The estimation of the inbreeding coefficient (F) is essential for the study of inbreeding depression (ID) or for the management of populations under conservation. Several methods have been proposed to estimate the realized F using genetic markers, but it remains unclear which one should be used. Here we used whole-genome sequence data for 245 individuals from a Holstein cattle pedigree to empirically evaluate which estimators best capture homozygosity at variants causing ID, such as rare deleterious alleles or loci presenting heterozygote advantage and segregating at intermediate frequency. Estimators relying on the correlation between uniting gametes (FUNI) or on the genomic relationships (FGRM) presented the highest correlations with these variants. However, homozygosity at rare alleles remained poorly captured. A second group of estimators relying on excess homozygosity (FHOM), homozygous-by-descent segments (FHBD), runs-of-homozygosity (FROH) or on the known genealogy (FPED) was better at capturing whole-genome homozygosity, reflecting the consequences of inbreeding on all variants, and for young alleles with low to moderate frequencies (0.10 < . < 0.25). The results indicate that FUNI and FGRM might present a stronger association with ID. However, the situation might be different when recessive deleterious alleles reach higher frequencies, such as in populations with a small effective population size. For locus-specific inbreeding measures or at low marker density, the ranking of the methods can also change as FHBD makes better use of the information from neighboring markers. Finally, we confirmed that genomic measures are in general superior to pedigree-based estimates. In particular, FPED was uncorrelated with locus-specific homozygosity.