RYSE vs. GLDB
RYSE (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. Their -0.02 correlation means they have often moved in opposite directions in the past. 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 -19.44% return.
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.04%
- YTD
- 2.52%
- 1Y
- 5.23%
- 3Y*
- 2.10%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.88%
GLDB
- 1D
- 0.51%
- 1M
- -0.84%
- 6M
- -19.59%
- YTD
- -19.44%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $490.82K | $360.41K | $396.53K | |
| $0.00 | $0.00 | $0.00 |
RYSE vs. GLDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RYSE Vest 10 Year Interest Rate Hedge ETF | 2.52% | 5.41% |
GLDB Strategy Shares Gold-Hedged Bond ETF | -19.44% | -3.56% |
Correlation
The correlation between RYSE and GLDB is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 24, 2025 | -0.02 |
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Return for Risk
RYSE vs. GLDB — Risk / Return Rank
RYSE
GLDB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RYSE vs. GLDB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 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.
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.
| RYSE | GLDB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | — | — |
| Martin ratioReturn relative to average drawdown | 2.07 | — | — |
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Drawdowns
RYSE vs. GLDB - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, smaller than the maximum GLDB drawdown of -38.30%. 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% | -38.30% | +18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | — | — |
Current DrawdownCurrent decline from peak | -7.83% | -35.89% | +28.06% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -17.83% | +8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | — | — |
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 | 5.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 38.95% | -29.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 38.95% | -24.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 38.95% | -24.39% |
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 0.93%, more than GLDB's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | 0.24% | 0.19% | 0.00% | 0.00% |
RYSE Vest 10 Year Interest Rate Hedge ETF | 0.93% | 1.86% | 2.58% | 24.91% |
Frequently Asked Questions
RYSE and GLDB have a correlation of -0.02, 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 0.93%, compared with 0.24% 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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