BBBL vs. FIYY

Last updated Jul 15, 2026

BBBL (Bondbloxx BBB Rated 10+ Year Corporate Bond ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both exchange-traded funds - BBBL is a Long-Term Bond fund tracking the Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross, while FIYY is a Derivative Income fund actively managed by GraniteShares. BBBL is passively managed, while FIYY is actively managed. A 0.59 correlation means they provide meaningful diversification when combined. BBBL charges 0.19%/yr vs 1.07%/yr for FIYY.

Performance

BBBL vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BBBL

• 1D: 0.20%
• 1M: -2.25%
• 6M: -1.44%
• YTD: -0.58%
• 1Y: 4.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIYY

• 1D: 0.16%
• 1M: -0.47%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BBBL vs. FIYY - Yearly Performance Comparison

	2026 (YTD)
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF	-0.17%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	-1.85%

Correlation

The correlation between BBBL and FIYY 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 May 5, 2026	0.59

Return for Risk

BBBL vs. FIYY — Risk / Return Rank

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

BBBL

BBBL Risk / Return Rank: 19
BBBL Sharpe Ratio Rank: 20
BBBL Sortino Ratio Rank: 18
BBBL Omega Ratio Rank: 18
BBBL Calmar Ratio Rank: 21
BBBL Martin Ratio Rank: 20

FIYY

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.

BBBL vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.

	BBBL	FIYY	Difference
Sharpe ratio: Return per unit of total volatility	0.55	—	—
Sortino ratio: Return per unit of downside risk	0.83	—	—
Omega ratio: Gain probability vs. loss probability	1.10	—	—
Calmar ratio: Return relative to maximum drawdown	0.77	—	—
Martin ratio: Return relative to average drawdown	1.88	—	—

Drawdowns

BBBL vs. FIYY - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for BBBL and FIYY.

Drawdown Indicators

	BBBL	FIYY	Difference
Max Drawdown Largest peak-to-trough decline	-9.43%	-2.51%	-6.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.45%	—	—
Current Drawdown Current decline from peak	-3.63%	-1.97%	-1.66%
Average Drawdown Average peak-to-trough decline	-3.24%	-1.48%	-1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	—	—

Volatility

Volatility by Period

	BBBL	FIYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.67%	5.05%	+2.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.71%	5.05%	+4.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.71%	5.05%	+4.66%

BBBL vs. FIYY - Expense Ratio Comparison

BBBL has a 0.19% expense ratio, which is lower than FIYY's 1.07% expense ratio.

Dividends

BBBL vs. FIYY - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.72%, more than FIYY's 1.13% yield.

Position	TTM	2025	2024
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF	5.72%	5.77%	5.19%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	1.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBBL and FIYY in my portfolio?

BBBL and FIYY 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, BBBL or FIYY?

On fees, BBBL is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBBL or FIYY?

BBBL is cheaper with a 0.19% expense ratio, compared with 1.07% for FIYY.

Which ETF pays a higher dividend yield, BBBL or FIYY?

BBBL has the higher dividend yield at 5.72%, compared with 1.13% for FIYY.

What is the main difference between BBBL and FIYY?

BBBL is categorized as Long-Term Bond, while FIYY is Derivative Income. They also come from different issuers: BondBloxx and GraniteShares. Their fees differ too: 0.19% for BBBL and 1.07% for FIYY.