BBYY vs. FBL
BBYY (GraniteShares YieldBOOST BABA ETF) and FBL (GraniteShares 2x Long META Daily ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while FBL is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. Their 0.32 correlation means their historical movements had little consistent relationship. BBYY charges 1.07%/yr vs 1.09%/yr for FBL.
Performance
BBYY vs. FBL - Performance Comparison
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Returns By Period
In the year-to-date period, BBYY achieves a -19.06% return, which is significantly higher than FBL's -39.43% return.
BBYY
- 1D
- 0.30%
- 1M
- 6.10%
- 6M
- -25.86%
- YTD
- -19.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FBL
- 1D
- 6.66%
- 1M
- -11.35%
- 6M
- -47.34%
- YTD
- -39.43%
- 1Y
- -56.50%
- 3Y*
- 12.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 61.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.27K | $28.01K | $35.00K | |
| $25.01M | $36.98M | $35.23M |
BBYY vs. FBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | -19.06% | -7.92% |
FBL GraniteShares 2x Long META Daily ETF | -39.43% | -22.47% |
Correlation
The correlation between BBYY and FBL is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025 | 0.32 |
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Return for Risk
BBYY vs. FBL — Risk / Return Rank
BBYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FBL
BBYY vs. FBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and GraniteShares 2x Long META Daily ETF (FBL). 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.
| BBYY | FBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.87 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.94 | — |
| Martin ratioReturn relative to average drawdown | — | -1.52 | — |
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Drawdowns
BBYY vs. FBL - Drawdown Comparison
The maximum BBYY drawdown since its inception was -33.11%, smaller than the maximum FBL drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for BBYY and FBL.
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Drawdown Indicators
| BBYY | FBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -63.20% | +30.09% |
Max Drawdown (1Y)Largest decline over 1 year | — | -63.09% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -63.20% | — |
Current DrawdownCurrent decline from peak | -27.74% | -60.75% | +33.01% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -18.01% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 38.96% | — |
Volatility
BBYY vs. FBL - Volatility Comparison
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Volatility by Period
| BBYY | FBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 31.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 61.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 79.78% | -56.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 72.81% | -49.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 72.81% | -49.18% |
BBYY vs. FBL - Expense Ratio Comparison
BBYY has a 1.07% expense ratio, which is lower than FBL's 1.09% expense ratio.
Dividends
BBYY vs. FBL - Dividend Comparison
BBYY's dividend yield for the trailing twelve months is around 107.87%, more than FBL's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | 107.87% | 21.98% | 0.00% | 0.00% |
FBL GraniteShares 2x Long META Daily ETF | 3.42% | 2.07% | 0.00% | 51.58% |
Frequently Asked Questions
BBYY and FBL have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBYY is cheaper with a 1.07% expense ratio, compared with 1.09% for FBL.
BBYY has the higher dividend yield at 107.87%, compared with 3.42% for FBL.
BBYY is categorized as Derivative Income, while FBL is Leveraged Equities. Their fees differ too: 1.07% for BBYY and 1.09% for FBL.
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