BBYY vs. BAR

Last updated Jun 4, 2026

BBYY (GraniteShares YieldBOOST BABA ETF) and BAR (GraniteShares Gold Trust) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while BAR is a Gold fund tracking the LBMA Gold Price PM ($/ozt). BBYY is actively managed, while BAR is passively managed. At a 0.25 correlation, their price movements are largely independent. BBYY charges 1.07%/yr vs 0.17%/yr for BAR.

Performance

BBYY vs. BAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and GraniteShares Gold Trust (BAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBYY achieves a -13.56% return, which is significantly lower than BAR's 2.94% return.

BBYY

• 1D: 0.09%
• 1M: -2.17%
• YTD: -13.56%
• 6M: -17.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAR

• 1D: -1.02%
• 1M: -1.62%
• YTD: 2.94%
• 6M: 5.50%
• 1Y: 32.26%
• 3Y*: 31.38%
• 5Y*: 18.41%
• 10Y*: —

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

BBYY vs. BAR - Yearly Performance Comparison

	2026 (YTD)	2025
BBYY GraniteShares YieldBOOST BABA ETF	-13.56%	-7.49%
BAR GraniteShares Gold Trust	2.94%	4.94%

Correlation

The correlation between BBYY and BAR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 22, 2025	0.25

Return for Risk

BBYY vs. BAR — Risk / Return Rank

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

BAR

BAR Risk / Return Rank: 32
BAR Sharpe Ratio Rank: 33
BAR Sortino Ratio Rank: 30
BAR Omega Ratio Rank: 36
BAR Calmar Ratio Rank: 34
BAR Martin Ratio Rank: 29

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.

BBYY vs. BAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and GraniteShares Gold Trust (BAR). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BBYY	BAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.23	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.20	0.90	-2.09

Drawdowns

BBYY vs. BAR - Drawdown Comparison

The maximum BBYY drawdown since its inception was -23.74%, which is greater than BAR's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for BBYY and BAR.

Drawdown Indicators

	BBYY	BAR	Difference
Max Drawdown Largest peak-to-trough decline	-23.74%	-21.53%	-2.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.19%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.91%	—
Current Drawdown Current decline from peak	-22.83%	-17.72%	-5.11%
Average Drawdown Average peak-to-trough decline	-12.07%	-6.45%	-5.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.72%	—

Volatility

Volatility by Period

	BBYY	BAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.72%	26.43%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.72%	17.90%	+7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.72%	16.38%	+9.34%

BBYY vs. BAR - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is higher than BAR's 0.17% expense ratio.

Dividends

BBYY vs. BAR - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 84.93%, while BAR has not paid dividends to shareholders.

Position	TTM	2025
BAR GraniteShares Gold Trust	0.00%	0.00%
BBYY GraniteShares YieldBOOST BABA ETF	84.93%	21.98%

Frequently Asked Questions

Can I hold both BBYY and BAR in my portfolio?

BBYY and BAR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BBYY or BAR?

On fees, BAR is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBYY or BAR?

BAR is cheaper with a 0.17% expense ratio, compared with 1.07% for BBYY.

Which ETF pays a higher dividend yield, BBYY or BAR?

BBYY has the higher dividend yield at 84.93%, compared with 0.00% for BAR.

What is the main difference between BBYY and BAR?

BBYY is categorized as Derivative Income, while BAR is Gold. Their fees differ too: 1.07% for BBYY and 0.17% for BAR.