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GHTA vs. IYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GHTA vs. IYLD

Last updated Jun 5, 2026

GHTA (Goose Hollow Tactical Allocation ETF) and IYLD (iShares Morningstar Multi-Asset Income ETF) are both Diversified Portfolio funds. GHTA is actively managed, while IYLD is passively managed. Over the past 3 years, GHTA returned 9.35%/yr vs 10.71%/yr for IYLD. A 0.66 correlation means they provide meaningful diversification when combined. GHTA charges 1.21%/yr vs 0.60%/yr for IYLD.

Performance

GHTA vs. IYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goose Hollow Tactical Allocation ETF (GHTA) and iShares Morningstar Multi-Asset Income ETF (IYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHTA achieves a 2.24% return, which is significantly lower than IYLD's 5.14% return.

GHTA

1D
0.27%
1M
0.13%
YTD
2.24%
6M
1.10%
1Y
6.74%
3Y*
9.35%
5Y*
—
10Y*
—

IYLD

1D
0.18%
1M
0.76%
YTD
5.14%
6M
5.31%
1Y
14.05%
3Y*
10.71%
5Y*
3.40%
10Y*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHTA vs. IYLD - Yearly Performance Comparison

2026 (YTD)20252024202320222021
GHTA
Goose Hollow Tactical Allocation ETF		2.24%10.06%4.78%14.10%1.99%-0.78%
IYLD
iShares Morningstar Multi-Asset Income ETF		5.14%15.44%2.00%12.55%-16.80%1.51%

Correlation

The correlation between GHTA and IYLD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2021

0.66

The correlation between GHTA and IYLD has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

GHTA vs. IYLD - Sectors Allocation Comparison

Sectors
GHTA
IYLD

Technology

25.8%
6.3%

Industrials

21.2%
12.2%

Financial Services

9.9%
23.3%

Real Estate

9.0%
23.1%

Consumer Cyclical

7.9%
5.9%

Utilities

6.7%
6.0%

Basic Materials

5.1%
5.9%

Energy

4.5%
3.6%

Healthcare

4.4%
5.2%

Communication Services

4.3%
3.8%

Consumer Defensive

1.3%
4.7%

Technology

GHTA
25.8%
IYLD
6.3%

Industrials

GHTA
21.2%
IYLD
12.2%

Financial Services

GHTA
9.9%
IYLD
23.3%

Real Estate

GHTA
9.0%
IYLD
23.1%

Consumer Cyclical

GHTA
7.9%
IYLD
5.9%

Utilities

GHTA
6.7%
IYLD
6.0%

Basic Materials

GHTA
5.1%
IYLD
5.9%

Energy

GHTA
4.5%
IYLD
3.6%

Healthcare

GHTA
4.4%
IYLD
5.2%

Communication Services

GHTA
4.3%
IYLD
3.8%

Consumer Defensive

GHTA
1.3%
IYLD
4.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Goose Hollow Tactical Allocation ETF

iShares Morningstar Multi-Asset Income ETF

Often compared with GHTA:
GHTA vs. GHMSGHTA vs. PTINGHTA vs. DWATGHTA vs. DDXGHTA vs. NTSEGHTA vs. HISFGHTA vs. CTAP
Often compared with IYLD:
IYLD vs. MDIVIYLD vs. RIGSIYLD vs. GAAIYLD vs. YYYIYLD vs. FXAIXIYLD vs. HYGIYLD vs. SCHD

Return for Risk

GHTA vs. IYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GHTA
GHTA Risk / Return Rank: 2424
Overall Rank
GHTA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GHTA Sortino Ratio Rank: 2424
Sortino Ratio Rank
GHTA Omega Ratio Rank: 2424
Omega Ratio Rank
GHTA Calmar Ratio Rank: 2424
Calmar Ratio Rank
GHTA Martin Ratio Rank: 2222
Martin Ratio Rank
IYLD
IYLD Risk / Return Rank: 7474
Overall Rank
IYLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IYLD Omega Ratio Rank: 8080
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYLD Martin Ratio Rank: 6565
Martin Ratio Rank
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.

GHTA vs. IYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goose Hollow Tactical Allocation ETF (GHTA) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.

GHTAIYLDDifference
Sharpe ratioReturn per unit of total volatility
0.83
2.46

-1.63

Sortino ratioReturn per unit of downside risk
1.26
3.66

-2.40

Omega ratioGain probability vs. loss probability

1.15

1.47

-0.32

Calmar ratioReturn relative to maximum drawdown

1.09

3.04

-1.95

Martin ratioReturn relative to average drawdown

2.71

11.82

-9.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GHTA vs. IYLD - Sharpe Ratio Comparison

The current GHTA Sharpe Ratio is 0.83, which is lower than the IYLD Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of GHTA and IYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GHTAIYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.46

-1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.43

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.42

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.50

+0.09

Drawdowns

GHTA vs. IYLD - Drawdown Comparison

The maximum GHTA drawdown since its inception was -13.92%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for GHTA and IYLD.

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Drawdown Indicators

GHTAIYLDDifference

Max Drawdown

Largest peak-to-trough decline

-13.92%

-30.23%

+16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-4.63%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.91%

-5.20%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.57%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.23%

—

Current Drawdown

Current decline from peak

-2.63%

-0.37%

-2.26%

Average Drawdown

Average peak-to-trough decline

-3.51%

-4.53%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.19%

+1.30%

Volatility

GHTA vs. IYLD - Volatility Comparison

Goose Hollow Tactical Allocation ETF (GHTA) has a higher volatility of 1.90% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 1.48%. This indicates that GHTA's price experiences larger fluctuations and is considered to be riskier than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GHTAIYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

1.48%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.69%

4.69%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.11%

5.73%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.94%

7.86%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

9.57%

+2.37%

GHTA vs. IYLD - Expense Ratio Comparison

GHTA has a 1.21% expense ratio, which is higher than IYLD's 0.60% expense ratio.

Dividends

GHTA vs. IYLD - Dividend Comparison

GHTA's dividend yield for the trailing twelve months is around 3.75%, less than IYLD's 4.60% yield.

PositionTTM20252024202320222021202020192018201720162015
GHTA
Goose Hollow Tactical Allocation ETF		3.75%3.84%2.46%2.32%0.38%0.41%0.00%0.00%0.00%0.00%0.00%0.00%
IYLD
iShares Morningstar Multi-Asset Income ETF		4.60%4.72%5.32%5.76%5.45%3.47%4.38%5.25%5.78%4.22%4.84%5.26%

Frequently Asked Questions

GHTA and IYLD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHTA has higher volatility (1.90%) compared to IYLD (1.48%). In terms of maximum drawdown, GHTA dropped -13.92% vs IYLD's -30.23%.

On 3-year performance, IYLD leads with 10.71% vs 9.35% for GHTA. On fees, IYLD is cheaper at 0.60% per year. On volatility, IYLD has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IYLD has performed better with a 10.71% return vs 9.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYLD is cheaper with a 0.60% expense ratio, compared with 1.21% for GHTA.

IYLD has the higher dividend yield at 4.60%, compared with 3.75% for GHTA.

They also come from different issuers: Goose Hollow and iShares. Their fees differ too: 1.21% for GHTA and 0.60% for IYLD.

IYLD currently has the higher Sharpe Ratio (2.46 vs 0.83), 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.

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