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RYSE vs. IBTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYSE vs. IBTI - 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 2028 Term Treasury ETF (IBTI). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYSE vs. IBTI - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

RYSE
RYSE Risk / Return Rank: 1111
Overall Rank
RYSE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYSE Sortino Ratio Rank: 1010
Sortino Ratio Rank
RYSE Omega Ratio Rank: 1010
Omega Ratio Rank
RYSE Calmar Ratio Rank: 1111
Calmar Ratio Rank
RYSE Martin Ratio Rank: 1111
Martin Ratio Rank

IBTI
IBTI Risk / Return Rank: 6666
Overall Rank
IBTI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBTI Sortino Ratio Rank: 7575
Sortino Ratio Rank
IBTI Omega Ratio Rank: 6868
Omega Ratio Rank
IBTI Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBTI Martin Ratio Rank: 6262
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. 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.


RYSEIBTIDifference
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

RYSE vs. IBTI - Sharpe Ratio Comparison

The current RYSE Sharpe Ratio is 0.15, which is lower than the IBTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of RYSE and IBTI, 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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Sharpe Ratios by Period


RYSEIBTIDifference

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


RYSEIBTIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.83%

-3.91%

-3.92%

Average Drawdown

Average peak-to-trough decline

-9.18%

-8.26%

-0.92%

Ulcer Index

Depth 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


RYSEIBTIDifference

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.


PositionTTM202520242023202220212020
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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