MPLY vs. GLDB

Last updated Jun 4, 2026

MPLY (Monopoly ETF) and GLDB (Strategy Shares Gold-Hedged Bond ETF) are both exchange-traded funds - MPLY is a Large Cap Blend Equities fund actively managed by Strategy Shares, while GLDB is a Nontraditional Bonds fund tracking the Solactive Gold Backed Bond Index - Benchmark TR Gross. MPLY is actively managed, while GLDB is passively managed. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.79% expense ratio.

Performance

MPLY vs. GLDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monopoly ETF (MPLY) and Strategy Shares Gold-Hedged Bond ETF (GLDB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MPLY achieves a 9.43% return, which is significantly higher than GLDB's -7.90% return.

MPLY

• 1D: -0.93%
• 1M: 5.23%
• YTD: 9.43%
• 6M: 8.80%
• 1Y: 30.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLDB

• 1D: -2.17%
• 1M: -7.55%
• YTD: -7.90%
• 6M: -6.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MPLY vs. GLDB - Yearly Performance Comparison

	2026 (YTD)	2025
MPLY Monopoly ETF	9.43%	0.66%
GLDB Strategy Shares Gold-Hedged Bond ETF	-7.90%	-3.51%

Correlation

The correlation between MPLY and GLDB is 0.50, 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 27, 2025	0.50

Return for Risk

MPLY vs. GLDB — Risk / Return Rank

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

MPLY

MPLY Risk / Return Rank: 56
MPLY Sharpe Ratio Rank: 62
MPLY Sortino Ratio Rank: 60
MPLY Omega Ratio Rank: 58
MPLY Calmar Ratio Rank: 47
MPLY Martin Ratio Rank: 54

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.

MPLY vs. GLDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monopoly ETF (MPLY) and Strategy Shares Gold-Hedged Bond ETF (GLDB). 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.

	MPLY	GLDB	Difference
Sharpe ratio: Return per unit of total volatility	2.06	—	—
Sortino ratio: Return per unit of downside risk	2.81	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.31	—	—
Martin ratio: Return relative to average drawdown	9.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MPLY	GLDB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.02	-0.45	+2.47

Drawdowns

MPLY vs. GLDB - Drawdown Comparison

The maximum MPLY drawdown since its inception was -13.46%, smaller than the maximum GLDB drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for MPLY and GLDB.

Drawdown Indicators

	MPLY	GLDB	Difference
Max Drawdown Largest peak-to-trough decline	-13.46%	-27.36%	+13.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.46%	—	—
Current Drawdown Current decline from peak	-0.93%	-26.71%	+25.78%
Average Drawdown Average peak-to-trough decline	-2.05%	-13.44%	+11.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	—	—

Volatility

Volatility by Period

	MPLY	GLDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	39.96%	-24.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	39.96%	-24.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	39.96%	-24.89%

MPLY vs. GLDB - Expense Ratio Comparison

Both MPLY and GLDB have an expense ratio of 0.79%.

Dividends

MPLY vs. GLDB - Dividend Comparison

MPLY's dividend yield for the trailing twelve months is around 0.12%, less than GLDB's 0.21% yield.

Position	TTM	2025
GLDB Strategy Shares Gold-Hedged Bond ETF	0.21%	0.19%
MPLY Monopoly ETF	0.12%	0.13%

Frequently Asked Questions

Can I hold both MPLY and GLDB in my portfolio?

MPLY and GLDB have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MPLY or GLDB?

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MPLY or GLDB?

MPLY and GLDB have the same expense ratio: 0.79% per year.

Which ETF pays a higher dividend yield, MPLY or GLDB?

GLDB has the higher dividend yield at 0.21%, compared with 0.12% for MPLY.

What is the main difference between MPLY and GLDB?

MPLY is categorized as Large Cap Blend Equities, while GLDB is Nontraditional Bonds.