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IBIL vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIL vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2035 Term TIPS ETF (IBIL) 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, IBIL achieves a 0.60% return, which is significantly lower than RISR's 4.90% return.


IBIL

1D
0.13%
1M
-0.59%
6M
0.56%
YTD
0.60%
1Y
2.51%
3Y*
5Y*
10Y*
ALL TIME*
3.96%

RISR

1D
0.14%
1M
1.61%
6M
4.81%
YTD
4.90%
1Y
6.23%
3Y*
10.12%
5Y*
10Y*
ALL TIME*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$384.77K$347.69K$275.27K
$3.33M$3.09M$3.50M

IBIL vs. RISR - Yearly Performance Comparison


Correlation

The correlation between IBIL and RISR is -0.34, 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.

-0.34

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

-0.32

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Return for Risk

IBIL vs. RISR — Risk / Return Rank

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

IBIL
IBIL Risk / Return Rank: 2222
Overall Rank
IBIL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBIL Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBIL Omega Ratio Rank: 1919
Omega Ratio Rank
IBIL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBIL Martin Ratio Rank: 2525
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 4646
Overall Rank
RISR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4242
Sortino Ratio Rank
RISR Omega Ratio Rank: 4141
Omega Ratio Rank
RISR Calmar Ratio Rank: 6060
Calmar Ratio Rank
RISR Martin Ratio Rank: 4646
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.

IBIL vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2035 Term TIPS ETF (IBIL) 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.


IBILRISRDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.09

1.22

-0.12

Calmar ratioReturn relative to maximum drawdown

0.92

2.40

-1.48

Martin ratioReturn relative to average drawdown

2.03

5.74

-3.71

IBIL vs. RISR - Sharpe Ratio Comparison

The current IBIL Sharpe Ratio is 0.46, which is lower than the RISR Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IBIL 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

IBIL vs. RISR - Drawdown Comparison

The maximum IBIL drawdown since its inception was -5.28%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for IBIL and RISR.


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Drawdown Indicators


IBILRISRDifference

Max Drawdown

Largest peak-to-trough decline

-5.28%

-14.31%

+9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.61%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

Current Drawdown

Current decline from peak

-1.62%

-0.01%

-1.61%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.12%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.09%

+0.15%

Volatility

IBIL vs. RISR - Volatility Comparison

The current volatility for iShares iBonds Oct 2035 Term TIPS ETF (IBIL) is 1.01%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 1.08%. This indicates that IBIL experiences smaller price fluctuations and is considered to be less risky 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


IBILRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.08%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

3.55%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.55%

5.24%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

11.66%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

11.66%

-3.81%

IBIL vs. RISR - Expense Ratio Comparison

IBIL has a 0.10% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

IBIL vs. RISR - Dividend Comparison

IBIL's dividend yield for the trailing twelve months is around 5.14%, less than RISR's 5.87% yield.


PositionTTM20252024202320222021
IBIL
iShares iBonds Oct 2035 Term TIPS ETF
5.14%2.93%0.00%0.00%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.87%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


IBIL and RISR have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RISR has higher volatility (1.08%) compared to IBIL (1.01%). In terms of maximum drawdown, IBIL dropped -5.28% vs RISR's -14.31%.

On 1-year performance, RISR leads with 6.23% vs 2.51% for IBIL. On fees, IBIL is cheaper at 0.10% per year. Their volatility is very similar. 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 6.23% return vs 2.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIL is cheaper with a 0.10% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.87%, compared with 5.14% for IBIL.

IBIL is categorized as Inflation-Protected Bonds, while RISR is Nontraditional Bonds. They also come from different issuers: iShares and FolioBeyond. Their fees differ too: 0.10% for IBIL and 1.13% for RISR.

RISR currently has the higher Sharpe Ratio (1.19 vs 0.46), 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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