RECS vs. HYP
RECS (Columbia Research Enhanced Core ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. RECS is passively managed, while HYP is actively managed. A 0.57 correlation means they provide meaningful diversification when combined. RECS charges 0.15%/yr vs 0.85%/yr for HYP.
Performance
RECS vs. HYP - Performance Comparison
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Returns By Period
In the year-to-date period, RECS achieves a 8.18% return, which is significantly lower than HYP's 19.17% return.
RECS
- 1D
- -0.59%
- 1M
- 2.10%
- 6M
- 6.53%
- YTD
- 8.18%
- 1Y
- 20.17%
- 3Y*
- 20.39%
- 5Y*
- 13.60%
- 10Y*
- 10.05%
HYP
- 1D
- -3.79%
- 1M
- -5.92%
- 6M
- 5.10%
- YTD
- 19.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RECS vs. HYP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RECS Columbia Research Enhanced Core ETF | 8.18% | 2.69% |
HYP Golden Eagle Dynamic Hypergrowth ETF | 19.17% | -6.61% |
Correlation
The correlation between RECS and HYP is 0.57, 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 | 0.57 |
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Return for Risk
RECS vs. HYP — Risk / Return Rank
RECS
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RECS vs. HYP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.
| RECS | HYP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | — | — |
| Martin ratioReturn relative to average drawdown | 9.56 | — | — |
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Drawdowns
RECS vs. HYP - Drawdown Comparison
The maximum RECS drawdown since its inception was -34.29%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for RECS and HYP.
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Drawdown Indicators
| RECS | HYP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.29% | -19.58% | -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 | -0.59% | -12.70% | +12.11% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -6.52% | +5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | — | — |
Volatility
RECS vs. HYP - Volatility Comparison
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Volatility by Period
| RECS | HYP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 44.42% | -32.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 44.42% | -27.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 44.42% | -28.15% |
RECS vs. HYP - Expense Ratio Comparison
RECS has a 0.15% expense ratio, which is lower than HYP's 0.85% expense ratio.
Dividends
RECS vs. HYP - Dividend Comparison
RECS's dividend yield for the trailing twelve months is around 1.03%, more than HYP's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.11% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RECS Columbia Research Enhanced Core ETF | 1.03% | 1.11% | 1.09% | 1.00% | 1.41% | 20.64% | 1.09% | 0.49% |
Frequently Asked Questions
RECS and HYP have a correlation of 0.57, 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 1.03%, compared with 0.11% for HYP.
They also come from different issuers: Ameriprise Financial and Golden Eagle. Their fees differ too: 0.15% for RECS and 0.85% for HYP.
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