GXDW vs. RISR
GXDW (Global X Dorsey Wright Thematic ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both exchange-traded funds - GXDW is a Systematic Trend fund tracking the Nasdaq Dorsey Wright Thematic Rotation Total Return Index, while RISR is a Nontraditional Bonds fund actively managed by FolioBeyond. GXDW is passively managed, while RISR is actively managed. Over the past 3 years, GXDW returned -3.08%/yr vs 10.07%/yr for RISR. Their -0.12 correlation means they have often moved in opposite directions in the past. GXDW charges 0.50%/yr vs 1.13%/yr for RISR.
Performance
GXDW vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, GXDW achieves a -1.28% return, which is significantly lower than RISR's 4.75% return.
GXDW
- 1D
- 2.16%
- 1M
- -6.69%
- 6M
- -5.19%
- YTD
- -1.28%
- 1Y
- -6.02%
- 3Y*
- -3.08%
- 5Y*
- -13.00%
- 10Y*
- —
- ALL TIME*
- -0.26%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $113.22K | $106.22K | $200.22K | |
| $3.20M | $3.07M | $3.51M |
GXDW vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GXDW Global X Dorsey Wright Thematic ETF | -1.28% | 3.52% | -3.55% | 10.26% | -48.08% | -9.57% |
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 GXDW and RISR is -0.20, 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. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.12 |
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Return for Risk
GXDW vs. RISR — Risk / Return Rank
GXDW
RISR
GXDW vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Dorsey Wright Thematic ETF (GXDW) 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.
| GXDW | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.42 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.48 | 5.79 | -6.27 |
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Drawdowns
GXDW vs. RISR - Drawdown Comparison
The maximum GXDW drawdown since its inception was -67.81%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for GXDW and RISR.
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Drawdown Indicators
| GXDW | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.81% | -14.31% | -53.50% |
Max Drawdown (1Y)Largest decline over 1 year | -29.14% | -2.61% | -26.53% |
Max Drawdown (3Y)Largest decline over 3 years | -29.14% | -8.07% | -21.07% |
Max Drawdown (5Y)Largest decline over 5 years | -61.17% | — | — |
Current DrawdownCurrent decline from peak | -60.98% | -0.15% | -60.83% |
Average DrawdownAverage peak-to-trough decline | -43.42% | -2.12% | -41.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.65% | 1.09% | +11.56% |
Volatility
GXDW vs. RISR - Volatility Comparison
Global X Dorsey Wright Thematic ETF (GXDW) has a higher volatility of 13.40% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that GXDW'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
| GXDW | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.40% | 1.13% | +12.27% |
Volatility (6M)Calculated over the trailing 6-month period | 25.68% | 3.57% | +22.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.57% | 5.25% | +26.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 11.67% | +17.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 11.67% | +18.46% |
GXDW vs. RISR - Expense Ratio Comparison
GXDW has a 0.50% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
GXDW vs. RISR - Dividend Comparison
GXDW's dividend yield for the trailing twelve months is around 1.52%, less than RISR's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GXDW Global X Dorsey Wright Thematic ETF | 1.52% | 1.40% | 1.08% | 1.99% | 1.48% | 1.56% | 0.48% | 0.31% |
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% |
Frequently Asked Questions
GXDW and RISR have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXDW has higher volatility (13.40%) compared to RISR (1.13%). In terms of maximum drawdown, GXDW dropped -67.81% vs RISR's -14.31%.
On 3-year performance, RISR leads with 10.07% vs -3.08% for GXDW. On fees, GXDW is cheaper at 0.50% 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, RISR has performed better with a 10.07% return vs -3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GXDW is cheaper with a 0.50% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.88%, compared with 1.52% for GXDW.
GXDW is categorized as Systematic Trend, while RISR is Nontraditional Bonds. They also come from different issuers: Global X and FolioBeyond. Their fees differ too: 0.50% for GXDW and 1.13% for RISR.
RISR currently has the higher Sharpe Ratio (1.20 vs -0.19), 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.
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