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RSEE vs. HYDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSEE vs. HYDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Systematic Equity ETF (RSEE) and iShares High Yield Bond Factor ETF (HYDB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSEE achieves a 16.01% return, which is significantly higher than HYDB's 1.58% return.


RSEE

1D
-0.19%
1M
2.50%
YTD
16.01%
6M
15.56%
1Y
38.14%
3Y*
19.12%
5Y*
10Y*

HYDB

1D
-0.11%
1M
0.52%
YTD
1.58%
6M
1.86%
1Y
6.61%
3Y*
9.39%
5Y*
4.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSEE vs. HYDB - Yearly Performance Comparison


2026 (YTD)2025202420232022
RSEE
Rareview Systematic Equity ETF
16.01%20.54%18.54%10.21%-2.49%
HYDB
iShares High Yield Bond Factor ETF
1.58%8.10%9.11%14.02%-8.50%

Correlation

The correlation between RSEE and HYDB is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2022

0.67

The correlation between RSEE and HYDB shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RSEE vs. HYDB — Risk / Return Rank

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

RSEE
RSEE Risk / Return Rank: 6363
Overall Rank
RSEE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RSEE Sortino Ratio Rank: 6060
Sortino Ratio Rank
RSEE Omega Ratio Rank: 6161
Omega Ratio Rank
RSEE Calmar Ratio Rank: 6262
Calmar Ratio Rank
RSEE Martin Ratio Rank: 6767
Martin Ratio Rank

HYDB
HYDB Risk / Return Rank: 5454
Overall Rank
HYDB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 5656
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5555
Omega Ratio Rank
HYDB Calmar Ratio Rank: 4949
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6060
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.

RSEE vs. HYDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Systematic Equity ETF (RSEE) and iShares High Yield Bond Factor ETF (HYDB). 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.


RSEEHYDBDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratioReturn relative to maximum drawdown

2.97

2.34

+0.63

Martin ratioReturn relative to average drawdown

12.03

10.32

+1.71

RSEE vs. HYDB - Sharpe Ratio Comparison

The current RSEE Sharpe Ratio is 2.06, which is comparable to the HYDB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RSEE and HYDB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSEE vs. HYDB - Drawdown Comparison

The maximum RSEE drawdown since its inception was -21.60%, roughly equal to the maximum HYDB drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for RSEE and HYDB.


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Drawdown Indicators


RSEEHYDBDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-21.58%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-2.83%

-10.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.60%

-5.58%

-16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

Current Drawdown

Current decline from peak

-0.90%

-0.20%

-0.70%

Average Drawdown

Average peak-to-trough decline

-3.77%

-2.38%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

0.64%

+2.54%

Volatility

RSEE vs. HYDB - Volatility Comparison

Rareview Systematic Equity ETF (RSEE) has a higher volatility of 7.43% compared to iShares High Yield Bond Factor ETF (HYDB) at 1.05%. This indicates that RSEE's price experiences larger fluctuations and is considered to be riskier than HYDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSEEHYDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

1.05%

+6.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

3.03%

+12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

3.85%

+14.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

7.05%

+12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

7.74%

+11.43%

RSEE vs. HYDB - Expense Ratio Comparison

RSEE has a 1.27% expense ratio, which is higher than HYDB's 0.35% expense ratio.


Dividends

RSEE vs. HYDB - Dividend Comparison

RSEE has not paid dividends to shareholders, while HYDB's dividend yield for the trailing twelve months is around 6.98%.


PositionTTM202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
6.98%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%
RSEE
Rareview Systematic Equity ETF
0.00%0.24%9.02%0.84%1.97%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSEE and HYDB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSEE has higher volatility (7.43%) compared to HYDB (1.05%). In terms of maximum drawdown, RSEE dropped -21.60% vs HYDB's -21.58%.

On 3-year performance, RSEE leads with 19.12% vs 9.39% for HYDB. On fees, HYDB is cheaper at 0.35% per year. On volatility, HYDB has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RSEE has performed better with a 19.12% return vs 9.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYDB is cheaper with a 0.35% expense ratio, compared with 1.27% for RSEE.

HYDB has the higher dividend yield at 6.98%, compared with 0.00% for RSEE.

RSEE is categorized as Long-Short, while HYDB is High Yield Bonds. They also come from different issuers: Rareview Funds and iShares. Their fees differ too: 1.27% for RSEE and 0.35% for HYDB.

RSEE currently has the higher Sharpe Ratio (2.06 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for RSEE and HYDB

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