Snapshot*
Top 10 Holdings
What is RYSE?
Cboe Vest 10-Year Interest Rate Hedge ETF is an active fund whose portfolio is constructed with the aim of delivering positive returns, before any fees and expenses, when the 10-year interest rate (the "10-Year Rate") rises. The Fund is expected to experience losses when the 10-Year Rate falls. The 10-Year Rate is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities compounded over a period of 10 years. To achieve its investment objective of hedging against increases in the 10- Year Rate, the Fund invests in various derivatives (including futures, options, interest rate swaps, and swaptions). The Fund may take long positions in interest rate swaps to seek to benefit from rising interest rates. The Fund may also invest in ETFs that invest in U.S. Treasury bills or options contracts linked to ETFs that primarily invest in U.S. Treasury securities to implement the Fund's hedging strategy. The Fund invests in U.S. Treasury bills as collateral for the Fund's derivatives transactions. In addition, the Fund will take long or short positions in interest rate payer or receiver swaptions to limit losses and gains. By taking these positions to limit losses, the upside cap is a by-product of seeking to limit the downside losses.
RYSEPerformance Measures**
for the time period Feb 3, 2023 to Dec 4, 2025
1M Trailing Return: 0.7%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 1.1%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -19.7%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 15.7%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.42
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.28
The annualized return divided by the max drawdown for the selected time period.
ETFs related toRYSE
ETFs correlated to RYSE include TBX, PST, TTT
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.