RYSE vs. ILS

Last updated Jun 23, 2026

RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and ILS (Brookmont Catastrophic Bond ETF) are both Nontraditional Bonds funds. Both are actively managed. Over the past year, RYSE returned 2.90% vs 7.46% for ILS. At a correlation of -0.02, they often move in opposite directions. RYSE charges 0.85%/yr vs 1.58%/yr for ILS.

Performance

RYSE vs. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than ILS's 2.17% return.

RYSE

• 1D: 0.00%
• 1M: 0.00%
• YTD: 2.52%
• 6M: 3.15%
• 1Y: 2.90%
• 3Y*: 4.06%
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.15%
• 1M: 1.16%
• YTD: 2.17%
• 6M: 2.46%
• 1Y: 7.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RYSE vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF	2.52%	1.75%
ILS Brookmont Catastrophic Bond ETF	2.17%	3.54%

Correlation

The correlation between RYSE and ILS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.02

Return for Risk

RYSE vs. ILS — Risk / Return Rank

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

RYSE

RYSE Risk / Return Rank: 12
RYSE Sharpe Ratio Rank: 12
RYSE Sortino Ratio Rank: 11
RYSE Omega Ratio Rank: 12
RYSE Calmar Ratio Rank: 13
RYSE Martin Ratio Rank: 12

ILS

ILS Risk / Return Rank: 95
ILS Sharpe Ratio Rank: 90
ILS Sortino Ratio Rank: 95
ILS Omega Ratio Rank: 94
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). 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	ILS	Difference
Sharpe ratio: Return per unit of total volatility	0.29	2.91	-2.62
Sortino ratio: Return per unit of downside risk	0.48	4.78	-4.30
Omega ratio: Gain probability vs. loss probability	1.06	1.65	-0.58
Calmar ratio: Return relative to maximum drawdown	0.41	13.55	-13.14
Martin ratio: Return relative to average drawdown	0.90	49.81	-48.91

RYSE vs. ILS - Sharpe Ratio Comparison

The current RYSE Sharpe Ratio is 0.29, which is lower than the ILS Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of RYSE and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RYSE vs. ILS - Drawdown Comparison

The maximum RYSE drawdown since its inception was -19.70%, which is greater than ILS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for RYSE and ILS.

Drawdown Indicators

	RYSE	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-19.70%	-2.46%	-17.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.18%	-0.55%	-6.63%
Max Drawdown (3Y) Largest decline over 3 years	-19.70%	—	—
Current Drawdown Current decline from peak	-7.83%	0.00%	-7.83%
Average Drawdown Average peak-to-trough decline	-9.15%	-0.54%	-8.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	0.15%	+3.08%

Volatility

RYSE vs. ILS - Volatility Comparison

The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 0.00%, while Brookmont Catastrophic Bond ETF (ILS) has a volatility of 0.83%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RYSE	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	0.83%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	6.41%	1.68%	+4.73%
Volatility (1Y) Calculated over the trailing 1-year period	10.14%	2.58%	+7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	3.78%	+11.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	3.78%	+11.02%

RYSE vs. ILS - Expense Ratio Comparison

RYSE has a 0.85% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

RYSE vs. ILS - Dividend Comparison

RYSE's dividend yield for the trailing twelve months is around 1.37%, less than ILS's 8.06% yield.

Position	TTM	2025	2024	2023
ILS Brookmont Catastrophic Bond ETF	8.06%	6.06%	0.00%	0.00%
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF	1.37%	1.86%	2.58%	24.91%

Frequently Asked Questions

Can I hold both RYSE and ILS in my portfolio?

RYSE and ILS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYSE or ILS?

ILS has higher volatility (0.83%) compared to RYSE (0.00%). In terms of maximum drawdown, RYSE dropped -19.70% vs ILS's -2.46%.

Which ETF is better, RYSE or ILS?

On 1-year performance, ILS leads with 7.46% vs 2.90% for RYSE. On fees, RYSE is cheaper at 0.85% 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.

Which ETF has performed better, RYSE or ILS?

Over the 1-year period, ILS has performed better with a 7.46% return vs 2.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RYSE or ILS?

RYSE is cheaper with a 0.85% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, RYSE or ILS?

ILS has the higher dividend yield at 8.06%, compared with 1.37% for RYSE.

What is the main difference between RYSE and ILS?

They also come from different issuers: Vest and Brookmont. Their fees differ too: 0.85% for RYSE and 1.58% for ILS.

Which has better risk-adjusted returns?

ILS currently has the higher Sharpe Ratio (2.91 vs 0.29), 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.