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RISR vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RISR vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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RISR vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
1.82%4.63%24.20%7.02%31.98%0.02%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-31.23%2.32%

Returns By Period

In the year-to-date period, RISR achieves a 1.82% return, which is significantly higher than TLT's 0.17% return.


RISR

1D
0.00%
1M
2.31%
YTD
1.82%
6M
4.10%
1Y
5.75%
3Y*
12.13%
5Y*
10Y*

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

RISR vs. TLT — Risk / Return Rank

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

RISR
RISR Risk / Return Rank: 5555
Overall Rank
RISR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 5151
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 7878
Calmar Ratio Rank
RISR Martin Ratio Rank: 4747
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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. TLT - 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 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.


RISRTLTDifference

Sharpe ratio

Return per unit of total volatility

0.90

-0.04

+0.94

Sortino ratio

Return per unit of downside risk

1.30

0.02

+1.28

Omega ratio

Gain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratio

Return relative to maximum drawdown

2.02

0.05

+1.97

Martin ratio

Return relative to average drawdown

4.31

0.11

+4.19

RISR vs. TLT - Sharpe Ratio Comparison

The current RISR Sharpe Ratio is 0.90, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of RISR and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RISRTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.04

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.26

+0.99

Correlation

The correlation between RISR and TLT is -0.48. 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.


Dividends

RISR vs. TLT - Dividend Comparison

RISR's dividend yield for the trailing twelve months is around 5.93%, more than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

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.


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Drawdown Indicators


RISRTLTDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-48.35%

+34.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-9.23%

+6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-0.33%

-40.17%

+39.84%

Average Drawdown

Average peak-to-trough decline

-2.26%

-13.62%

+11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

4.38%

-3.16%

Volatility

RISR vs. TLT - Volatility Comparison

The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 2.05%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. 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.


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Volatility by Period


RISRTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

3.71%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.04%

6.61%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

11.44%

-4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

15.90%

-3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.04%

14.93%

-2.89%