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RISR vs. RYSE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RISR and RYSE is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

RISR vs. RYSE - 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 Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
41.95%
15.96%
RISR
RYSE

Key characteristics

Sharpe Ratio

RISR:

1.66

RYSE:

-0.48

Sortino Ratio

RISR:

2.52

RYSE:

-0.57

Omega Ratio

RISR:

1.31

RYSE:

0.93

Calmar Ratio

RISR:

3.46

RYSE:

-0.37

Martin Ratio

RISR:

10.06

RYSE:

-0.84

Ulcer Index

RISR:

1.43%

RYSE:

8.61%

Daily Std Dev

RISR:

8.65%

RYSE:

15.05%

Max Drawdown

RISR:

-14.31%

RYSE:

-19.70%

Current Drawdown

RISR:

-1.26%

RYSE:

-12.49%

Returns By Period

In the year-to-date period, RISR achieves a 2.76% return, which is significantly higher than RYSE's -5.68% return.


RISR

YTD

2.76%

1M

1.53%

6M

7.27%

1Y

13.34%

5Y*

N/A

10Y*

N/A

RYSE

YTD

-5.68%

1M

-2.65%

6M

0.00%

1Y

-7.87%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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RISR vs. RYSE - Expense Ratio Comparison

RISR has a 1.13% expense ratio, which is higher than RYSE's 0.85% expense ratio.


Expense ratio chart for RISR: current value is 1.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RISR: 1.13%
Expense ratio chart for RYSE: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYSE: 0.85%

Risk-Adjusted Performance

RISR vs. RYSE — Risk-Adjusted Performance Rank

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

RISR
The Risk-Adjusted Performance Rank of RISR is 9393
Overall Rank
The Sharpe Ratio Rank of RISR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of RISR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of RISR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of RISR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RISR is 9393
Martin Ratio Rank

RYSE
The Risk-Adjusted Performance Rank of RYSE is 66
Overall Rank
The Sharpe Ratio Rank of RYSE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of RYSE is 55
Sortino Ratio Rank
The Omega Ratio Rank of RYSE is 55
Omega Ratio Rank
The Calmar Ratio Rank of RYSE is 55
Calmar Ratio Rank
The Martin Ratio Rank of RYSE is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RISR vs. RYSE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). 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.


The chart of Sharpe ratio for RISR, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.00
RISR: 1.66
RYSE: -0.48
The chart of Sortino ratio for RISR, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.00
RISR: 2.52
RYSE: -0.57
The chart of Omega ratio for RISR, currently valued at 1.31, compared to the broader market0.501.001.502.002.50
RISR: 1.31
RYSE: 0.93
The chart of Calmar ratio for RISR, currently valued at 3.46, compared to the broader market0.002.004.006.008.0010.0012.00
RISR: 3.46
RYSE: -0.37
The chart of Martin ratio for RISR, currently valued at 10.06, compared to the broader market0.0020.0040.0060.00
RISR: 10.06
RYSE: -0.84

The current RISR Sharpe Ratio is 1.66, which is higher than the RYSE Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of RISR and RYSE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.66
-0.48
RISR
RYSE

Dividends

RISR vs. RYSE - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.59%, more than RYSE's 2.66% yield.


TTM2024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.59%5.67%7.96%4.26%0.30%
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
2.66%2.58%24.91%0.00%0.00%

Drawdowns

RISR vs. RYSE - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum RYSE drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for RISR and RYSE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.26%
-12.49%
RISR
RYSE

Volatility

RISR vs. RYSE - Volatility Comparison

The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 3.48%, while Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) has a volatility of 5.75%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than RYSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
3.48%
5.75%
RISR
RYSE