GLDB vs. SSFI

Last updated Apr 1, 2026

Compare and contrast key facts about Strategy Shares Gold-Hedged Bond ETF (GLDB) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI).

GLDB and SSFI 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. SSFI is an actively managed fund by Day Hagan. It was launched on Sep 28, 2021.

Performance

GLDB vs. SSFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Gold-Hedged Bond ETF (GLDB) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). The values are adjusted to include any dividend payments, if applicable.

GLDB vs. SSFI - Yearly Performance Comparison

	2026 (YTD)	2025
GLDB Strategy Shares Gold-Hedged Bond ETF	-2.60%	-3.51%
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	-0.11%	-0.30%

Returns By Period

In the year-to-date period, GLDB achieves a -2.60% return, which is significantly lower than SSFI's -0.11% return.

GLDB

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

SSFI

• 1D: 0.43%
• 1M: -1.56%
• YTD: -0.11%
• 6M: 0.72%
• 1Y: 3.61%
• 3Y*: 2.93%
• 5Y*: —
• 10Y*: —

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

GLDB vs. SSFI - Expense Ratio Comparison

GLDB has a 0.79% expense ratio, which is lower than SSFI's 0.81% expense ratio.

SSFI

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF

GLDB

Strategy Shares Gold-Hedged Bond ETF

Return for Risk

GLDB vs. SSFI — Risk / Return Rank

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

SSFI

SSFI Risk / Return Rank: 43
SSFI Sharpe Ratio Rank: 41
SSFI Sortino Ratio Rank: 38
SSFI Omega Ratio Rank: 33
SSFI Calmar Ratio Rank: 58
SSFI Martin Ratio Rank: 43

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. SSFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GLDB) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). 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	SSFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	-0.05	-0.25

Correlation

The correlation between GLDB and SSFI is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GLDB vs. SSFI - Dividend Comparison

GLDB's dividend yield for the trailing twelve months is around 0.20%, less than SSFI's 3.38% yield.

	TTM	2025	2024	2023	2022	2021
GLDB Strategy Shares Gold-Hedged Bond ETF	0.20%	0.19%	0.00%	0.00%	0.00%	0.00%
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	3.38%	3.51%	3.64%	3.97%	1.87%	0.71%

Drawdowns

GLDB vs. SSFI - Drawdown Comparison

The maximum GLDB drawdown since its inception was -27.36%, which is greater than SSFI's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for GLDB and SSFI.

Drawdown Indicators

	GLDB	SSFI	Difference
Max Drawdown Largest peak-to-trough decline	-27.36%	-16.07%	-11.29%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.61%	—
Current Drawdown Current decline from peak	-22.48%	-2.57%	-19.91%
Average Drawdown Average peak-to-trough decline	-10.62%	-7.78%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.95%	—

Volatility

Volatility by Period

	GLDB	SSFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	44.68%	4.59%	+40.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.68%	5.82%	+38.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.68%	5.82%	+38.86%