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RISR vs. IBDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RISR vs. IBDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RISR achieves a 2.78% return, which is significantly higher than IBDU's 0.54% return.


RISR

1D
0.14%
1M
-0.44%
YTD
2.78%
6M
3.60%
1Y
4.20%
3Y*
10.78%
5Y*
10Y*

IBDU

1D
-0.13%
1M
0.12%
YTD
0.54%
6M
0.88%
1Y
4.76%
3Y*
5.73%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RISR vs. IBDU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
2.78%4.63%24.20%7.02%31.98%0.02%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
0.54%7.59%3.62%8.67%-13.04%-0.83%

Correlation

The correlation between RISR and IBDU is -0.41, 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

-0.41

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

-0.47

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2021

-0.49

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Return for Risk

RISR vs. IBDU — Risk / Return Rank

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

RISR
RISR Risk / Return Rank: 2525
Overall Rank
RISR Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2121
Sortino Ratio Rank
RISR Omega Ratio Rank: 2121
Omega Ratio Rank
RISR Calmar Ratio Rank: 3333
Calmar Ratio Rank
RISR Martin Ratio Rank: 2727
Martin Ratio Rank

IBDU
IBDU Risk / Return Rank: 6565
Overall Rank
IBDU Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBDU Omega Ratio Rank: 6767
Omega Ratio Rank
IBDU Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBDU Martin Ratio Rank: 6363
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.

RISR vs. IBDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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.


RISRIBDUDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratioReturn relative to maximum drawdown

1.62

3.02

-1.40

Martin ratioReturn relative to average drawdown

3.81

11.33

-7.53

RISR vs. IBDU - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.78, which is lower than the IBDU Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of RISR and IBDU, 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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Sharpe Ratios by Period


RISRIBDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.12

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.33

+0.91

Drawdowns

RISR vs. IBDU - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for RISR and IBDU.


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Drawdown Indicators


RISRIBDUDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-19.44%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-1.59%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

-4.14%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

Current Drawdown

Current decline from peak

-0.71%

-0.54%

-0.17%

Average Drawdown

Average peak-to-trough decline

-2.19%

-5.41%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.42%

+0.69%

Volatility

RISR vs. IBDU - Volatility Comparison

FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a higher volatility of 1.27% compared to iShares iBonds Dec 2029 Term Corporate ETF (IBDU) at 0.58%. This indicates that RISR's price experiences larger fluctuations and is considered to be riskier than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RISRIBDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.58%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

1.49%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

2.26%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.85%

5.72%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.85%

7.32%

+4.53%

RISR vs. IBDU - Expense Ratio Comparison

RISR has a 1.13% expense ratio, which is higher than IBDU's 0.10% expense ratio.


Dividends

RISR vs. IBDU - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.93%, more than IBDU's 4.66% yield.


PositionTTM2025202420232022202120202019
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.66%4.67%4.75%4.21%3.34%2.29%2.42%0.74%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.93%5.95%5.67%7.96%4.26%0.30%0.00%0.00%

Frequently Asked Questions


RISR and IBDU have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RISR has higher volatility (1.27%) compared to IBDU (0.58%). In terms of maximum drawdown, RISR dropped -14.31% vs IBDU's -19.44%.

On 3-year performance, RISR leads with 10.78% vs 5.73% for IBDU. On fees, IBDU is cheaper at 0.10% per year. On volatility, IBDU has been the lower-risk option at 0.58%. 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 10.78% return vs 5.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RISR has the higher dividend yield at 5.93%, compared with 4.66% for IBDU.

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

IBDU currently has the higher Sharpe Ratio (2.12 vs 0.78), 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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