  Transport, magnetic and optical investigations on EuRbFe$_4$As$_4$ single
crystals evidence that the ferromagnetic ordering of the Eu$^{2+}$ magnetic
moments at $T_N=15$ K, below the superconducting transition ($T_c=36$ K),
affects superconductivity in a weak but intriguing way. Upon cooling below
$T_N$, the zero resistance state is preserved and the superconductivity is
affected by the in-plane ferromagnetism mainly at domain boundaries; a perfect
diamagnetism is recovered at low temperatures. The infrared conductivity is
strongly suppressed in the far-infrared region below $T_c$, associated with the
opening of a complete superconducting gap at $2\Delta = 10$ meV. A gap smaller
than the weak coupling limit suggests the strong orbital effects or, within a
multiband superconductivity scenario, the existence of a larger yet unrevealed
gap.
