HYP vs. RECS
HYP (Golden Eagle Dynamic Hypergrowth ETF) and RECS (Columbia Research Enhanced Core ETF) are both Large Cap Growth Equities funds. HYP is actively managed, while RECS is passively managed. A 0.59 correlation means they provide meaningful diversification when combined. HYP charges 0.85%/yr vs 0.15%/yr for RECS.
Performance
HYP vs. RECS - Performance Comparison
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Returns By Period
In the year-to-date period, HYP achieves a 36.25% return, which is significantly higher than RECS's 5.58% return.
HYP
- 1D
- 2.01%
- 1M
- 6.37%
- YTD
- 36.25%
- 6M
- 30.21%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RECS
- 1D
- -0.30%
- 1M
- -0.32%
- YTD
- 5.58%
- 6M
- 5.12%
- 1Y
- 23.04%
- 3Y*
- 20.79%
- 5Y*
- 13.80%
- 10Y*
- 9.79%
HYP vs. RECS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 36.25% | -6.61% |
RECS Columbia Research Enhanced Core ETF | 5.58% | 2.69% |
Correlation
The correlation between HYP and RECS is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.59 |
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Return for Risk
HYP vs. RECS — Risk / Return Rank
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RECS
HYP vs. RECS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Columbia Research Enhanced Core ETF (RECS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HYP | RECS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 11.11 | — |
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Drawdowns
HYP vs. RECS - Drawdown Comparison
The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum RECS drawdown of -34.29%. Use the drawdown chart below to compare losses from any high point for HYP and RECS.
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Drawdown Indicators
| HYP | RECS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.58% | -34.29% | +14.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.29% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.89% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -1.28% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
HYP vs. RECS - Volatility Comparison
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Volatility by Period
| HYP | RECS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 42.95% | 12.12% | +30.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.95% | 16.43% | +26.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.95% | 16.26% | +26.69% |
HYP vs. RECS - Expense Ratio Comparison
HYP has a 0.85% expense ratio, which is higher than RECS's 0.15% expense ratio.
Dividends
HYP vs. RECS - Dividend Comparison
HYP's dividend yield for the trailing twelve months is around 0.10%, less than RECS's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.10% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RECS Columbia Research Enhanced Core ETF | 1.05% | 1.11% | 1.09% | 1.00% | 1.41% | 20.64% | 1.09% | 0.49% |
Frequently Asked Questions
HYP and RECS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RECS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RECS is cheaper with a 0.15% expense ratio, compared with 0.85% for HYP.
RECS has the higher dividend yield at 1.05%, compared with 0.10% for HYP.
They also come from different issuers: Golden Eagle and Ameriprise Financial. Their fees differ too: 0.85% for HYP and 0.15% for RECS.
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