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GLDB vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDB vs. GOLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Gold-Hedged Bond ETF (GLDB) and Strategy Shares Gold-Hedged Bond ETF (GOLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDB achieves a -5.86% return, which is significantly higher than GOLY's -17.86% return.


GLDB

1D
-1.65%
1M
-6.56%
YTD
-5.86%
6M
-3.20%
1Y
3Y*
5Y*
10Y*

GOLY

1D
0.18%
1M
-2.36%
YTD
-17.86%
6M
-14.48%
1Y
4.45%
3Y*
17.97%
5Y*
6.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDB vs. GOLY - Yearly Performance Comparison


Correlation

The correlation between GLDB and GOLY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.70

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Return for Risk

GLDB vs. GOLY — Risk / Return Rank

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

GLDB

GOLY
GOLY Risk / Return Rank: 1111
Overall Rank
GOLY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 1111
Sortino Ratio Rank
GOLY Omega Ratio Rank: 1212
Omega Ratio Rank
GOLY Calmar Ratio Rank: 1111
Calmar Ratio Rank
GOLY Martin Ratio Rank: 1111
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.

GLDB vs. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GLDB) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GLDB vs. GOLY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDBGOLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

0.30

-0.68

Drawdowns

GLDB vs. GOLY - Drawdown Comparison

The maximum GLDB drawdown since its inception was -27.36%, smaller than the maximum GOLY drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for GLDB and GOLY.


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Drawdown Indicators


GLDBGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-35.99%

+8.63%

Max Drawdown (1Y)

Largest decline over 1 year

-29.88%

Max Drawdown (3Y)

Largest decline over 3 years

-29.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Current Drawdown

Current decline from peak

-25.08%

-29.13%

+4.05%

Average Drawdown

Average peak-to-trough decline

-13.35%

-11.84%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.85%

Volatility

GLDB vs. GOLY - Volatility Comparison


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Volatility by Period


GLDBGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

Volatility (6M)

Calculated over the trailing 6-month period

29.48%

Volatility (1Y)

Calculated over the trailing 1-year period

39.99%

32.94%

+7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.99%

22.29%

+17.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.99%

22.21%

+17.78%

GLDB vs. GOLY - Expense Ratio Comparison

Both GLDB and GOLY have an expense ratio of 0.79%.


Dividends

GLDB vs. GOLY - Dividend Comparison

GLDB's dividend yield for the trailing twelve months is around 0.20%, less than GOLY's 9.59% yield.


PositionTTM20252024202320222021
GLDB
Strategy Shares Gold-Hedged Bond ETF
0.20%0.19%0.00%0.00%0.00%0.00%
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.59%7.22%3.85%2.94%2.57%1.11%

Frequently Asked Questions


GLDB and GOLY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GLDB and GOLY have the same expense ratio: 0.79% per year.

GOLY has the higher dividend yield at 9.59%, compared with 0.20% for GLDB.

GLDB tracks Solactive Gold Backed Bond Index - Benchmark TR Gross, while GOLY tracks Solactive Gold-Backed Bond Index.

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