IEF vs. RISR
IEF (iShares 7-10 Year Treasury Bond ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both exchange-traded funds - IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while RISR is a Nontraditional Bonds fund actively managed by FolioBeyond. IEF is passively managed, while RISR is actively managed. Over the past 3 years, IEF returned 2.86%/yr vs 10.98%/yr for RISR. At a correlation of -0.53, they often move in opposite directions. IEF charges 0.15%/yr vs 1.13%/yr for RISR.
Performance
IEF vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than RISR's 3.07% return.
IEF
- 1D
- -0.17%
- 1M
- 1.05%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.78%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
IEF vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | 0.12% |
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 IEF 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 | -0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | -0.53 |
The correlation between IEF 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
IEF vs. RISR — Risk / Return Rank
IEF
RISR
IEF vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.
| IEF | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.15 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.83 | -0.99 |
| Martin ratioReturn relative to average drawdown | 2.35 | 4.33 | -1.98 |
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Drawdowns
IEF vs. RISR - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for IEF and RISR.
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Drawdown Indicators
| IEF | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -14.31% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -2.61% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -8.07% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | — | — |
Current DrawdownCurrent decline from peak | -11.18% | -0.44% | -10.74% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -2.17% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.10% | +0.35% |
Volatility
IEF vs. RISR - Volatility Comparison
iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.62% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.30%. This indicates that IEF'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
| IEF | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.30% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.42% | 3.98% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 5.45% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 11.82% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 11.82% | -5.19% |
IEF vs. RISR - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
IEF vs. RISR - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.89%, less than RISR's 5.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.91% | 5.95% | 5.67% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IEF 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.
IEF has higher volatility (1.62%) compared to RISR (1.30%). In terms of maximum drawdown, IEF dropped -23.93% vs RISR's -14.31%.
On 3-year performance, RISR leads with 10.98% vs 2.86% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, RISR has been the lower-risk option at 1.30%. 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 2.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IEF is cheaper with a 0.15% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.91%, compared with 3.89% for IEF.
IEF is categorized as Government Bonds, while RISR is Nontraditional Bonds. They also come from different issuers: iShares and FolioBeyond. Their fees differ too: 0.15% for IEF and 1.13% for RISR.
RISR currently has the higher Sharpe Ratio (0.87 vs 0.72), 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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