AZYY vs. XRMI
AZYY (GraniteShares YieldBoost AMZN ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. AZYY is actively managed, while XRMI is passively managed. Their 0.47 correlation means their historical movements had little consistent relationship. AZYY charges 1.07%/yr vs 0.60%/yr for XRMI.
Performance
AZYY vs. XRMI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AZYY achieves a -8.64% return, which is significantly lower than XRMI's 3.64% return.
AZYY
- 1D
- 0.31%
- 1M
- -2.37%
- 6M
- -7.05%
- YTD
- -8.64%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
XRMI
- 1D
- 0.11%
- 1M
- 1.10%
- 6M
- 2.36%
- YTD
- 3.64%
- 1Y
- 10.84%
- 3Y*
- 6.75%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.28K | $34.29K | $41.33K | |
| $126.16K | $125.56K | $168.31K |
AZYY vs. XRMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AZYY GraniteShares YieldBoost AMZN ETF | -8.64% | -5.56% |
XRMI Global X S&P 500 Risk Managed Income ETF | 3.64% | 4.41% |
Correlation
The correlation between AZYY and XRMI is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025 | 0.47 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AZYY vs. XRMI — Risk / Return Rank
AZYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XRMI
AZYY vs. XRMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBoost AMZN ETF (AZYY) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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.
| AZYY | XRMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.98 | — |
| Martin ratioReturn relative to average drawdown | — | 7.99 | — |
Loading charts...
Drawdowns
AZYY vs. XRMI - Drawdown Comparison
The maximum AZYY drawdown since its inception was -23.12%, which is greater than XRMI's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for AZYY and XRMI.
Loading charts...
Drawdown Indicators
| AZYY | XRMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.12% | -15.31% | -7.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.34% | — |
Current DrawdownCurrent decline from peak | -18.17% | -0.23% | -17.94% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -5.75% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.25% | — |
Volatility
AZYY vs. XRMI - Volatility Comparison
Loading charts...
Volatility by Period
| AZYY | XRMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 5.68% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 6.87% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 6.87% | +13.73% |
AZYY vs. XRMI - Expense Ratio Comparison
AZYY has a 1.07% expense ratio, which is higher than XRMI's 0.60% expense ratio.
Dividends
AZYY vs. XRMI - Dividend Comparison
AZYY's dividend yield for the trailing twelve months is around 53.96%, more than XRMI's 12.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AZYY GraniteShares YieldBoost AMZN ETF | 53.96% | 15.86% | 0.00% | 0.00% | 0.00% | 0.00% |
XRMI Global X S&P 500 Risk Managed Income ETF | 12.52% | 12.35% | 11.86% | 12.62% | 12.84% | 2.93% |
Frequently Asked Questions
AZYY and XRMI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRMI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRMI is cheaper with a 0.60% expense ratio, compared with 1.07% for AZYY.
AZYY has the higher dividend yield at 53.96%, compared with 12.52% for XRMI.
They also come from different issuers: GraniteShares and Global X. Their fees differ too: 1.07% for AZYY and 0.60% for XRMI.
Find the right allocation for AZYY and XRMI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer