RPAR: RPAR Risk Parity ETF returns, drawdowns and risk
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Data updated October 2026
RPAR · US exchange · USDCategory: Allocation and multi-asset ETFsData from February 2021
From February 2021 to October 2026 RPAR returned 1.3% a year on average with dividends reinvested, in US dollars: $10,000 invested at the start grew to $10,768.
Its deepest fall was 30.2%, from November 2021 to October 2022, and it took about 51 months to get back to the previous high. Annual volatility was 12.2%; at the last close it was 7.1% below its high.
Against SPY (SPDR S&P 500 ETF Trust), over the 68 months both have data, the correlation of monthly returns was 0.76: they usually moved together. Beta was 0.68. In months when SPY rose, RPAR moved 55% as much on average; in months when SPY fell, 93% as much.
Key figures
- Annual return (CAGR)
- +1.3%
- 1-year return
- +1.9%
- 5 years, a year
- +0.2%
- 10 years, a year
- —
- Annual volatility
- 12.2%
- Maximum drawdown
- −30.2%
- Sharpe ratio
- -0.10
- Worst year
- 2022: −22.8%
Trailing returns
| Period | RPAR | SPY |
|---|---|---|
| 1 year | +1.9% | +16.6% |
| 3 years, a year | +11.4% | +23.1% |
| 5 years, a year | +0.2% | +12.7% |
To the last close of October 2026. Periods longer than a year are annualised.
Growth of $10,000: RPAR vs SPY
Month-end values from March 2021, the first month both funds have data.
RPAR drawdowns
Percentage below the previous high, weekly.
Returns by calendar year
| Year | RPAR | SPY |
|---|---|---|
| 2026(partial) | +2.5% | +13.3% |
| 2025 | +17.9% | +17.7% |
| 2024 | +0.1% | +24.9% |
| 2023 | +6.0% | +26.2% |
| 2022 | −22.8% | −18.2% |
| 2021(partial) | +8.8% | — |
RPAR compared
How the figures are calculated
Total return in the fund’s trading currency, from end-of-day prices with dividends reinvested on the ex-date. The fund’s own ongoing charges are already reflected in its price; trading costs, taxes and currency conversion are not included. Past returns do not predict future returns.
Sharpe ratio uses the return of short-term government bills in the same currency as the risk-free rate. The growth chart uses month-end values; drawdowns and volatility use daily closes.
Questions
What is the average annual return of RPAR?
From February 2021 to October 2026 RPAR returned 1.3% a year on average (CAGR) with dividends reinvested, in USD. Over the last 5 years: +0.2% a year. Over the last 12 months: +1.9%.
What was the worst drawdown of RPAR?
30.2%, from November 2021 to October 2022; it took about 51 months from the previous high to get back to it.
How volatile is RPAR?
Annual volatility was 12.2% over the period. Its worst month was −11.0% and 59% of months were positive. Worst calendar year: 2022 (−22.8%).
How closely does RPAR follow SPY?
Over 68 months the correlation of monthly returns was 0.76, so they usually moved together, with a beta of 0.68.
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Other Allocation and multi-asset ETFs
- All Allocation and multi-asset ETFsReturns and risk side by side
- AOR — iShares Core Growth Allocation ETFCAGR +8.6%
- AOA — iShares Core Aggressive Allocation ETFCAGR +10.4%
- AOM — iShares Core Moderate Allocation ETFCAGR +6.6%
- AOK — iShares Core Conservative Allocation ETFCAGR +5.4%
- NTSX — WisdomTree U.S. Efficient Core FundCAGR +12.5%
Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.