AMYY vs. RYLD
AMYY (GraniteShares YieldBOOST AMD ETF) and RYLD (Global X Russell 2000 Covered Call ETF) are both Derivative Income funds. AMYY is actively managed, while RYLD is passively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. AMYY charges 1.07%/yr vs 0.60%/yr for RYLD.
Performance
AMYY vs. RYLD - Performance Comparison
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Returns By Period
In the year-to-date period, AMYY achieves a 6.93% return, which is significantly lower than RYLD's 12.29% return.
AMYY
- 1D
- -0.56%
- 1M
- -1.46%
- 6M
- 11.45%
- YTD
- 6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
RYLD
- 1D
- -0.19%
- 1M
- 1.19%
- 6M
- 10.16%
- YTD
- 12.29%
- 1Y
- 24.93%
- 3Y*
- 8.04%
- 5Y*
- 3.15%
- 10Y*
- —
- ALL TIME*
- 5.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $385.82K | $338.43K | $371.29K | |
| $10.07M | $9.36M | $9.08M |
AMYY vs. RYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMYY GraniteShares YieldBOOST AMD ETF | 6.93% | 19.93% |
RYLD Global X Russell 2000 Covered Call ETF | 12.29% | 4.30% |
Correlation
The correlation between AMYY and RYLD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025 | 0.52 |
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Return for Risk
AMYY vs. RYLD — Risk / Return Rank
AMYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RYLD
AMYY vs. RYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST AMD ETF (AMYY) and Global X Russell 2000 Covered Call ETF (RYLD). 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.
| AMYY | RYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.67 | — |
| Martin ratioReturn relative to average drawdown | — | 15.02 | — |
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Drawdowns
AMYY vs. RYLD - Drawdown Comparison
The maximum AMYY drawdown since its inception was -16.91%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for AMYY and RYLD.
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Drawdown Indicators
| AMYY | RYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.91% | -41.53% | +24.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.33% | — |
Current DrawdownCurrent decline from peak | -3.12% | -0.37% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -4.80% | -8.65% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.54% | — |
Volatility
AMYY vs. RYLD - Volatility Comparison
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Volatility by Period
| AMYY | RYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.23% | 10.67% | +13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.23% | 13.97% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 17.04% | +7.19% |
AMYY vs. RYLD - Expense Ratio Comparison
AMYY has a 1.07% expense ratio, which is higher than RYLD's 0.60% expense ratio.
Dividends
AMYY vs. RYLD - Dividend Comparison
AMYY's dividend yield for the trailing twelve months is around 109.27%, more than RYLD's 11.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMYY GraniteShares YieldBOOST AMD ETF | 109.27% | 30.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYLD Global X Russell 2000 Covered Call ETF | 11.62% | 12.00% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% |
Frequently Asked Questions
AMYY and RYLD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RYLD is cheaper with a 0.60% expense ratio, compared with 1.07% for AMYY.
AMYY has the higher dividend yield at 109.27%, compared with 11.62% for RYLD.
They also come from different issuers: GraniteShares and Global X. Their fees differ too: 1.07% for AMYY and 0.60% for RYLD.
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