PortfoliosLab logoPortfoliosLab logo
BBYY vs. LQTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBYY vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BBYY achieves a -13.56% return, which is significantly lower than LQTI's 0.16% return.


BBYY

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

LQTI

1D
-0.26%
1M
0.41%
YTD
0.16%
6M
-0.04%
1Y
5.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBYY vs. LQTI - Yearly Performance Comparison


Correlation

The correlation between BBYY and LQTI is 0.03, 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 22, 2025

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BBYY vs. LQTI — Risk / Return Rank

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

BBYY

LQTI
LQTI Risk / Return Rank: 3232
Overall Rank
LQTI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQTI Omega Ratio Rank: 2929
Omega Ratio Rank
LQTI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3434
Martin Ratio Rank
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. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.

BBYY vs. LQTI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BBYYLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.20

0.88

-2.08

Drawdowns

BBYY vs. LQTI - Drawdown Comparison

The maximum BBYY drawdown since its inception was -23.74%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for BBYY and LQTI.


Loading charts...

Drawdown Indicators


BBYYLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-3.41%

-20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-22.83%

-1.44%

-21.39%

Average Drawdown

Average peak-to-trough decline

-12.07%

-0.88%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

Volatility

BBYY vs. LQTI - Volatility Comparison


Loading charts...

Volatility by Period


BBYYLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

5.10%

+20.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

5.97%

+19.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

5.97%

+19.75%

BBYY vs. LQTI - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Dividends

BBYY vs. LQTI - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 84.93%, more than LQTI's 9.11% yield.


Frequently Asked Questions


BBYY and LQTI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQTI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQTI is cheaper with a 0.65% expense ratio, compared with 1.07% for BBYY.

BBYY has the higher dividend yield at 84.93%, compared with 9.11% for LQTI.

They also come from different issuers: GraniteShares and FT Vest. Their fees differ too: 1.07% for BBYY and 0.65% for LQTI.

Portfolio Optimizer

Find the right allocation for BBYY and LQTI

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