RISR vs. TLT
Compare and contrast key facts about FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and iShares 20+ Year Treasury Bond ETF (TLT).
RISR and TLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RISR or TLT.
Key characteristics
| RISR | TLT | |
|---|---|---|
| YTD Return | 19.91% | -3.33% |
| 1Y Return | 12.88% | 9.94% |
| 3Y Return (Ann) | 19.54% | -12.43% |
| Sharpe Ratio | 1.24 | 0.49 |
| Sortino Ratio | 1.93 | 0.79 |
| Omega Ratio | 1.23 | 1.09 |
| Calmar Ratio | 1.66 | 0.16 |
| Martin Ratio | 6.28 | 1.23 |
| Ulcer Index | 2.13% | 6.00% |
| Daily Std Dev | 10.82% | 15.09% |
| Max Drawdown | -14.31% | -48.35% |
| Current Drawdown | -0.41% | -39.77% |
Correlation
The correlation between RISR and TLT is -0.50. 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.
Performance
RISR vs. TLT - Performance Comparison
In the year-to-date period, RISR achieves a 19.91% return, which is significantly higher than TLT's -3.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RISR vs. TLT - Expense Ratio Comparison
RISR has a 1.13% expense ratio, which is higher than TLT's 0.15% expense ratio.
Risk-Adjusted Performance
RISR vs. TLT - 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 iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
RISR vs. TLT - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 7.04%, more than TLT's 3.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 7.04% | 7.96% | 4.26% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.98% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
RISR vs. TLT - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for RISR and TLT. For additional features, visit the drawdowns tool.
Volatility
RISR vs. TLT - Volatility Comparison
The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 2.35%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 5.01%. This indicates that RISR experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.