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 U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSE or VUG.
Key characteristics
| RYSE | VUG | |
|---|---|---|
| YTD Return | 7.56% | 31.76% |
| 1Y Return | -7.37% | 45.05% |
| Sharpe Ratio | -0.33 | 2.60 |
| Sortino Ratio | -0.36 | 3.34 |
| Omega Ratio | 0.96 | 1.47 |
| Calmar Ratio | -0.27 | 3.38 |
| Martin Ratio | -0.55 | 13.39 |
| Ulcer Index | 9.66% | 3.28% |
| Daily Std Dev | 16.12% | 16.91% |
| Max Drawdown | -19.70% | -50.68% |
| Current Drawdown | -11.27% | 0.00% |
Correlation
The correlation between RYSE and VUG is -0.08. 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.
Performance
RYSE vs. VUG - Performance Comparison
In the year-to-date period, RYSE achieves a 7.56% return, which is significantly lower than VUG's 31.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYSE vs. VUG - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
RYSE vs. VUG - Risk-Adjusted Performance 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.
Dividends
RYSE vs. VUG - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 23.42%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 23.42% | 24.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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. For additional features, visit the drawdowns tool.
Volatility
RYSE vs. VUG - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 3.28%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. 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.