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IBTL vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) 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, IBTL achieves a -0.37% return, which is significantly lower than RISR's 3.07% return.


IBTL

1D
-0.15%
1M
0.59%
YTD
-0.37%
6M
-0.06%
1Y
3.51%
3Y*
3.19%
5Y*
10Y*

RISR

1D
-0.18%
1M
-0.33%
YTD
3.07%
6M
3.20%
1Y
5.26%
3Y*
10.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. RISR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.37%7.85%0.36%3.60%-15.60%0.59%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
3.07%4.63%24.20%7.02%31.98%-0.04%

Correlation

The correlation between IBTL and RISR is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.38

Correlation (3Y)
Calculated over the trailing 3-year period

-0.50

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

-0.53

The correlation between IBTL and RISR shifts across timeframes, from -0.53 (all time) to -0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTL vs. RISR — Risk / Return Rank

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

IBTL
IBTL Risk / Return Rank: 2828
Overall Rank
IBTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2727
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
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.

IBTL vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) 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.


IBTLRISRDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.16

1.83

-0.66

Martin ratioReturn relative to average drawdown

3.19

4.33

-1.14

IBTL vs. RISR - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 0.94, which is comparable to the RISR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IBTL 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

IBTL vs. RISR - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for IBTL and RISR.


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Drawdown Indicators


IBTLRISRDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-14.31%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.61%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-8.07%

+0.69%

Current Drawdown

Current decline from peak

-7.16%

-0.44%

-6.72%

Average Drawdown

Average peak-to-trough decline

-11.43%

-2.17%

-9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.10%

-0.07%

Volatility

IBTL vs. RISR - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 1.11%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 1.30%. This indicates that IBTL 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


IBTLRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.30%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

3.98%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

5.45%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

11.82%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

11.82%

-4.38%

IBTL vs. RISR - Expense Ratio Comparison

IBTL has a 0.07% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

IBTL vs. RISR - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.97%, less than RISR's 5.91% yield.


PositionTTM20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.97%3.93%4.07%3.04%2.36%0.70%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.91%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


IBTL and RISR have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RISR has higher volatility (1.30%) compared to IBTL (1.11%). In terms of maximum drawdown, IBTL dropped -20.93% vs RISR's -14.31%.

On 3-year performance, RISR leads with 10.98% vs 3.19% for IBTL. On fees, IBTL is cheaper at 0.07% per year. On volatility, IBTL has been the lower-risk option at 1.11%. 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 10.98% return vs 3.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTL is cheaper with a 0.07% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.91%, compared with 3.97% for IBTL.

IBTL is categorized as Government Bonds, while RISR is Nontraditional Bonds. They also come from different issuers: iShares and FolioBeyond. Their fees differ too: 0.07% for IBTL and 1.13% for RISR.

IBTL currently has the higher Sharpe Ratio (0.94 vs 0.87), 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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