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RYSE vs. GLDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYSE vs. GLDB - Performance Comparison

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

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Returns By Period

In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than GLDB's -7.90% return.


RYSE

1D
0.00%
1M
0.00%
YTD
2.52%
6M
5.91%
1Y
1.55%
3Y*
4.39%
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)

RYSE vs. GLDB - Yearly Performance Comparison


Correlation

The correlation between RYSE and GLDB is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

-0.03

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Return for Risk

RYSE vs. GLDB — Risk / Return Rank

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

RYSE
RYSE Risk / Return Rank: 1111
Overall Rank
RYSE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYSE Sortino Ratio Rank: 1010
Sortino Ratio Rank
RYSE Omega Ratio Rank: 1010
Omega Ratio Rank
RYSE Calmar Ratio Rank: 1111
Calmar Ratio Rank
RYSE Martin Ratio Rank: 1111
Martin Ratio Rank

GLDB
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.

RYSE vs. GLDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) 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.


RYSEGLDBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.19

Martin ratioReturn relative to average drawdown

0.40

RYSE vs. GLDB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RYSEGLDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.45

+0.87

Drawdowns

RYSE vs. GLDB - Drawdown Comparison

The maximum RYSE drawdown since its inception was -19.70%, smaller than the maximum GLDB drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for RYSE and GLDB.


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Drawdown Indicators


RYSEGLDBDifference

Max Drawdown

Largest peak-to-trough decline

-19.70%

-27.36%

+7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

Current Drawdown

Current decline from peak

-7.83%

-26.71%

+18.88%

Average Drawdown

Average peak-to-trough decline

-9.18%

-13.44%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

Volatility

RYSE vs. GLDB - Volatility Comparison


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Volatility by Period


RYSEGLDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

39.96%

-29.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

39.96%

-25.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

39.96%

-25.04%

RYSE vs. GLDB - Expense Ratio Comparison

RYSE has a 0.85% expense ratio, which is higher than GLDB's 0.79% expense ratio.


Dividends

RYSE vs. GLDB - Dividend Comparison

RYSE's dividend yield for the trailing twelve months is around 1.37%, more than GLDB's 0.21% yield.


PositionTTM202520242023
GLDB
Strategy Shares Gold-Hedged Bond ETF
0.21%0.19%0.00%0.00%
RYSE
Cboe Vest 10 Year Interest Rate Hedge ETF
1.37%1.86%2.58%24.91%

Frequently Asked Questions


RYSE and GLDB have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDB is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDB is cheaper with a 0.79% expense ratio, compared with 0.85% for RYSE.

RYSE has the higher dividend yield at 1.37%, compared with 0.21% for GLDB.

They also come from different issuers: Vest and Strategy Shares. Their fees differ too: 0.85% for RYSE and 0.79% for GLDB.

Portfolio Optimizer

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