USD=X vs. RISR
USD=X (USD Cash) is a currency, while RISR (FolioBeyond Alternative Income and Interest Rate Hedge ETF) is Nontraditional Bonds fund actively managed by FolioBeyond. Over the past 3 years, USD=X returned 0.00%/yr vs 10.98%/yr for RISR.
Performance
USD=X vs. RISR - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
RISR
- 1D
- -0.18%
- 1M
- -0.33%
- YTD
- 3.07%
- 6M
- 3.20%
- 1Y
- 5.26%
- 3Y*
- 10.98%
- 5Y*
- —
- 10Y*
- —
USD=X vs. RISR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 3.07% | 4.63% | 24.20% | 7.02% | 31.98% | -0.04% |
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Return for Risk
USD=X vs. RISR — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RISR
USD=X vs. RISR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
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.
| USD=X | RISR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.83 | — |
| Martin ratioReturn relative to average drawdown | — | 4.33 | — |
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Drawdowns
USD=X vs. RISR - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for USD=X and RISR.
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Drawdown Indicators
| USD=X | RISR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -14.31% | +14.31% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -2.61% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -8.07% | +8.07% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.44% | +0.44% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.17% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.10% | -1.10% |
Volatility
USD=X vs. RISR - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 1.30%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | RISR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.30% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 3.98% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 5.45% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 11.82% | -11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 11.82% | -11.82% |
Frequently Asked Questions
RISR has higher volatility (1.30%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs RISR's -14.31%.
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