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DON vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DON vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US MidCap Dividend ETF (DON) 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, DON achieves a 13.72% return, which is significantly higher than RISR's 4.75% return.


DON

1D
0.80%
1M
2.34%
6M
9.10%
YTD
13.72%
1Y
18.81%
3Y*
12.64%
5Y*
9.70%
10Y*
9.40%
ALL TIME*
9.38%

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)
$5.17M$5.33M$5.85M
$3.20M$3.07M$3.51M

DON vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DON
WisdomTree US MidCap Dividend ETF
13.72%3.86%14.20%14.04%-4.72%7.85%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
4.75%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between DON and RISR is -0.22, 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.

-0.22

Correlation (3Y)
Balances recent behavior with more history.

-0.12

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2021

-0.04

The correlation between DON and RISR shifts across timeframes, from -0.22 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DON vs. RISR — Risk / Return Rank

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

DON
DON Risk / Return Rank: 5959
Overall Rank
DON Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DON Sortino Ratio Rank: 6767
Sortino Ratio Rank
DON Omega Ratio Rank: 5858
Omega Ratio Rank
DON Calmar Ratio Rank: 5656
Calmar Ratio Rank
DON Martin Ratio Rank: 5555
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.

DON vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) 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.


DONRISRDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

2.09

2.42

-0.34

Martin ratioReturn relative to average drawdown

6.59

5.79

+0.80

DON vs. RISR - Sharpe Ratio Comparison

The current DON Sharpe Ratio is 1.49, which is comparable to the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DON 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

DON vs. RISR - Drawdown Comparison

The maximum DON drawdown since its inception was -61.94%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for DON and RISR.


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Drawdown Indicators


DONRISRDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-14.31%

-47.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-2.61%

-6.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-8.07%

-13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

Current Drawdown

Current decline from peak

-0.48%

-0.15%

-0.33%

Average Drawdown

Average peak-to-trough decline

-7.84%

-2.12%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.09%

+1.77%

Volatility

DON vs. RISR - Volatility Comparison

WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 3.20% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that DON'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


DONRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

1.13%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

3.57%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

5.25%

+7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

11.67%

+5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

11.67%

+8.55%

DON vs. RISR - Expense Ratio Comparison

DON has a 0.38% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

DON vs. RISR - Dividend Comparison

DON's dividend yield for the trailing twelve months is around 2.28%, less than RISR's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
DON
WisdomTree US MidCap Dividend ETF
2.28%2.53%2.27%2.41%2.71%2.12%2.77%2.38%2.55%2.25%2.48%2.89%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DON and RISR have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DON has higher volatility (3.20%) compared to RISR (1.13%). In terms of maximum drawdown, DON dropped -61.94% vs RISR's -14.31%.

On 3-year performance, DON leads with 12.64% vs 10.07% for RISR. On fees, DON is cheaper at 0.38% 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 3-year period, DON has performed better with a 12.64% return vs 10.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DON is cheaper with a 0.38% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.88%, compared with 2.28% for DON.

DON is categorized as Mid Cap Value Equities, while RISR is Nontraditional Bonds. They also come from different issuers: WisdomTree and FolioBeyond. Their fees differ too: 0.38% for DON and 1.13% for RISR.

DON currently has the higher Sharpe Ratio (1.49 vs 1.20), 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

Find the right allocation for DON and RISR

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