RYSE vs. IBDU
RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and IBDU (iShares iBonds Dec 2029 Term Corporate ETF) are both exchange-traded funds - RYSE is a Nontraditional Bonds fund actively managed by Vest, while IBDU is a Corporate Bonds fund tracking the Bloomberg December 2029 Maturity Corporate Index. RYSE is actively managed, while IBDU is passively managed. Over the past 3 years, RYSE returned 4.06%/yr vs 5.83%/yr for IBDU. At a correlation of -0.78, they often move in opposite directions. RYSE charges 0.85%/yr vs 0.10%/yr for IBDU.
Performance
RYSE vs. IBDU - Performance Comparison
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Returns By Period
In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than IBDU's 0.63% return.
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.52%
- 6M
- 3.15%
- 1Y
- 3.82%
- 3Y*
- 4.06%
- 5Y*
- —
- 10Y*
- —
IBDU
- 1D
- 0.09%
- 1M
- 0.29%
- YTD
- 0.63%
- 6M
- 0.86%
- 1Y
- 4.22%
- 3Y*
- 5.83%
- 5Y*
- 1.13%
- 10Y*
- —
RYSE vs. IBDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 2.52% | -3.09% | 12.46% | 9.32% |
IBDU iShares iBonds Dec 2029 Term Corporate ETF | 0.63% | 7.59% | 3.62% | 3.88% |
Correlation
The correlation between RYSE and IBDU is -0.71, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | -0.78 |
The correlation between RYSE and IBDU has been stable across timeframes, ranging from -0.78 to -0.71 - a consistent structural relationship.
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Return for Risk
RYSE vs. IBDU — Risk / Return Rank
RYSE
IBDU
RYSE vs. IBDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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.
| RYSE | IBDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.67 | -2.14 |
| Martin ratioReturn relative to average drawdown | 1.19 | 9.79 | -8.60 |
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Drawdowns
RYSE vs. IBDU - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, roughly equal to the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for RYSE and IBDU.
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Drawdown Indicators
| RYSE | IBDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -19.44% | -0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -1.59% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -4.14% | -15.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.44% | — |
Current DrawdownCurrent decline from peak | -7.83% | -0.45% | -7.38% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -5.37% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 0.43% | +2.79% |
Volatility
RYSE vs. IBDU - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 0.00%, while iShares iBonds Dec 2029 Term Corporate ETF (IBDU) has a volatility of 0.65%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSE | IBDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.65% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 1.55% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 2.22% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 5.71% | +9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.80% | 7.29% | +7.51% |
RYSE vs. IBDU - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than IBDU's 0.10% expense ratio.
Dividends
RYSE vs. IBDU - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 1.37%, less than IBDU's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBDU iShares iBonds Dec 2029 Term Corporate ETF | 4.66% | 4.67% | 4.75% | 4.21% | 3.34% | 2.29% | 2.42% | 0.74% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYSE and IBDU have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDU has higher volatility (0.65%) compared to RYSE (0.00%). In terms of maximum drawdown, RYSE dropped -19.70% vs IBDU's -19.44%.
On 3-year performance, IBDU leads with 5.83% vs 4.06% for RYSE. On fees, IBDU is cheaper at 0.10% per year. On volatility, RYSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IBDU has performed better with a 5.83% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDU is cheaper with a 0.10% expense ratio, compared with 0.85% for RYSE.
IBDU has the higher dividend yield at 4.66%, compared with 1.37% for RYSE.
RYSE is categorized as Nontraditional Bonds, while IBDU is Corporate Bonds. They also come from different issuers: Vest and iShares. Their fees differ too: 0.85% for RYSE and 0.10% for IBDU.
IBDU currently has the higher Sharpe Ratio (1.92 vs 0.38), 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.
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