PSTR vs. RYLD

Last updated Aug 4, 2026

PSTR (PeakShares Sector Rotation ETF) and RYLD (Global X Russell 2000 Covered Call ETF) are both Derivative Income funds. PSTR is actively managed, while RYLD is passively managed. Over the past year, PSTR returned 20.26% vs 26.26% for RYLD. Their 0.70 correlation means they have sometimes moved together and sometimes differently. PSTR charges 1.07%/yr vs 0.60%/yr for RYLD.

Performance

PSTR vs. RYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 11.52% return, which is significantly lower than RYLD's 13.48% return.

PSTR

• 1D: 1.36%
• 1M: 2.50%
• 6M: 9.19%
• YTD: 11.52%
• 1Y: 20.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.26%

RYLD

• 1D: 1.06%
• 1M: 2.27%
• 6M: 10.40%
• YTD: 13.48%
• 1Y: 26.26%
• 3Y*: 8.70%
• 5Y*: 3.43%
• 10Y*: —
• ALL TIME*: 5.95%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSTR PeakShares Sector Rotation ETF	$138.14K	$98.29K	$142.05K
RYLD Global X Russell 2000 Covered Call ETF	$9.87M	$9.43M	$9.08M

PSTR vs. RYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	11.52%	10.31%	12.04%
RYLD Global X Russell 2000 Covered Call ETF	13.48%	5.65%	7.85%

Correlation

The correlation between PSTR and RYLD is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.70

The correlation between PSTR and RYLD has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

PSTR vs. RYLD - Sectors Allocation Comparison

Sectors	PSTR	RYLD
Technology	32.2%	14.5%
Healthcare	12.6%	20.3%
Financial Services	11.4%	17.8%
Communication Services	10.4%	2.2%
Consumer Cyclical	8.8%	9.2%
Industrials	8.2%	14.1%
Consumer Defensive	6.1%	2.6%
Energy	3.4%	5.5%
Utilities	3.3%	2.8%
Real Estate	2.0%	6.8%
Basic Materials	1.6%	4.4%

Return for Risk

PSTR vs. RYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSTR

PSTR Risk / Return Rank: 83
PSTR Sharpe Ratio Rank: 83
PSTR Sortino Ratio Rank: 84
PSTR Omega Ratio Rank: 84
PSTR Calmar Ratio Rank: 77
PSTR Martin Ratio Rank: 90

RYLD

RYLD Risk / Return Rank: 93
RYLD Sharpe Ratio Rank: 93
RYLD Sortino Ratio Rank: 93
RYLD Omega Ratio Rank: 94
RYLD Calmar Ratio Rank: 92
RYLD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSTR vs. RYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and Global X Russell 2000 Covered Call ETF (RYLD). 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.

	PSTR	RYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.50	-0.40
Sortino ratio: Return per unit of downside risk	3.04	3.52	-0.48
Omega ratio: Gain probability vs. loss probability	1.39	1.52	-0.13
Calmar ratio: Return relative to maximum drawdown	3.05	4.19	-1.14
Martin ratio: Return relative to average drawdown	15.38	17.17	-1.80

PSTR vs. RYLD - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 2.10, which is comparable to the RYLD Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of PSTR and RYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTR vs. RYLD - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for PSTR and RYLD.

Drawdown Indicators

	PSTR	RYLD	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-41.53%	+26.80%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-6.29%	-0.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.33%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.54%	-8.65%	+7.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.53%	-0.21%

Volatility

PSTR vs. RYLD - Volatility Comparison

PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 2.67% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 2.30%. This indicates that PSTR's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTR	RYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	2.30%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	8.52%	7.74%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	10.58%	-0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	13.98%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.55%	17.04%	-4.49%

PSTR vs. RYLD - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is higher than RYLD's 0.60% expense ratio.

Dividends

PSTR vs. RYLD - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.75%, less than RYLD's 11.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PSTR PeakShares Sector Rotation ETF	4.75%	4.96%	1.57%	0.00%	0.00%	0.00%	0.00%	0.00%
RYLD Global X Russell 2000 Covered Call ETF	11.50%	12.00%	12.03%	12.64%	13.49%	12.35%	10.76%	6.43%

Frequently Asked Questions

Can I hold both PSTR and RYLD in my portfolio?

PSTR and RYLD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or RYLD?

PSTR has higher volatility (2.67%) compared to RYLD (2.30%). In terms of maximum drawdown, PSTR dropped -14.73% vs RYLD's -41.53%.

Which ETF is better, PSTR or RYLD?

On 1-year performance, RYLD leads with 26.26% vs 20.26% for PSTR. On fees, RYLD is cheaper at 0.60% per year. On volatility, RYLD has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or RYLD?

Over the 1-year period, RYLD has performed better with a 26.26% return vs 20.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or RYLD?

RYLD is cheaper with a 0.60% expense ratio, compared with 1.07% for PSTR.

Which ETF pays a higher dividend yield, PSTR or RYLD?

RYLD has the higher dividend yield at 11.50%, compared with 4.75% for PSTR.

What is the main difference between PSTR and RYLD?

They also come from different issuers: PeakShares and Global X. Their fees differ too: 1.07% for PSTR and 0.60% for RYLD.

Which has better risk-adjusted returns?

RYLD currently has the higher Sharpe Ratio (2.50 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.