GLDB vs. RYSE

Last updated Apr 1, 2026

Compare and contrast key facts about Strategy Shares Gold-Hedged Bond ETF (GLDB) and Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE).

GLDB and RYSE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDB is a passively managed fund by Strategy Shares that tracks the performance of the Solactive Gold Backed Bond Index - Benchmark TR Gross. It was launched on May 17, 2021. RYSE is an actively managed fund by Vest. It was launched on Feb 2, 2023.

Performance

GLDB vs. RYSE - Performance Comparison

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

GLDB vs. RYSE - Yearly Performance Comparison

	2026 (YTD)	2025
GLDB Strategy Shares Gold-Hedged Bond ETF	-2.60%	-3.51%
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF	2.52%	5.29%

Returns By Period

In the year-to-date period, GLDB achieves a -2.60% return, which is significantly lower than RYSE's 2.52% return.

GLDB

• 1D: 3.72%
• 1M: -6.76%
• YTD: -2.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RYSE

• 1D: 0.00%
• 1M: 7.97%
• YTD: 2.52%
• 6M: 5.48%
• 1Y: 4.31%
• 3Y*: 6.72%
• 5Y*: —
• 10Y*: —

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

GLDB vs. RYSE - Expense Ratio Comparison

GLDB has a 0.79% expense ratio, which is lower than RYSE's 0.85% expense ratio.

RYSE

Cboe Vest 10 Year Interest Rate Hedge ETF

GLDB

Strategy Shares Gold-Hedged Bond ETF

Return for Risk

GLDB vs. RYSE — Risk / Return Rank

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

RYSE

RYSE Risk / Return Rank: 19
RYSE Sharpe Ratio Rank: 22
RYSE Sortino Ratio Rank: 21
RYSE Omega Ratio Rank: 19
RYSE Calmar Ratio Rank: 17
RYSE Martin Ratio Rank: 15

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. RYSE - Risk-Adjusted Trends Comparison

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

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

Sharpe Ratios by Period

	GLDB	RYSE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.43	-0.74

Correlation

The correlation between GLDB and RYSE is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

GLDB vs. RYSE - Dividend Comparison

GLDB's dividend yield for the trailing twelve months is around 0.20%, less than RYSE's 1.37% yield.

	TTM	2025	2024	2023
GLDB Strategy Shares Gold-Hedged Bond ETF	0.20%	0.19%	0.00%	0.00%
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF	1.37%	1.86%	2.58%	24.91%

Drawdowns

GLDB vs. RYSE - Drawdown Comparison

The maximum GLDB drawdown since its inception was -27.36%, which is greater than RYSE's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for GLDB and RYSE.

Drawdown Indicators

	GLDB	RYSE	Difference
Max Drawdown Largest peak-to-trough decline	-27.36%	-19.70%	-7.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.23%	—
Current Drawdown Current decline from peak	-22.48%	-7.83%	-14.65%
Average Drawdown Average peak-to-trough decline	-10.62%	-9.25%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.06%	—

Volatility

Volatility by Period

	GLDB	RYSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	44.68%	12.88%	+31.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.68%	15.33%	+29.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.68%	15.33%	+29.35%