ZTWO vs. RBIL
Compare and contrast key facts about F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL).
ZTWO and RBIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZTWO is a passively managed fund by F/m that tracks the performance of the ICE 2-Year US Target Maturity Corporate Index - Benchmark TR Gross. It was launched on Jan 10, 2024. RBIL is a passively managed fund by F/m that tracks the performance of the Bloomberg US Ultrashort TIPS 1-13 Months Index. It was launched on Feb 24, 2025. Both ZTWO and RBIL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZTWO vs. RBIL - Performance Comparison
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ZTWO vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 0.29% | 4.47% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 1.49% | 2.91% |
Returns By Period
In the year-to-date period, ZTWO achieves a 0.29% return, which is significantly lower than RBIL's 1.49% return.
ZTWO
- 1D
- 0.03%
- 1M
- -0.39%
- YTD
- 0.29%
- 6M
- 1.28%
- 1Y
- 4.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBIL
- 1D
- -0.16%
- 1M
- 0.83%
- YTD
- 1.49%
- 6M
- 2.00%
- 1Y
- 3.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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ZTWO vs. RBIL - Expense Ratio Comparison
ZTWO has a 0.15% expense ratio, which is lower than RBIL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ZTWO vs. RBIL — Risk / Return Rank
ZTWO
RBIL
ZTWO vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) 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.
| ZTWO | RBIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 3.46 | -0.72 |
Sortino ratioReturn per unit of downside risk | 4.28 | 5.46 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.90 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 4.56 | 7.45 | -2.88 |
Martin ratioReturn relative to average drawdown | 20.63 | 32.50 | -11.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZTWO | RBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 3.46 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.24 | 3.89 | -0.65 |
Correlation
The correlation between ZTWO and RBIL is -0.05. 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
ZTWO vs. RBIL - Dividend Comparison
ZTWO's dividend yield for the trailing twelve months is around 4.19%, less than RBIL's 4.43% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 4.19% | 4.31% | 0.39% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.43% | 3.65% | 0.00% |
Drawdowns
ZTWO vs. RBIL - Drawdown Comparison
The maximum ZTWO drawdown since its inception was -0.93%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for ZTWO and RBIL.
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Drawdown Indicators
| ZTWO | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.93% | -0.50% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -0.50% | -0.43% |
Current DrawdownCurrent decline from peak | -0.49% | -0.24% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -0.06% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.11% | +0.10% |
Volatility
ZTWO vs. RBIL - Volatility Comparison
F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) have volatilities of 0.61% and 0.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZTWO | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.61% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.89% | 0.69% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.53% | 1.05% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.50% | 1.04% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.50% | 1.04% | +0.46% |