3.15%
1Y
11.57%
3Y*
2.96%
5Y*
-0.36%
10Y*
1.28%

RBIL

1D
-0.08%
1M
1.03%
YTD
1.65%
6M
2.23%
1Y
3.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIP vs. RBIL - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Return for Risk

WIP vs. RBIL — Risk / Return Rank

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

WIP
WIP Risk / Return Rank: 7070
Overall Rank
WIP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 6868
Sortino Ratio Rank
WIP Omega Ratio Rank: 6161
Omega Ratio Rank
WIP Calmar Ratio Rank: 8181
Calmar Ratio Rank
WIP Martin Ratio Rank: 6868
Martin Ratio Rank

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9999
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
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.

WIP vs. RBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) 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.


WIPRBILDifference

Sharpe ratio

Return per unit of total volatility

1.22

3.76

-2.54

Sortino ratio

Return per unit of downside risk

1.68

6.07

-4.39

Omega ratio

Gain probability vs. loss probability

1.22

2.00

-0.79

Calmar ratio

Return relative to maximum drawdown

2.25

7.98

-5.73

Martin ratio

Return relative to average drawdown

6.69

35.17

-28.48

WIP vs. RBIL - Sharpe Ratio Comparison

The current WIP Sharpe Ratio is 1.22, which is lower than the RBIL Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of WIP and RBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WIPRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

3.76

-2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

4.10

-3.99

Correlation

The correlation between WIP and RBIL is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WIP vs. RBIL - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.41%, more than RBIL's 4.42% yield.


TTM20252024202320222021202020192018201720162015
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.41%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.42%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WIP vs. RBIL - Drawdown Comparison

The maximum WIP drawdown since its inception was -29.60%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for WIP and RBIL.


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Drawdown Indicators


WIPRBILDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-0.50%

-29.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-0.50%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-6.90%

-0.08%

-6.82%

Average Drawdown

Average peak-to-trough decline

-8.63%

-0.06%

-8.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.11%

+1.63%

Volatility

WIP vs. RBIL - Volatility Comparison

SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a higher volatility of 4.29% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.58%. This indicates that WIP'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


WIPRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

0.58%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

0.67%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

1.04%

+8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.39%

1.03%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.12%

1.03%

+9.09%