TSEL vs. HYP

Last updated Jun 24, 2026

TSEL (Touchstone Sands Capital US Select Growth ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.59 correlation means they provide meaningful diversification when combined. TSEL charges 0.67%/yr vs 0.85%/yr for HYP.

Performance

TSEL vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSEL achieves a 0.87% return, which is significantly lower than HYP's 29.50% return.

TSEL

• 1D: -3.15%
• 1M: -0.21%
• YTD: 0.87%
• 6M: -1.22%
• 1Y: 5.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HYP

• 1D: -4.96%
• 1M: 1.09%
• YTD: 29.50%
• 6M: 24.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
TSEL Touchstone Sands Capital US Select Growth ETF	0.87%	-7.06%
HYP Golden Eagle Dynamic Hypergrowth ETF	29.50%	-6.61%

Correlation

The correlation between TSEL and HYP is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.59

Return for Risk

TSEL vs. HYP — Risk / Return Rank

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

TSEL

TSEL Risk / Return Rank: 12
TSEL Sharpe Ratio Rank: 13
TSEL Sortino Ratio Rank: 12
TSEL Omega Ratio Rank: 12
TSEL Calmar Ratio Rank: 11
TSEL Martin Ratio Rank: 11

HYP

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.

TSEL vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	TSEL	HYP	Difference
Sharpe ratio: Return per unit of total volatility	0.27	—	—
Sortino ratio: Return per unit of downside risk	0.50	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.25	—	—
Martin ratio: Return relative to average drawdown	0.60	—	—

Drawdowns

TSEL vs. HYP - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for TSEL and HYP.

Drawdown Indicators

	TSEL	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-28.95%	-19.58%	-9.37%
Max Drawdown (1Y) Largest decline over 1 year	-23.47%	—	—
Current Drawdown Current decline from peak	-7.60%	-4.96%	-2.64%
Average Drawdown Average peak-to-trough decline	-8.18%	-6.43%	-1.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.58%	—	—

Volatility

Volatility by Period

	TSEL	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	43.24%	-21.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.98%	43.24%	-16.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.98%	43.24%	-16.26%

TSEL vs. HYP - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

TSEL vs. HYP - Dividend Comparison

TSEL has not paid dividends to shareholders, while HYP's dividend yield for the trailing twelve months is around 0.11%.

Position	TTM	2025
HYP Golden Eagle Dynamic Hypergrowth ETF	0.11%	0.14%
TSEL Touchstone Sands Capital US Select Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSEL and HYP in my portfolio?

TSEL and HYP have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSEL or HYP?

On fees, TSEL is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSEL or HYP?

TSEL is cheaper with a 0.67% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, TSEL or HYP?

HYP has the higher dividend yield at 0.11%, compared with 0.00% for TSEL.

What is the main difference between TSEL and HYP?

They also come from different issuers: Touchstone and Golden Eagle. Their fees differ too: 0.67% for TSEL and 0.85% for HYP.