PortfoliosLab logoPortfoliosLab logo
RING vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RING vs. GOLY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RING achieves a -8.53% return, which is significantly higher than GOLY's -24.89% return.


RING

1D
-4.54%
1M
-9.24%
YTD
-8.53%
6M
-13.08%
1Y
52.30%
3Y*
44.79%
5Y*
20.81%
10Y*
12.92%

GOLY

1D
-1.69%
1M
-8.50%
YTD
-24.89%
6M
-27.50%
1Y
-9.04%
3Y*
15.20%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RING vs. GOLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RING
iShares MSCI Global Gold Miners ETF
-8.53%164.72%15.98%12.29%-15.40%-17.43%
GOLY
Strategy Shares Gold-Hedged Bond ETF
-24.89%57.98%19.82%12.74%-19.96%-1.40%

Correlation

The correlation between RING and GOLY is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since May 18, 2021

0.68

The correlation between RING and GOLY has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RING vs. GOLY — Risk / Return Rank

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

RING
RING Risk / Return Rank: 3030
Overall Rank
RING Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
RING Sortino Ratio Rank: 2929
Sortino Ratio Rank
RING Omega Ratio Rank: 3232
Omega Ratio Rank
RING Calmar Ratio Rank: 3030
Calmar Ratio Rank
RING Martin Ratio Rank: 2929
Martin Ratio Rank

GOLY
GOLY Risk / Return Rank: 66
Overall Rank
GOLY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 77
Sortino Ratio Rank
GOLY Omega Ratio Rank: 66
Omega Ratio Rank
GOLY Calmar Ratio Rank: 77
Calmar Ratio Rank
GOLY Martin Ratio Rank: 66
Martin Ratio Rank
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.

RING vs. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Gold Miners ETF (RING) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


RINGGOLYDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.21

0.98

+0.23

Calmar ratioReturn relative to maximum drawdown

1.47

-0.25

+1.72

Martin ratioReturn relative to average drawdown

3.91

-0.60

+4.52

RING vs. GOLY - Sharpe Ratio Comparison

The current RING Sharpe Ratio is 1.09, which is higher than the GOLY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of RING and GOLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RING vs. GOLY - Drawdown Comparison

The maximum RING drawdown since its inception was -79.47%, which is greater than GOLY's maximum drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for RING and GOLY.


Loading charts...

Drawdown Indicators


RINGGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-36.08%

-43.39%

Max Drawdown (1Y)

Largest decline over 1 year

-35.72%

-36.08%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-35.72%

-36.08%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-47.94%

-36.08%

-11.86%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

Current Drawdown

Current decline from peak

-32.25%

-35.19%

+2.94%

Average Drawdown

Average peak-to-trough decline

-47.33%

-12.06%

-35.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.40%

14.99%

-1.59%

Volatility

RING vs. GOLY - Volatility Comparison

iShares MSCI Global Gold Miners ETF (RING) has a higher volatility of 17.22% compared to Strategy Shares Gold-Hedged Bond ETF (GOLY) at 9.36%. This indicates that RING's price experiences larger fluctuations and is considered to be riskier than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RINGGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.22%

9.36%

+7.86%

Volatility (6M)

Calculated over the trailing 6-month period

39.95%

30.58%

+9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

48.04%

33.78%

+14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.94%

22.57%

+14.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.73%

22.42%

+14.31%

RING vs. GOLY - Expense Ratio Comparison

RING has a 0.39% expense ratio, which is lower than GOLY's 0.79% expense ratio.


Dividends

RING vs. GOLY - Dividend Comparison

RING's dividend yield for the trailing twelve months is around 1.35%, less than GOLY's 9.80% yield.


PositionTTM20252024202320222021202020192018201720162015
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.80%7.22%3.85%2.94%2.57%1.11%0.00%0.00%0.00%0.00%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
1.35%0.84%1.43%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%

Frequently Asked Questions


RING and GOLY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RING has higher volatility (17.22%) compared to GOLY (9.36%). In terms of maximum drawdown, RING dropped -79.47% vs GOLY's -36.08%.

On 5-year performance, RING leads with 20.81% vs 5.64% for GOLY. On fees, RING is cheaper at 0.39% per year. On volatility, GOLY has been the lower-risk option at 9.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RING has performed better with a 20.81% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RING is cheaper with a 0.39% expense ratio, compared with 0.79% for GOLY.

GOLY has the higher dividend yield at 9.80%, compared with 1.35% for RING.

RING is categorized as Gold, while GOLY is Nontraditional Bonds. RING tracks MSCI ACWI Select Gold Miners Investable Market Index, while GOLY tracks Solactive Gold-Backed Bond Index. They also come from different issuers: iShares and Strategy Shares. Their fees differ too: 0.39% for RING and 0.79% for GOLY.

RING currently has the higher Sharpe Ratio (1.09 vs -0.27), 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.

Portfolio Optimizer

Find the right allocation for RING and GOLY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer