HYKE vs. RYSE
HYKE (Vest 2 Year Interest Rate Hedge ETF) and RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) are both Nontraditional Bonds funds. Both are actively managed. Both charge a 0.85% expense ratio.
Performance
HYKE vs. RYSE - Performance Comparison
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Returns By Period
HYKE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.52%
- 6M
- 5.27%
- 1Y
- 1.97%
- 3Y*
- 4.39%
- 5Y*
- —
- 10Y*
- —
HYKE vs. RYSE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 0.00% |
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Return for Risk
HYKE vs. RYSE — Risk / Return Rank
HYKE
RYSE
HYKE vs. RYSE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vest 2 Year Interest Rate Hedge ETF (HYKE) and Cboe 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.
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 | RYSE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.42 | — |
Drawdowns
HYKE vs. RYSE - Drawdown Comparison
The maximum HYKE drawdown since its inception was 0.00%, smaller than the maximum RYSE drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for HYKE and RYSE.
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Drawdown Indicators
| HYKE | RYSE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -19.70% | +19.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.70% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.83% | +7.83% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -9.18% | +9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.86% | — |
Volatility
HYKE vs. RYSE - Volatility Comparison
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Volatility by Period
| HYKE | RYSE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.79% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 10.68% | -10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 14.93% | -14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 14.93% | -14.93% |
HYKE vs. RYSE - Expense Ratio Comparison
Both HYKE and RYSE have an expense ratio of 0.85%.
Dividends
HYKE vs. RYSE - Dividend Comparison
HYKE has not paid dividends to shareholders, while RYSE's dividend yield for the trailing twelve months is around 1.37%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
HYKE Vest 2 Year Interest Rate Hedge ETF | 0.00% | 0.00% | 0.00% | 0.00% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% |
Frequently Asked Questions
Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
HYKE and RYSE have the same expense ratio: 0.85% per year.
RYSE has the higher dividend yield at 1.37%, compared with 0.00% for HYKE.
They also come from different issuers: Cboe Vest and Vest.
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