SSFI vs. GLDB
SSFI (Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF) and GLDB (Strategy Shares Gold-Hedged Bond ETF) are both Nontraditional Bonds funds. SSFI is actively managed, while GLDB is passively managed. At a 0.25 correlation, their price movements are largely independent. SSFI charges 0.81%/yr vs 0.79%/yr for GLDB.
Performance
SSFI vs. GLDB - Performance Comparison
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Returns By Period
In the year-to-date period, SSFI achieves a 0.20% return, which is significantly higher than GLDB's -7.90% return.
SSFI
- 1D
- -0.29%
- 1M
- 0.40%
- YTD
- 0.20%
- 6M
- -0.02%
- 1Y
- 4.52%
- 3Y*
- 3.18%
- 5Y*
- —
- 10Y*
- —
GLDB
- 1D
- -2.17%
- 1M
- -7.55%
- YTD
- -7.90%
- 6M
- -6.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SSFI vs. GLDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF | 0.20% | -0.30% |
GLDB Strategy Shares Gold-Hedged Bond ETF | -7.90% | -3.51% |
Correlation
The correlation between SSFI and GLDB is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025 | 0.25 |
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Return for Risk
SSFI vs. GLDB — Risk / Return Rank
SSFI
GLDB
SSFI vs. GLDB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) 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.
| SSFI | GLDB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | — | — |
| Martin ratioReturn relative to average drawdown | 5.48 | — | — |
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
| SSFI | GLDB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | -0.45 | +0.41 |
Drawdowns
SSFI vs. GLDB - Drawdown Comparison
The maximum SSFI drawdown since its inception was -16.07%, smaller than the maximum GLDB drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for SSFI and GLDB.
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Drawdown Indicators
| SSFI | GLDB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.07% | -27.36% | +11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.72% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -26.71% | +24.44% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -13.44% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | — | — |
Volatility
SSFI vs. GLDB - Volatility Comparison
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Volatility by Period
| SSFI | GLDB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 39.96% | -36.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 39.96% | -34.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.76% | 39.96% | -34.20% |
SSFI vs. GLDB - Expense Ratio Comparison
SSFI has a 0.81% expense ratio, which is higher than GLDB's 0.79% expense ratio.
Dividends
SSFI vs. GLDB - Dividend Comparison
SSFI's dividend yield for the trailing twelve months is around 3.37%, more than GLDB's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | 0.21% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF | 3.37% | 3.51% | 3.64% | 3.97% | 1.87% | 0.71% |
Frequently Asked Questions
SSFI and GLDB have a correlation of 0.25, 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 0.81% for SSFI.
SSFI has the higher dividend yield at 3.37%, compared with 0.21% for GLDB.
They also come from different issuers: Day Hagan and Strategy Shares. Their fees differ too: 0.81% for SSFI and 0.79% for GLDB.
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