PortfoliosLab logoPortfoliosLab logo
GYLD vs. THRV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GYLD vs. THRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Dow Jones Global Yield ETF (GYLD) and Prospera Income ETF (THRV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GYLD achieves a 7.91% return, which is significantly higher than THRV's 1.86% return.


GYLD

1D
-0.42%
1M
-0.76%
YTD
7.91%
6M
10.25%
1Y
15.94%
3Y*
15.50%
5Y*
6.21%
10Y*
4.68%

THRV

1D
-0.38%
1M
0.32%
YTD
1.86%
6M
1.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GYLD vs. THRV - Yearly Performance Comparison


2026 (YTD)2025
GYLD
Arrow Dow Jones Global Yield ETF
7.91%3.40%
THRV
Prospera Income ETF
1.86%0.16%

Correlation

The correlation between GYLD and THRV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.35

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

GYLD vs. THRV — Risk / Return Rank

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

GYLD
GYLD Risk / Return Rank: 4545
Overall Rank
GYLD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GYLD Sortino Ratio Rank: 3535
Sortino Ratio Rank
GYLD Omega Ratio Rank: 3535
Omega Ratio Rank
GYLD Calmar Ratio Rank: 6666
Calmar Ratio Rank
GYLD Martin Ratio Rank: 5454
Martin Ratio Rank

THRV
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.

GYLD vs. THRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and Prospera Income ETF (THRV). 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.


GYLDTHRVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

3.29

Martin ratioReturn relative to average drawdown

9.19

GYLD vs. THRV - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GYLDTHRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.04

-0.84

Drawdowns

GYLD vs. THRV - Drawdown Comparison

The maximum GYLD drawdown since its inception was -55.03%, which is greater than THRV's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for GYLD and THRV.


Loading charts...

Drawdown Indicators


GYLDTHRVDifference

Max Drawdown

Largest peak-to-trough decline

-55.03%

-1.50%

-53.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

Current Drawdown

Current decline from peak

-1.71%

-0.51%

-1.20%

Average Drawdown

Average peak-to-trough decline

-14.41%

-0.44%

-13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

GYLD vs. THRV - Volatility Comparison


Loading charts...

Volatility by Period


GYLDTHRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

2.92%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

2.92%

+10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

2.92%

+13.66%

GYLD vs. THRV - Expense Ratio Comparison

GYLD has a 0.75% expense ratio, which is lower than THRV's 1.80% expense ratio.


Dividends

GYLD vs. THRV - Dividend Comparison

GYLD's dividend yield for the trailing twelve months is around 7.37%, more than THRV's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
GYLD
Arrow Dow Jones Global Yield ETF
7.37%8.43%12.90%7.13%4.64%5.50%7.42%5.83%8.17%6.78%7.29%10.35%
THRV
Prospera Income ETF
4.71%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GYLD and THRV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GYLD is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GYLD is cheaper with a 0.75% expense ratio, compared with 1.80% for THRV.

GYLD has the higher dividend yield at 7.37%, compared with 4.71% for THRV.

They also come from different issuers: Arrow Funds and Prospera Funds. Their fees differ too: 0.75% for GYLD and 1.80% for THRV.

Portfolio Optimizer

Find the right allocation for GYLD and THRV

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