BBYY vs. IBID

Last updated Jun 4, 2026

BBYY (GraniteShares YieldBOOST BABA ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. BBYY is actively managed, while IBID is passively managed. At a correlation of -0.12, they often move in opposite directions. BBYY charges 1.07%/yr vs 0.10%/yr for IBID.

Performance

BBYY vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 IBID's 2.46% return.

BBYY

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

IBID

• 1D: 0.08%
• 1M: 0.49%
• YTD: 2.46%
• 6M: 2.57%
• 1Y: 4.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BBYY vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025
BBYY GraniteShares YieldBOOST BABA ETF	-13.56%	-7.49%
IBID iShares iBonds Oct 2027 Term TIPS ETF	2.46%	0.05%

Correlation

The correlation between BBYY and IBID is -0.12, 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 Oct 22, 2025	-0.12

Return for Risk

BBYY vs. IBID — Risk / Return Rank

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

IBID

IBID Risk / Return Rank: 97
IBID Sharpe Ratio Rank: 95
IBID Sortino Ratio Rank: 97
IBID Omega Ratio Rank: 97
IBID Calmar Ratio Rank: 98
IBID Martin Ratio Rank: 96

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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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	IBID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.20	2.56	-3.75

Drawdowns

BBYY vs. IBID - Drawdown Comparison

The maximum BBYY drawdown since its inception was -23.74%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for BBYY and IBID.

Drawdown Indicators

	BBYY	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-23.74%	-1.28%	-22.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.36%	—
Current Drawdown Current decline from peak	-22.83%	0.00%	-22.83%
Average Drawdown Average peak-to-trough decline	-12.07%	-0.22%	-11.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.12%	—

Volatility

Volatility by Period

	BBYY	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.32%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.72%	1.25%	+24.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.72%	2.25%	+23.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.72%	2.25%	+23.47%

BBYY vs. IBID - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

BBYY vs. IBID - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 84.93%, more than IBID's 3.66% yield.

Position	TTM	2025	2024	2023
BBYY GraniteShares YieldBOOST BABA ETF	84.93%	21.98%	0.00%	0.00%
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.66%	4.43%	4.24%	0.81%

Frequently Asked Questions

Can I hold both BBYY and IBID in my portfolio?

BBYY and IBID have a correlation of -0.12, 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 IBID?

On fees, IBID is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBYY or IBID?

IBID is cheaper with a 0.10% expense ratio, compared with 1.07% for BBYY.

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

BBYY has the higher dividend yield at 84.93%, compared with 3.66% for IBID.

What is the main difference between BBYY and IBID?

BBYY is categorized as Derivative Income, while IBID is Inflation-Protected Bonds. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.07% for BBYY and 0.10% for IBID.