GHYB vs. DADS
GHYB (Goldman Sachs Access High Yield Corporate Bond ETF) and DADS (Digital Asset Debt Strategy ETF) are both High Yield Bonds funds. GHYB is passively managed, while DADS is actively managed. Over the past year, GHYB returned 5.45% vs 5.96% for DADS. Their 0.50 correlation means they have sometimes moved together and sometimes differently. GHYB charges 0.34%/yr vs 1.04%/yr for DADS.
Performance
GHYB vs. DADS - Performance Comparison
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Returns By Period
In the year-to-date period, GHYB achieves a 2.04% return, which is significantly lower than DADS's 9.48% return.
GHYB
- 1D
- 0.21%
- 1M
- 0.15%
- 6M
- 1.38%
- YTD
- 2.04%
- 1Y
- 5.45%
- 3Y*
- 8.47%
- 5Y*
- 3.97%
- 10Y*
- —
- ALL TIME*
- 4.52%
DADS
- 1D
- 0.93%
- 1M
- 0.55%
- 6M
- 5.87%
- YTD
- 9.48%
- 1Y
- 5.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.92K | $147.54K | $88.95K | |
| $535.22K | $424.29K | $572.41K |
GHYB vs. DADS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 2.04% | 3.34% |
DADS Digital Asset Debt Strategy ETF | 9.48% | -3.21% |
Correlation
The correlation between GHYB and DADS is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 5, 2025 | 0.50 |
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Return for Risk
GHYB vs. DADS — Risk / Return Rank
GHYB
DADS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GHYB vs. DADS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Digital Asset Debt Strategy ETF (DADS). 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.
| GHYB | DADS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | — | — |
| Martin ratioReturn relative to average drawdown | 9.15 | — | — |
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Drawdowns
GHYB vs. DADS - Drawdown Comparison
The maximum GHYB drawdown since its inception was -21.48%, which is greater than DADS's maximum drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for GHYB and DADS.
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Drawdown Indicators
| GHYB | DADS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.48% | -17.07% | -4.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -17.07% | +14.40% |
Max Drawdown (3Y)Largest decline over 3 years | -4.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.08% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.93% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -2.53% | -7.37% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | — | — |
Volatility
GHYB vs. DADS - Volatility Comparison
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Volatility by Period
| GHYB | DADS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.49% | 17.88% | -14.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.69% | 17.88% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.21% | 17.88% | -9.67% |
GHYB vs. DADS - Expense Ratio Comparison
GHYB has a 0.34% expense ratio, which is lower than DADS's 1.04% expense ratio.
Dividends
GHYB vs. DADS - Dividend Comparison
GHYB's dividend yield for the trailing twelve months is around 6.72%, more than DADS's 4.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DADS Digital Asset Debt Strategy ETF | 4.70% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 6.72% | 7.00% | 6.65% | 6.20% | 5.67% | 4.46% | 4.75% | 5.57% | 5.68% | 1.45% |
Frequently Asked Questions
GHYB and DADS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, DADS leads with 5.96% vs 5.45% for GHYB. On fees, GHYB is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DADS has performed better with a 5.96% return vs 5.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GHYB is cheaper with a 0.34% expense ratio, compared with 1.04% for DADS.
GHYB has the higher dividend yield at 6.72%, compared with 4.70% for DADS.
They also come from different issuers: Goldman Sachs and AlphaBit. Their fees differ too: 0.34% for GHYB and 1.04% for DADS.
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