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BBYY vs. FIYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBYY vs. FIYY - Performance Comparison

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

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Returns By Period


BBYY

1D
0.10%
1M
-5.72%
6M
-27.04%
YTD
-22.28%
1Y
3Y*
5Y*
10Y*

FIYY

1D
-0.07%
1M
-0.64%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBYY vs. FIYY - Yearly Performance Comparison


Correlation

The correlation between BBYY and FIYY is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

-0.16

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Return for Risk

BBYY vs. FIYY - Risk-Adjusted Trends Comparison

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


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

BBYY vs. FIYY - Sharpe Ratio Comparison


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Drawdowns

BBYY vs. FIYY - Drawdown Comparison

The maximum BBYY drawdown since its inception was -33.11%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for BBYY and FIYY.


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Drawdown Indicators


BBYYFIYYDifference

Max Drawdown

Largest peak-to-trough decline

-33.11%

-2.51%

-30.60%

Current Drawdown

Current decline from peak

-30.62%

-2.13%

-28.49%

Average Drawdown

Average peak-to-trough decline

-14.46%

-1.47%

-12.99%

Volatility

BBYY vs. FIYY - Volatility Comparison


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Volatility by Period


BBYYFIYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

5.08%

+19.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.38%

5.08%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

5.08%

+19.30%

BBYY vs. FIYY - Expense Ratio Comparison

Both BBYY and FIYY have an expense ratio of 1.07%.


Dividends

BBYY vs. FIYY - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 106.26%, more than FIYY's 1.13% yield.


Frequently Asked Questions


BBYY and FIYY have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BBYY and FIYY have the same expense ratio: 1.07% per year.

BBYY has the higher dividend yield at 106.26%, compared with 1.13% for FIYY.

Portfolio Optimizer

Find the right allocation for BBYY and FIYY

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