Strategy Shares - Strategy Shares Gold-Hedged Bond ETF

10-Year Study

GOLY.US · · US · ETF

Executive Summary: Strategy Shares - Strategy Shares Gold-Hedged Bond ETF has compounded at 7.7% annually over the last 10 years, with a maximum drawdown of 32.9% and an annualized volatility of 20.2%.

1Y CAGR
+14.7%
3Y CAGR
+20.6%
5Y CAGR
+7.7%
10Y CAGR
+7.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +58.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.319.8-26.72.4————————-13.0%
20256.91.77.93.00.44.0-2.47.210.01.43.14.158.0%
2024-2.7-1.69.20.22.40.46.53.56.31.6-3.4-3.319.8%
20239.5-9.511.61.0-3.6-3.02.3-3.6-7.25.19.22.912.7%
2022-5.74.4-0.6-8.0-2.9-4.50.5-4.5-11.4-2.413.12.1-20.0%
2021—————-5.43.8-0.3-4.71.4-1.03.5-3.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.2%. The dominant macroeconomic risk driver is GLD.US, accounting for 64.0% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-05-0110000
2021-06-019455.638135880436
2021-07-019813.215716038243
2021-08-019782.999909304846
2021-09-019321.791181566927
2021-10-019453.967435666107
2021-11-019358.880726324986
2021-12-019685.717422539177
2022-01-019130.233468421378
2022-02-019533.445031576235
2022-03-019474.922789782951
2022-04-018718.334264152023
2022-05-018468.922589298927
2022-06-018084.327399960858
2022-07-018126.190373902708
2022-08-017762.598272973321
2022-09-016877.0316907963515
2022-10-016714.066818461714
2022-11-017592.473256862997
2022-12-017752.574071687359
2023-01-018485.199982815655
2023-02-017677.201624875295
2023-03-018564.343438682916
2023-04-018648.451260901318
2023-05-018336.650866616068
2023-06-018084.04099420983
2023-07-018268.677235038878
2023-08-017973.1064999785185
2023-09-017400.104060756206
2023-10-017778.875666490049
2023-11-018493.601218179128
2023-12-018740.530709856654
2024-01-018506.58494555904
2024-02-018371.258228198554
2024-03-019137.77548653177
2024-04-019158.539903481262
2024-05-019375.301322717225
2024-06-019413.584224771233
2024-07-0110026.397063386365
2024-08-0110379.53535440325
2024-09-0111031.872186660174
2024-10-0111207.00930341348
2024-11-0110831.531363816452
2024-12-0110471.94894340145
2025-01-0111192.163938651887
2025-02-0111384.867274801545
2025-03-0112278.691889466472
2025-04-0112652.499128849173
2025-05-0112702.715603862658
2025-06-0113208.412691593514
2025-07-0112892.936756836743
2025-08-0113818.600144157563
2025-09-0115200.030549946774
2025-10-0115419.465089525664
2025-11-0115900.149408333453
2025-12-0116545.0874253555
2026-01-0116005.88086475443
2026-02-0119174.865031289828
2026-03-0114057.748946265507
2026-04-0114401.435847498486
Annual Return Matrix
YearAnnual Return
2022-0.19958700698342613
20230.12743594953543802
20240.198090744260218
20250.5799434770717478
2026-0.12956423394728334
Total Factor Risk
0.2022510629018974
VTI.US Exposure
0.16685731430648348
VEA.US Exposure
0.001374539101015948
VWO.US Exposure
-0.013832734563924117
QQQ.US Exposure
-0.0472251991260619
VTV.US Exposure
-0.03485724108509466
IJR.US Exposure
-0.025587872132873387
QUAL.US Exposure
-0.005709292068915956
SHV.US Exposure
0.0021597229598243665
TLT.US Exposure
-0.02337755696576059
LQD.US Exposure
0.22121845469756643
HYG.US Exposure
-0.01371857939979933
GLD.US Exposure
0.6398906880883362
USO.US Exposure
0.024721901842938328
VNQ.US Exposure
0.012632904006354802
BTC-USD.CC Exposure
0.0004326196844651905
CPER.US Exposure
0.02475337020499539
VIX.INDX Exposure
0.0009944484791282403
UUP.US Exposure
-0.021416461439450595
TIP.US Exposure
0.015798598237718557
Idiosyncratic Exposure
0.07489037517305389
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$212
Avg Yield on Cost
2.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$211.942.12%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
24.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Strategy Shares - Strategy Shares Gold-Hedged Bond ETF a high-risk investment?

Strategy Shares - Strategy Shares Gold-Hedged Bond ETF (GOLY.US) has an annualized volatility of 20.2% and experienced a maximum drawdown of 32.9% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of GOLY.US?

Over the past 10 years, GOLY.US has generated a Compound Annual Growth Rate (CAGR) of 7.7%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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