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AETH vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AETH vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Trendwise Ethereum and Treasuries Rotation Strategy ETF (AETH) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AETH achieves a -15.81% return, which is significantly lower than RISR's 4.75% return.


AETH

1D
0.17%
1M
4.00%
6M
-13.15%
YTD
-15.81%
1Y
-34.66%
3Y*
5Y*
10Y*
ALL TIME*
14.72%

RISR

1D
-0.15%
1M
1.47%
6M
4.83%
YTD
4.75%
1Y
6.29%
3Y*
10.07%
5Y*
10Y*
ALL TIME*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.84K$19.14K$18.72K
$3.20M$3.07M$3.51M

AETH vs. RISR - Yearly Performance Comparison


Correlation

The correlation between AETH and RISR is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

-0.03

The correlation between AETH and RISR shifts across timeframes, from -0.13 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AETH vs. RISR — Risk / Return Rank

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

AETH
AETH Risk / Return Rank: 33
Overall Rank
AETH Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AETH Sortino Ratio Rank: 33
Sortino Ratio Rank
AETH Omega Ratio Rank: 22
Omega Ratio Rank
AETH Calmar Ratio Rank: 44
Calmar Ratio Rank
AETH Martin Ratio Rank: 55
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
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.

AETH vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Trendwise Ethereum and Treasuries Rotation Strategy ETF (AETH) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


AETHRISRDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

0.82

1.22

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.68

2.42

-3.10

Martin ratioReturn relative to average drawdown

-0.96

5.79

-6.75

AETH vs. RISR - Sharpe Ratio Comparison

The current AETH Sharpe Ratio is -0.85, which is lower than the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AETH and RISR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AETH vs. RISR - Drawdown Comparison

The maximum AETH drawdown since its inception was -51.08%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for AETH and RISR.


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Drawdown Indicators


AETHRISRDifference

Max Drawdown

Largest peak-to-trough decline

-51.08%

-14.31%

-36.77%

Max Drawdown (1Y)

Largest decline over 1 year

-51.08%

-2.61%

-48.47%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

Current Drawdown

Current decline from peak

-47.60%

-0.15%

-47.45%

Average Drawdown

Average peak-to-trough decline

-25.96%

-2.12%

-23.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.10%

1.09%

+35.01%

Volatility

AETH vs. RISR - Volatility Comparison

Bitwise Trendwise Ethereum and Treasuries Rotation Strategy ETF (AETH) has a higher volatility of 11.22% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that AETH's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AETHRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

1.13%

+10.09%

Volatility (6M)

Calculated over the trailing 6-month period

24.81%

3.57%

+21.24%

Volatility (1Y)

Calculated over the trailing 1-year period

41.17%

5.25%

+35.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.64%

11.67%

+41.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.64%

11.67%

+41.97%

AETH vs. RISR - Expense Ratio Comparison

AETH has a 0.89% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

AETH vs. RISR - Dividend Comparison

AETH's dividend yield for the trailing twelve months is around 2.86%, less than RISR's 5.88% yield.


PositionTTM20252024202320222021
AETH
Bitwise Trendwise Ethereum and Treasuries Rotation Strategy ETF
2.86%2.41%14.73%6.64%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


AETH and RISR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AETH has higher volatility (11.22%) compared to RISR (1.13%). In terms of maximum drawdown, AETH dropped -51.08% vs RISR's -14.31%.

On 1-year performance, RISR leads with 6.29% vs -34.66% for AETH. On fees, AETH is cheaper at 0.89% per year. On volatility, RISR has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RISR has performed better with a 6.29% return vs -34.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AETH is cheaper with a 0.89% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.88%, compared with 2.86% for AETH.

AETH is categorized as Cryptocurrency, while RISR is Nontraditional Bonds. They also come from different issuers: Bitwise and FolioBeyond. Their fees differ too: 0.89% for AETH and 1.13% for RISR.

RISR currently has the higher Sharpe Ratio (1.20 vs -0.85), 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

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