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HYKE vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYKE vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vest 2 Year Interest Rate Hedge ETF (HYKE) 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


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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYKE vs. RISR - Yearly Performance Comparison


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Return for Risk

HYKE vs. RISR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HYKE

RISR
RISR Risk / Return Rank: 2424
Overall Rank
RISR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2020
Sortino Ratio Rank
RISR Omega Ratio Rank: 2020
Omega Ratio Rank
RISR Calmar Ratio Rank: 3131
Calmar Ratio Rank
RISR Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

HYKE vs. RISR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYKERISRDifference

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


HYKERISRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.76%

+0.76%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.18%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

HYKE vs. RISR - Volatility Comparison


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Volatility by Period


HYKERISRDifference

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%.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for HYKE and RISR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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