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RISR vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

RISR vs. USD=X - 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 USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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

RISR vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

RISR
RISR Risk / Return Rank: 3131
Overall Rank
RISR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 2626
Sortino Ratio Rank
RISR Omega Ratio Rank: 2525
Omega Ratio Rank
RISR Calmar Ratio Rank: 4242
Calmar Ratio Rank
RISR Martin Ratio Rank: 3333
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


RISRUSD=XDifference
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

RISR vs. USD=X - Sharpe Ratio Comparison


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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


RISRUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.44%

0.00%

-0.44%

Average Drawdown

Average peak-to-trough decline

-2.17%

0.00%

-2.17%

Ulcer Index

Depth 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


RISRUSD=XDifference

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%.

Portfolio Optimizer

Find the right allocation for RISR and USD=X

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