IGE vs. RISR
IGE (iShares North American Natural Resources ETF) and RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) are both exchange-traded funds - IGE is a Energy Equities fund tracking the S&P North American Natural Resources Sector Index, while RISR is a Nontraditional Bonds fund actively managed by FolioBeyond. IGE is passively managed, while RISR is actively managed. Over the past 3 years, IGE returned 16.00%/yr vs 10.07%/yr for RISR. Their 0.02 correlation means their historical movements had little consistent relationship. IGE charges 0.39%/yr vs 1.13%/yr for RISR.
Performance
IGE vs. RISR - Performance Comparison
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Returns By Period
In the year-to-date period, IGE achieves a 20.18% return, which is significantly higher than RISR's 4.75% return.
IGE
- 1D
- -0.38%
- 1M
- 5.82%
- 6M
- 8.49%
- YTD
- 20.18%
- 1Y
- 37.23%
- 3Y*
- 16.00%
- 5Y*
- 19.32%
- 10Y*
- 9.18%
- ALL TIME*
- 7.92%
RISR
- 1D
- -0.15%
- 1M
- 1.47%
- 6M
- 4.83%
- YTD
- 4.75%
- 1Y
- 6.29%
- 3Y*
- 10.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.13M | $6.85M | $9.74M | |
| $3.20M | $3.07M | $3.51M |
IGE vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IGE iShares North American Natural Resources ETF | 20.18% | 20.41% | 7.55% | 3.12% | 33.24% | 8.01% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 4.75% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
Correlation
The correlation between IGE and RISR is -0.13, 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. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.02 |
The correlation between IGE and RISR shifts across timeframes, from -0.13 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IGE vs. RISR — Risk / Return Rank
IGE
RISR
IGE vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.
| IGE | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.22 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.42 | +0.82 |
| Martin ratioReturn relative to average drawdown | 9.98 | 5.79 | +4.19 |
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Drawdowns
IGE vs. RISR - Drawdown Comparison
The maximum IGE drawdown since its inception was -67.55%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for IGE and RISR.
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Drawdown Indicators
| IGE | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.55% | -14.31% | -53.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -2.61% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.49% | -8.07% | -11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.57% | — | — |
Current DrawdownCurrent decline from peak | -5.07% | -0.15% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -2.12% | -16.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 1.09% | +2.65% |
Volatility
IGE vs. RISR - Volatility Comparison
iShares North American Natural Resources ETF (IGE) has a higher volatility of 3.87% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that IGE'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
| IGE | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 1.13% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 3.57% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 5.25% | +11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 11.67% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 11.67% | +13.19% |
IGE vs. RISR - Expense Ratio Comparison
IGE has a 0.39% expense ratio, which is lower than RISR's 1.13% expense ratio.
Dividends
IGE vs. RISR - Dividend Comparison
IGE's dividend yield for the trailing twelve months is around 1.99%, less than RISR's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGE iShares North American Natural Resources ETF | 1.99% | 2.32% | 2.54% | 2.85% | 2.96% | 2.92% | 3.34% | 5.55% | 2.68% | 2.11% | 1.66% | 3.08% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 5.88% | 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
IGE and RISR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGE has higher volatility (3.87%) compared to RISR (1.13%). In terms of maximum drawdown, IGE dropped -67.55% vs RISR's -14.31%.
On 3-year performance, IGE leads with 16.00% vs 10.07% for RISR. On fees, IGE is cheaper at 0.39% per year. On volatility, RISR has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IGE has performed better with a 16.00% return vs 10.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGE is cheaper with a 0.39% expense ratio, compared with 1.13% for RISR.
RISR has the higher dividend yield at 5.88%, compared with 1.99% for IGE.
IGE is categorized as Energy Equities, while RISR is Nontraditional Bonds. They also come from different issuers: iShares and FolioBeyond. Their fees differ too: 0.39% for IGE and 1.13% for RISR.
IGE currently has the higher Sharpe Ratio (2.27 vs 1.20), 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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