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GOLY vs. HYKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOLY vs. HYKE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Shares Gold-Hedged Bond ETF (GOLY) and Vest 2 Year Interest Rate Hedge ETF (HYKE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GOLY

1D
1.19%
1M
-1.96%
YTD
-18.09%
6M
-15.05%
1Y
3.79%
3Y*
17.72%
5Y*
6.28%
10Y*

HYKE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLY vs. HYKE - Yearly Performance Comparison


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Return for Risk

GOLY vs. HYKE — Risk / Return Rank

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

GOLY
GOLY Risk / Return Rank: 1111
Overall Rank
GOLY Sharpe Ratio Rank: 1111
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: 1010
Martin Ratio Rank

HYKE
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.

GOLY vs. HYKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GOLY) and Vest 2 Year Interest Rate Hedge ETF (HYKE). 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.


GOLYHYKEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.29

GOLY vs. HYKE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOLYHYKEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

GOLY vs. HYKE - Drawdown Comparison

The maximum GOLY drawdown since its inception was -35.99%, which is greater than HYKE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOLY and HYKE.


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Drawdown Indicators


GOLYHYKEDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

0.00%

-35.99%

Max Drawdown (1Y)

Largest decline over 1 year

-30.16%

Max Drawdown (3Y)

Largest decline over 3 years

-30.16%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Current Drawdown

Current decline from peak

-29.33%

0.00%

-29.33%

Average Drawdown

Average peak-to-trough decline

-11.87%

0.00%

-11.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

Volatility

GOLY vs. HYKE - Volatility Comparison


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Volatility by Period


GOLYHYKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

Volatility (6M)

Calculated over the trailing 6-month period

29.54%

Volatility (1Y)

Calculated over the trailing 1-year period

32.90%

0.00%

+32.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

0.00%

+22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.21%

0.00%

+22.21%

GOLY vs. HYKE - Expense Ratio Comparison

GOLY has a 0.79% expense ratio, which is lower than HYKE's 0.85% expense ratio.


Dividends

GOLY vs. HYKE - Dividend Comparison

GOLY's dividend yield for the trailing twelve months is around 9.62%, while HYKE has not paid dividends to shareholders.


PositionTTM20252024202320222021
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.62%7.22%3.85%2.94%2.57%1.11%
HYKE
Vest 2 Year Interest Rate Hedge ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, GOLY is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOLY is cheaper with a 0.79% expense ratio, compared with 0.85% for HYKE.

GOLY has the higher dividend yield at 9.62%, compared with 0.00% for HYKE.

They also come from different issuers: Strategy Shares and Cboe Vest. Their fees differ too: 0.79% for GOLY and 0.85% for HYKE.

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