BBYY vs. IBIE

Last updated Jun 24, 2026

BBYY (GraniteShares YieldBOOST BABA ETF) and IBIE (iShares iBonds Oct 2028 Term TIPS ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while IBIE is a Inflation-Protected Bonds fund tracking the ICE 2028 Maturity US Inflation-Linked Treasury Index. BBYY is actively managed, while IBIE is passively managed. At a correlation of -0.05, they often move in opposite directions. BBYY charges 1.07%/yr vs 0.10%/yr for IBIE.

Performance

BBYY vs. IBIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and iShares iBonds Oct 2028 Term TIPS ETF (IBIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBYY achieves a -22.45% return, which is significantly lower than IBIE's 1.37% return.

BBYY

• 1D: -1.08%
• 1M: -11.79%
• YTD: -22.45%
• 6M: -24.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBIE

• 1D: -0.02%
• 1M: -0.27%
• YTD: 1.37%
• 6M: 1.49%
• 1Y: 3.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BBYY vs. IBIE - Yearly Performance Comparison

	2026 (YTD)	2025
BBYY GraniteShares YieldBOOST BABA ETF	-22.45%	-7.92%
IBIE iShares iBonds Oct 2028 Term TIPS ETF	1.37%	-0.06%

Correlation

The correlation between BBYY and IBIE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025	-0.05

Return for Risk

BBYY vs. IBIE — Risk / Return Rank

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

BBYY

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

IBIE

IBIE Risk / Return Rank: 86
IBIE Sharpe Ratio Rank: 78
IBIE Sortino Ratio Rank: 90
IBIE Omega Ratio Rank: 86
IBIE Calmar Ratio Rank: 90
IBIE Martin Ratio Rank: 88

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. IBIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and iShares iBonds Oct 2028 Term TIPS ETF (IBIE). 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	IBIE	Difference
Sharpe ratio: Return per unit of total volatility	—	2.25	—
Sortino ratio: Return per unit of downside risk	—	3.80	—
Omega ratio: Gain probability vs. loss probability	—	1.47	—
Calmar ratio: Return relative to maximum drawdown	—	4.99	—
Martin ratio: Return relative to average drawdown	—	17.70	—

Drawdowns

BBYY vs. IBIE - Drawdown Comparison

The maximum BBYY drawdown since its inception was -30.77%, which is greater than IBIE's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for BBYY and IBIE.

Drawdown Indicators

	BBYY	IBIE	Difference
Max Drawdown Largest peak-to-trough decline	-30.77%	-1.70%	-29.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.72%	—
Current Drawdown Current decline from peak	-30.77%	-0.72%	-30.05%
Average Drawdown Average peak-to-trough decline	-13.12%	-0.39%	-12.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.20%	—

Volatility

Volatility by Period

	BBYY	IBIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.04%	1.60%	+23.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	2.85%	+22.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.04%	2.85%	+22.19%

BBYY vs. IBIE - Expense Ratio Comparison

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

Dividends

BBYY vs. IBIE - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 100.57%, more than IBIE's 3.27% yield.

Position	TTM	2025	2024	2023
BBYY GraniteShares YieldBOOST BABA ETF	100.57%	21.98%	0.00%	0.00%
IBIE iShares iBonds Oct 2028 Term TIPS ETF	3.27%	4.09%	4.23%	0.75%

Frequently Asked Questions

Can I hold both BBYY and IBIE in my portfolio?

BBYY and IBIE have a correlation of -0.05, 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 IBIE?

On fees, IBIE 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 IBIE?

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

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

BBYY has the higher dividend yield at 100.57%, compared with 3.27% for IBIE.

What is the main difference between BBYY and IBIE?

BBYY is categorized as Derivative Income, while IBIE 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 IBIE.