RYSE vs. GLDB
RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and GLDB (Strategy Shares Gold-Hedged Bond ETF) are both Nontraditional Bonds funds. RYSE is actively managed, while GLDB is passively managed. At a correlation of -0.03, they often move in opposite directions. RYSE charges 0.85%/yr vs 0.79%/yr for GLDB.
Performance
RYSE vs. GLDB - Performance Comparison
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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*
- —
RYSE vs. GLDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 2.52% | 5.29% |
GLDB Strategy Shares Gold-Hedged Bond ETF | -7.90% | -3.51% |
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
RYSE
GLDB
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.
| RYSE | GLDB | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYSE | GLDB | Difference | |
|---|---|---|---|
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
| RYSE | GLDB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.83% | -26.71% | +18.88% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -13.44% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | — | — |
Volatility
RYSE vs. GLDB - Volatility Comparison
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Volatility by Period
| RYSE | GLDB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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