HYKE vs. RISR
HYKE (Vest 2 Year Interest Rate Hedge ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both Nontraditional Bonds funds. Both are actively managed. HYKE charges 0.85%/yr vs 1.13%/yr for RISR.
Performance
HYKE vs. RISR - Performance Comparison
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Returns By Period
HYKE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RISR
- 1D
- -0.06%
- 1M
- -0.41%
- YTD
- 2.73%
- 6M
- 4.18%
- 1Y
- 3.80%
- 3Y*
- 10.70%
- 5Y*
- —
- 10Y*
- —
HYKE vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 0.88% |
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Return for Risk
HYKE vs. RISR — Risk / Return Rank
HYKE
RISR
HYKE vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vest 2 Year Interest Rate Hedge ETF (HYKE) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| HYKE | RISR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 1.23 | — |
Drawdowns
HYKE vs. RISR - Drawdown Comparison
The maximum HYKE drawdown since its inception was 0.00%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for HYKE and RISR.
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Drawdown Indicators
| HYKE | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -14.31% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.61% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.07% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.18% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.11% | — |
Volatility
HYKE vs. RISR - Volatility Comparison
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Volatility by Period
| HYKE | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 5.43% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 11.85% | -11.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 11.85% | -11.85% |
HYKE vs. RISR - Expense Ratio Comparison
HYKE has a 0.85% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
HYKE vs. RISR - Dividend Comparison
HYKE has not paid dividends to shareholders, while RISR's dividend yield for the trailing twelve months is around 5.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.93% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% |
Frequently Asked Questions
On fees, HYKE is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HYKE is cheaper with a 0.85% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.93%, compared with 0.00% for HYKE.
They also come from different issuers: Cboe Vest and FolioBeyond. Their fees differ too: 0.85% for HYKE and 1.13% for RISR.
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