RYSE vs. IBTI
RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and IBTI (iShares iBonds Dec 2028 Term Treasury ETF) are both exchange-traded funds - RYSE is a Nontraditional Bonds fund actively managed by Vest, while IBTI is a Government Bonds fund tracking the ICE 2028 Maturity US Treasury Index. RYSE is actively managed, while IBTI is passively managed. Over the past 3 years, RYSE returned 4.39%/yr vs 3.72%/yr for IBTI. At a correlation of -0.81, they often move in opposite directions. RYSE charges 0.85%/yr vs 0.07%/yr for IBTI.
Performance
RYSE vs. IBTI - 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 IBTI's 0.31% return.
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.52%
- 6M
- 5.91%
- 1Y
- 1.55%
- 3Y*
- 4.39%
- 5Y*
- —
- 10Y*
- —
IBTI
- 1D
- -0.05%
- 1M
- 0.05%
- YTD
- 0.31%
- 6M
- 0.52%
- 1Y
- 3.59%
- 3Y*
- 3.72%
- 5Y*
- 0.19%
- 10Y*
- —
RYSE vs. IBTI - 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% |
IBTI iShares iBonds Dec 2028 Term Treasury ETF | 0.31% | 6.15% | 2.52% | 2.35% |
Correlation
The correlation between RYSE and IBTI is -0.75, 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 | -0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023 | -0.81 |
The correlation between RYSE and IBTI has been stable across timeframes, ranging from -0.81 to -0.75 - a consistent structural relationship.
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Return for Risk
RYSE vs. IBTI — Risk / Return Rank
RYSE
IBTI
RYSE vs. IBTI - 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 2028 Term Treasury ETF (IBTI). 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.
| RYSE | IBTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.28 | -3.09 |
| Martin ratioReturn relative to average drawdown | 0.40 | 11.08 | -10.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYSE | IBTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.05 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.04 | +0.38 |
Drawdowns
RYSE vs. IBTI - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, which is greater than IBTI's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for RYSE and IBTI.
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Drawdown Indicators
| RYSE | IBTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -18.45% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -1.10% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -3.24% | -16.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.18% | — |
Current DrawdownCurrent decline from peak | -7.83% | -3.91% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -8.26% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.32% | +3.54% |
Volatility
RYSE vs. IBTI - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 0.00%, while iShares iBonds Dec 2028 Term Treasury ETF (IBTI) has a volatility of 0.37%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than IBTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSE | IBTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.37% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 1.06% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 1.76% | +8.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 5.02% | +9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 5.17% | +9.75% |
RYSE vs. IBTI - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than IBTI's 0.07% expense ratio.
Dividends
RYSE vs. IBTI - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 1.37%, less than IBTI's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBTI iShares iBonds Dec 2028 Term Treasury ETF | 3.81% | 3.87% | 3.92% | 3.27% | 1.70% | 0.90% | 0.56% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYSE and IBTI have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBTI has higher volatility (0.37%) compared to RYSE (0.00%). In terms of maximum drawdown, RYSE dropped -19.70% vs IBTI's -18.45%.
On 3-year performance, RYSE leads with 4.39% vs 3.72% for IBTI. On fees, IBTI is cheaper at 0.07% 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, RYSE has performed better with a 4.39% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBTI is cheaper with a 0.07% expense ratio, compared with 0.85% for RYSE.
IBTI has the higher dividend yield at 3.81%, compared with 1.37% for RYSE.
RYSE is categorized as Nontraditional Bonds, while IBTI is Government Bonds. They also come from different issuers: Vest and iShares. Their fees differ too: 0.85% for RYSE and 0.07% for IBTI.
IBTI currently has the higher Sharpe Ratio (2.05 vs 0.15), 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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