RYSE vs. VUG
Compare and contrast key facts about Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) and Vanguard Growth ETF (VUG).
RYSE and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RYSE is an actively managed fund by Vest. It was launched on Feb 2, 2023. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
RYSE vs. VUG - Performance Comparison
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RYSE vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 2.52% | -3.09% | 12.46% | 9.32% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 28.65% |
Returns By Period
In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than VUG's -10.37% return.
RYSE
- 1D
- 0.00%
- 1M
- 7.97%
- YTD
- 2.52%
- 6M
- 5.48%
- 1Y
- 4.31%
- 3Y*
- 6.72%
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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RYSE vs. VUG - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
RYSE vs. VUG — Risk / Return Rank
RYSE
VUG
RYSE vs. VUG - 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 Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.81 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.31 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.18 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.11 | -0.87 |
Martin ratioReturn relative to average drawdown | 0.50 | 3.96 | -3.46 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.81 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.57 | -0.14 |
Correlation
The correlation between RYSE and VUG is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
RYSE vs. VUG - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 1.37%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
RYSE vs. VUG - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for RYSE and VUG.
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Drawdown Indicators
| RYSE | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -50.68% | +30.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -16.53% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -7.83% | -13.20% | +5.37% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -7.13% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 4.66% | -0.60% |
Volatility
RYSE vs. VUG - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 4.62%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSE | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 7.00% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 12.65% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 22.68% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 22.23% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 21.38% | -6.05% |