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TSEC vs. GSUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEC vs. GSUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Securitized Income ETF (TSEC) and Grayscale Sui Staking ETF (GSUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSEC achieves a 1.49% return, which is significantly higher than GSUI's -48.29% return.


TSEC

1D
0.06%
1M
0.67%
YTD
1.49%
6M
2.01%
1Y
5.48%
3Y*
5Y*
10Y*

GSUI

1D
-2.97%
1M
-33.68%
YTD
-48.29%
6M
-46.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEC vs. GSUI - Yearly Performance Comparison


2026 (YTD)2025
TSEC
Touchstone Securitized Income ETF
1.49%0.81%
GSUI
Grayscale Sui Staking ETF
-48.29%-42.99%

Correlation

The correlation between TSEC and GSUI is 0.04, 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 Nov 24, 2025

0.04

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Return for Risk

TSEC vs. GSUI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSEC
TSEC Risk / Return Rank: 7272
Overall Rank
TSEC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TSEC Sortino Ratio Rank: 7373
Sortino Ratio Rank
TSEC Omega Ratio Rank: 8585
Omega Ratio Rank
TSEC Calmar Ratio Rank: 7070
Calmar Ratio Rank
TSEC Martin Ratio Rank: 6363
Martin Ratio Rank

GSUI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSEC vs. GSUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Securitized Income ETF (TSEC) and Grayscale Sui Staking ETF (GSUI). 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.


TSECGSUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

3.29

Martin ratioReturn relative to average drawdown

10.71

TSEC vs. GSUI - Sharpe Ratio Comparison


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Drawdowns

TSEC vs. GSUI - Drawdown Comparison

The maximum TSEC drawdown since its inception was -1.78%, smaller than the maximum GSUI drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for TSEC and GSUI.


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Drawdown Indicators


TSECGSUIDifference

Max Drawdown

Largest peak-to-trough decline

-1.78%

-70.73%

+68.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

Current Drawdown

Current decline from peak

-0.10%

-70.52%

+70.42%

Average Drawdown

Average peak-to-trough decline

-0.33%

-52.30%

+51.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

Volatility

TSEC vs. GSUI - Volatility Comparison


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Volatility by Period


TSECGSUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

2.64%

106.72%

-104.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

106.72%

-103.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.87%

106.72%

-103.85%

TSEC vs. GSUI - Expense Ratio Comparison

TSEC has a 0.40% expense ratio, which is higher than GSUI's 0.00% expense ratio.


Dividends

TSEC vs. GSUI - Dividend Comparison

TSEC's dividend yield for the trailing twelve months is around 7.29%, while GSUI has not paid dividends to shareholders.


PositionTTM202520242023
GSUI
Grayscale Sui Staking ETF
0.00%0.00%0.00%0.00%
TSEC
Touchstone Securitized Income ETF
7.29%6.47%5.83%2.86%

Frequently Asked Questions


TSEC and GSUI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSUI is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSUI is cheaper with a 0.00% expense ratio, compared with 0.40% for TSEC.

TSEC has the higher dividend yield at 7.29%, compared with 0.00% for GSUI.

TSEC is categorized as Short-Term Bond, while GSUI is Cryptocurrency. They also come from different issuers: Touchstone and Grayscale. Their fees differ too: 0.40% for TSEC and 0.00% for GSUI.

Portfolio Optimizer

Find the right allocation for TSEC and GSUI

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