RISR vs. STIP

Last updated Jun 3, 2026

RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both exchange-traded funds - RISR is a Nontraditional Bonds fund actively managed by FolioBeyond, while STIP is a Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). RISR is actively managed, while STIP is passively managed. Over the past 3 years, RISR returned 10.73%/yr vs 5.23%/yr for STIP. At a correlation of -0.38, they often move in opposite directions. RISR charges 1.13%/yr vs 0.06%/yr for STIP.

Performance

RISR vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RISR achieves a 2.64% return, which is significantly higher than STIP's 2.04% return.

RISR

• 1D: -0.03%
• 1M: -0.10%
• YTD: 2.64%
• 6M: 3.18%
• 1Y: 4.39%
• 3Y*: 10.73%
• 5Y*: —
• 10Y*: —

STIP

• 1D: -0.01%
• 1M: 0.02%
• YTD: 2.04%
• 6M: 2.10%
• 1Y: 4.60%
• 3Y*: 5.23%
• 5Y*: 3.40%
• 10Y*: 3.18%

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

RISR vs. STIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	2.64%	4.63%	24.20%	7.02%	31.98%	0.02%
STIP iShares 0-5 Year TIPS Bond ETF	2.04%	6.03%	4.77%	4.63%	-3.02%	1.18%

Correlation

The correlation between RISR and STIP is -0.27, 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	-0.27
Correlation (3Y) Calculated over the trailing 3-year period	-0.41
Correlation (All Time) Calculated using the full available price history since Oct 4, 2021	-0.38

The correlation between RISR and STIP shifts across timeframes, from -0.41 (3 years) to -0.27 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RISR vs. STIP — Risk / Return Rank

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

RISR

RISR Risk / Return Rank: 26
RISR Sharpe Ratio Rank: 23
RISR Sortino Ratio Rank: 22
RISR Omega Ratio Rank: 22
RISR Calmar Ratio Rank: 34
RISR Martin Ratio Rank: 28

STIP

STIP Risk / Return Rank: 93
STIP Sharpe Ratio Rank: 90
STIP Sortino Ratio Rank: 96
STIP Omega Ratio Rank: 94
STIP Calmar Ratio Rank: 93
STIP Martin Ratio Rank: 93

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. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.

	RISR	STIP	Difference
Sharpe ratio Return per unit of total volatility	0.81	3.17	-2.35
Sortino ratio Return per unit of downside risk	1.18	5.47	-4.28
Omega ratio Gain probability vs. loss probability	1.14	1.67	-0.53
Calmar ratio Return relative to maximum drawdown	1.71	6.50	-4.80
Martin ratio Return relative to average drawdown	4.03	25.40	-21.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RISR vs. STIP - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.81, which is lower than the STIP Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of RISR and STIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RISR	STIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	3.17	-2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.24	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	1.07	+0.16

Drawdowns

RISR vs. STIP - Drawdown Comparison

The maximum RISR drawdown since its inception was -14.31%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for RISR and STIP.

Drawdown Indicators

	RISR	STIP	Difference
Max Drawdown Largest peak-to-trough decline	-14.31%	-5.50%	-8.81%
Max Drawdown (1Y) Largest decline over 1 year	-2.61%	-0.69%	-1.92%
Max Drawdown (3Y) Largest decline over 3 years	-8.07%	-0.95%	-7.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-5.50%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-5.50%	—
Current Drawdown Current decline from peak	-0.85%	-0.03%	-0.82%
Average Drawdown Average peak-to-trough decline	-2.19%	-0.99%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.10%	0.18%	+0.92%

Volatility

RISR vs. STIP - Volatility Comparison

FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a higher volatility of 1.35% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that RISR's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RISR	STIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.35%	0.40%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	4.09%	1.00%	+3.09%
Volatility (1Y) Calculated over the trailing 1-year period	5.43%	1.46%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.86%	2.75%	+9.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.86%	2.45%	+9.41%

RISR vs. STIP - Expense Ratio Comparison

RISR has a 1.13% expense ratio, which is higher than STIP's 0.06% expense ratio.

Dividends

RISR vs. STIP - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.94%, more than STIP's 4.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	5.94%	5.95%	5.67%	7.96%	4.26%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%
STIP iShares 0-5 Year TIPS Bond ETF	4.30%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%

Frequently Asked Questions

Can I hold both RISR and STIP in my portfolio?

RISR and STIP have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RISR or STIP?

RISR has higher volatility (1.35%) compared to STIP (0.40%). In terms of maximum drawdown, RISR dropped -14.31% vs STIP's -5.50%.

Which ETF is better, RISR or STIP?

On 3-year performance, RISR leads with 10.73% vs 5.23% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RISR or STIP?

Over the 3-year period, RISR has performed better with a 10.73% return vs 5.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RISR or STIP?

STIP is cheaper with a 0.06% expense ratio, compared with 1.13% for RISR.

Which ETF pays a higher dividend yield, RISR or STIP?

RISR has the higher dividend yield at 5.94%, compared with 4.30% for STIP.

What is the main difference between RISR and STIP?

RISR is categorized as Nontraditional Bonds, while STIP is Inflation-Protected Bonds. They also come from different issuers: FolioBeyond and iShares. Their fees differ too: 1.13% for RISR and 0.06% for STIP.

Which has better risk-adjusted returns?

STIP currently has the higher Sharpe Ratio (3.17 vs 0.81), 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.