RYSE vs. RISR
Compare and contrast key facts about Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR).
RYSE and RISR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RYSE is an actively managed fund by Vest. It was launched on Feb 2, 2023. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSE or RISR.
Key characteristics
| RYSE | RISR | |
|---|---|---|
| YTD Return | 8.13% | 19.78% |
| 1Y Return | -6.75% | 13.19% |
| Sharpe Ratio | -0.43 | 1.18 |
| Sortino Ratio | -0.51 | 1.85 |
| Omega Ratio | 0.94 | 1.22 |
| Calmar Ratio | -0.35 | 1.58 |
| Martin Ratio | -0.71 | 6.16 |
| Ulcer Index | 9.68% | 2.07% |
| Daily Std Dev | 15.99% | 10.83% |
| Max Drawdown | -19.70% | -14.31% |
| Current Drawdown | -10.80% | -0.52% |
Correlation
The correlation between RYSE and RISR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RYSE vs. RISR - Performance Comparison
In the year-to-date period, RYSE achieves a 8.13% return, which is significantly lower than RISR's 19.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYSE vs. RISR - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is lower than RISR's 1.13% expense ratio.
Risk-Adjusted Performance
RYSE vs. RISR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.
Dividends
RYSE vs. RISR - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 23.29%, more than RISR's 7.05% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 23.29% | 24.91% | 0.00% | 0.00% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 7.05% | 7.96% | 4.26% | 0.30% |
Drawdowns
RYSE vs. RISR - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for RYSE and RISR. For additional features, visit the drawdowns tool.
Volatility
RYSE vs. RISR - Volatility Comparison
Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) has a higher volatility of 3.27% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 2.28%. This indicates that RYSE's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.