GLDB vs. RYSE
GLDB (Strategy Shares Gold-Hedged Bond ETF) and RYSE (Vest 10 Year Interest Rate Hedge ETF) are both Nontraditional Bonds funds. GLDB is passively managed, while RYSE is actively managed. Their -0.02 correlation means they have often moved in opposite directions in the past. GLDB charges 0.79%/yr vs 0.85%/yr for RYSE.
Performance
GLDB vs. RYSE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLDB achieves a -19.84% return, which is significantly lower than RYSE's 2.52% return.
GLDB
- 1D
- -2.39%
- 1M
- -1.34%
- 6M
- -24.53%
- YTD
- -19.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.52%
- YTD
- 2.52%
- 1Y
- 5.23%
- 3Y*
- 2.10%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $494.06K | $365.51K | $391.41K | |
| $0.00 | $0.00 | $0.00 |
GLDB vs. RYSE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | -19.84% | -3.56% |
RYSE Vest 10 Year Interest Rate Hedge ETF | 2.52% | 5.41% |
Correlation
The correlation between GLDB and RYSE is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLDB vs. RYSE — Risk / Return Rank
GLDB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RYSE
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 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.
| GLDB | RYSE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.07 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.40 | — |
| Martin ratioReturn relative to average drawdown | — | 1.12 | — |
Loading charts...
Drawdowns
GLDB vs. RYSE - Drawdown Comparison
The maximum GLDB drawdown since its inception was -38.30%, 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.
Loading charts...
Drawdown Indicators
| GLDB | RYSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.30% | -19.70% | -18.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.70% | — |
Current DrawdownCurrent decline from peak | -36.21% | -7.83% | -28.38% |
Average DrawdownAverage peak-to-trough decline | -17.73% | -9.11% | -8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.58% | — |
Volatility
GLDB vs. RYSE - Volatility Comparison
Loading charts...
Volatility by Period
| GLDB | RYSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.04% | 9.33% | +29.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.04% | 14.57% | +24.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.04% | 14.57% | +24.47% |
GLDB vs. RYSE - Expense Ratio Comparison
GLDB has a 0.79% expense ratio, which is lower than RYSE's 0.85% expense ratio.
Dividends
GLDB vs. RYSE - Dividend Comparison
GLDB's dividend yield for the trailing twelve months is around 0.24%, less than RYSE's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | 0.24% | 0.19% | 0.00% | 0.00% |
RYSE Vest 10 Year Interest Rate Hedge ETF | 0.93% | 1.86% | 2.58% | 24.91% |
Frequently Asked Questions
GLDB and RYSE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GLDB is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDB is cheaper with a 0.79% expense ratio, compared with 0.85% for RYSE.
RYSE has the higher dividend yield at 0.93%, compared with 0.24% for GLDB.
They also come from different issuers: Strategy Shares and Vest. Their fees differ too: 0.79% for GLDB and 0.85% for RYSE.
Find the right allocation for GLDB and RYSE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer