HYKE vs. DUKZ
HYKE (Vest 2 Year Interest Rate Hedge ETF) and DUKZ (Ocean Park Diversified Income ETF) are both Nontraditional Bonds funds. Both are actively managed. HYKE charges 0.85%/yr vs 1.03%/yr for DUKZ.
Performance
HYKE vs. DUKZ - Performance Comparison
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Returns By Period
HYKE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DUKZ
- 1D
- 0.24%
- 1M
- 1.17%
- YTD
- 2.78%
- 6M
- 2.87%
- 1Y
- 8.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HYKE vs. DUKZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% |
DUKZ Ocean Park Diversified Income ETF | 4.33% |
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Return for Risk
HYKE vs. DUKZ — Risk / Return Rank
HYKE
DUKZ
HYKE vs. DUKZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vest 2 Year Interest Rate Hedge ETF (HYKE) and Ocean Park Diversified Income ETF (DUKZ). 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.
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Sharpe Ratios by Period
| HYKE | DUKZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 1.21 | — |
Drawdowns
HYKE vs. DUKZ - Drawdown Comparison
The maximum HYKE drawdown since its inception was 0.00%, smaller than the maximum DUKZ drawdown of -4.70%. Use the drawdown chart below to compare losses from any high point for HYKE and DUKZ.
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Drawdown Indicators
| HYKE | DUKZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -4.70% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.39% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.30% | +0.30% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -1.14% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.91% | — |
Volatility
HYKE vs. DUKZ - Volatility Comparison
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Volatility by Period
| HYKE | DUKZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 4.31% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 4.29% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 4.29% | -4.29% |
HYKE vs. DUKZ - Expense Ratio Comparison
HYKE has a 0.85% expense ratio, which is lower than DUKZ's 1.03% expense ratio.
Dividends
HYKE vs. DUKZ - Dividend Comparison
HYKE has not paid dividends to shareholders, while DUKZ's dividend yield for the trailing twelve months is around 4.13%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DUKZ Ocean Park Diversified Income ETF | 4.13% | 4.05% | 2.44% |
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
On fees, HYKE is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HYKE is cheaper with a 0.85% expense ratio, compared with 1.03% for DUKZ.
DUKZ has the higher dividend yield at 4.13%, compared with 0.00% for HYKE.
They also come from different issuers: Cboe Vest and Ocean Park. Their fees differ too: 0.85% for HYKE and 1.03% for DUKZ.
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