DUKZ vs. RYSE

Last updated Jun 23, 2026

DUKZ (Ocean Park Diversified Income ETF) and RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) are both Nontraditional Bonds funds. Both are actively managed. Over the past year, DUKZ returned 7.99% vs 2.90% for RYSE. At a correlation of -0.48, they often move in opposite directions. DUKZ charges 1.03%/yr vs 0.85%/yr for RYSE.

Performance

DUKZ vs. RYSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Diversified Income ETF (DUKZ) and Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUKZ achieves a 2.81% return, which is significantly higher than RYSE's 2.52% return.

DUKZ

• 1D: -0.37%
• 1M: 1.27%
• YTD: 2.81%
• 6M: 2.86%
• 1Y: 7.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RYSE

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

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

DUKZ vs. RYSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DUKZ Ocean Park Diversified Income ETF	2.81%	4.24%	2.55%
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF	2.52%	-3.09%	1.84%

Correlation

The correlation between DUKZ and RYSE is -0.48, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.48
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	-0.48

Return for Risk

DUKZ vs. RYSE — Risk / Return Rank

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

DUKZ

DUKZ Risk / Return Rank: 52
DUKZ Sharpe Ratio Rank: 52
DUKZ Sortino Ratio Rank: 52
DUKZ Omega Ratio Rank: 55
DUKZ Calmar Ratio Rank: 49
DUKZ Martin Ratio Rank: 52

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

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.

DUKZ vs. RYSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park Diversified Income ETF (DUKZ) and Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE). 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.

	DUKZ	RYSE	Difference
Sharpe ratio: Return per unit of total volatility	1.74	0.29	+1.45
Sortino ratio: Return per unit of downside risk	2.44	0.48	+1.96
Omega ratio: Gain probability vs. loss probability	1.33	1.06	+0.27
Calmar ratio: Return relative to maximum drawdown	2.37	0.41	+1.96
Martin ratio: Return relative to average drawdown	8.57	0.90	+7.66

DUKZ vs. RYSE - Sharpe Ratio Comparison

The current DUKZ Sharpe Ratio is 1.74, which is higher than the RYSE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of DUKZ and RYSE, 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

DUKZ vs. RYSE - Drawdown Comparison

The maximum DUKZ drawdown since its inception was -4.70%, smaller than the maximum RYSE drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for DUKZ and RYSE.

Drawdown Indicators

	DUKZ	RYSE	Difference
Max Drawdown Largest peak-to-trough decline	-4.70%	-19.70%	+15.00%
Max Drawdown (1Y) Largest decline over 1 year	-3.39%	-7.18%	+3.79%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.70%	—
Current Drawdown Current decline from peak	-0.37%	-7.83%	+7.46%
Average Drawdown Average peak-to-trough decline	-1.13%	-9.15%	+8.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	3.23%	-2.30%

Volatility

DUKZ vs. RYSE - Volatility Comparison

Ocean Park Diversified Income ETF (DUKZ) has a higher volatility of 2.06% compared to Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) at 0.00%. This indicates that DUKZ's price experiences larger fluctuations and is considered to be riskier than RYSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUKZ	RYSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	0.00%	+2.06%
Volatility (6M) Calculated over the trailing 6-month period	4.00%	6.41%	-2.41%
Volatility (1Y) Calculated over the trailing 1-year period	4.62%	10.14%	-5.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.43%	14.80%	-10.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.43%	14.80%	-10.37%

DUKZ vs. RYSE - Expense Ratio Comparison

DUKZ has a 1.03% expense ratio, which is higher than RYSE's 0.85% expense ratio.

Dividends

DUKZ vs. RYSE - Dividend Comparison

DUKZ's dividend yield for the trailing twelve months is around 3.81%, more than RYSE's 1.37% yield.

Position	TTM	2025	2024	2023
DUKZ Ocean Park Diversified Income ETF	3.81%	4.05%	2.44%	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 DUKZ and RYSE in my portfolio?

DUKZ and RYSE have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUKZ or RYSE?

DUKZ has higher volatility (2.06%) compared to RYSE (0.00%). In terms of maximum drawdown, DUKZ dropped -4.70% vs RYSE's -19.70%.

Which ETF is better, DUKZ or RYSE?

On 1-year performance, DUKZ leads with 7.99% 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, DUKZ or RYSE?

Over the 1-year period, DUKZ has performed better with a 7.99% return vs 2.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUKZ or RYSE?

RYSE is cheaper with a 0.85% expense ratio, compared with 1.03% for DUKZ.

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

DUKZ has the higher dividend yield at 3.81%, compared with 1.37% for RYSE.

What is the main difference between DUKZ and RYSE?

They also come from different issuers: Ocean Park and Vest. Their fees differ too: 1.03% for DUKZ and 0.85% for RYSE.

Which has better risk-adjusted returns?

DUKZ currently has the higher Sharpe Ratio (1.74 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.