RISR vs. USD=X
RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond, while USD=X (USD Cash) is a currency. Over the past 3 years, RISR returned 10.98%/yr vs 0.00%/yr for USD=X.
Performance
RISR vs. USD=X - Performance Comparison
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Returns By Period
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
RISR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
RISR vs. USD=X — Risk / Return Rank
RISR
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RISR vs. USD=X - 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 USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RISR | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | — | — |
| Martin ratioReturn relative to average drawdown | 4.33 | — | — |
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Drawdowns
RISR vs. USD=X - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RISR and USD=X.
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Drawdown Indicators
| RISR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | 0.00% | -14.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.61% | 0.00% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -8.07% | 0.00% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -2.17% | 0.00% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.00% | +1.10% |
Volatility
RISR vs. USD=X - Volatility Comparison
FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a higher volatility of 1.30% compared to USD Cash (USD=X) at 0.00%. This indicates that RISR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RISR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.00% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 0.00% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 0.00% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.82% | 0.00% | +11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 0.00% | +11.82% |
Frequently Asked Questions
RISR has higher volatility (1.30%) compared to USD=X (0.00%). In terms of maximum drawdown, RISR dropped -14.31% vs USD=X's 0.00%.
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