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RYSE vs. IBDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYSE vs. IBDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). The values are adjusted to include any dividend payments, if applicable.

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

RYSE vs. IBDU - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

RYSE
RYSE Risk / Return Rank: 1414
Overall Rank
RYSE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RYSE Sortino Ratio Rank: 1313
Sortino Ratio Rank
RYSE Omega Ratio Rank: 1414
Omega Ratio Rank
RYSE Calmar Ratio Rank: 1515
Calmar Ratio Rank
RYSE Martin Ratio Rank: 1414
Martin Ratio Rank

IBDU
IBDU Risk / Return Rank: 6363
Overall Rank
IBDU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 7171
Sortino Ratio Rank
IBDU Omega Ratio Rank: 6666
Omega Ratio Rank
IBDU Calmar Ratio Rank: 5858
Calmar Ratio Rank
IBDU Martin Ratio Rank: 5959
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.

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.


RYSEIBDUDifference
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

RYSE vs. IBDU - Sharpe Ratio Comparison

The current RYSE Sharpe Ratio is 0.38, which is lower than the IBDU Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RYSE and IBDU, 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

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


RYSEIBDUDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.83%

-0.45%

-7.38%

Average Drawdown

Average peak-to-trough decline

-9.15%

-5.37%

-3.78%

Ulcer Index

Depth 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


RYSEIBDUDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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