ILS vs. HYKE

Last updated Apr 1, 2026

Compare and contrast key facts about Brookmont Catastrophic Bond ETF (ILS) and Vest 2 Year Interest Rate Hedge ETF (HYKE).

ILS and HYKE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025. HYKE is an actively managed fund by Cboe Vest. It was launched on Jan 10, 2024.

Performance

ILS vs. HYKE - Performance Comparison

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

ILS vs. HYKE - Yearly Performance Comparison

	2026 (YTD)
ILS Brookmont Catastrophic Bond ETF	0.10%
HYKE Vest 2 Year Interest Rate Hedge ETF	0.00%

Returns By Period

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYKE

• 1D: 0.00%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILS vs. HYKE - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than HYKE's 0.85% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

HYKE

Vest 2 Year Interest Rate Hedge ETF

Return for Risk

ILS vs. HYKE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ILS	HYKE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	—	—

Dividends

ILS vs. HYKE - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.15%, while HYKE has not paid dividends to shareholders.

	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%
HYKE Vest 2 Year Interest Rate Hedge ETF	0.00%	0.00%

Drawdowns

ILS vs. HYKE - Drawdown Comparison

The maximum ILS drawdown since its inception was -1.56%, which is greater than HYKE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ILS and HYKE.

Drawdown Indicators

	ILS	HYKE	Difference
Max Drawdown Largest peak-to-trough decline	-1.56%	0.00%	-1.56%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.28%	0.00%	-0.28%

Volatility

Volatility by Period

	ILS	HYKE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	3.53%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.53%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.53%	—	—