PortfoliosLab logoPortfoliosLab logo
IGE vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGE vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

Liquidity Comparison


PositionAvg. 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)20252024202320222021
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGE vs. RISR — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8484
Overall Rank
IGE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8787
Sortino Ratio Rank
IGE Omega Ratio Rank: 8585
Omega Ratio Rank
IGE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IGE Martin Ratio Rank: 7777
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
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.

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.


IGERISRDifference
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

IGE vs. RISR - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 2.27, which is higher than the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IGE 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


IGERISRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.07%

-0.15%

-4.92%

Average Drawdown

Average peak-to-trough decline

-18.82%

-2.12%

-16.70%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IGERISRDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IGE 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.

Open Portfolio Optimizer