BBYY vs. PEPS
BBYY (GraniteShares YieldBOOST BABA ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. Their 0.40 correlation means their historical movements had little consistent relationship. BBYY charges 1.07%/yr vs 0.10%/yr for PEPS.
Performance
BBYY vs. PEPS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than PEPS's 10.53% return.
BBYY
- 1D
- 0.30%
- 1M
- 6.10%
- 6M
- -25.86%
- YTD
- -19.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PEPS
- 1D
- 0.81%
- 1M
- 0.80%
- 6M
- 8.59%
- YTD
- 10.53%
- 1Y
- 24.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.27K | $28.01K | $35.00K | |
| $5.31K | $5.85K | $15.49K |
BBYY vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | -19.06% | -7.92% |
PEPS Parametric Equity Plus ETF | 10.53% | 2.27% |
Correlation
The correlation between BBYY and PEPS is 0.40, 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 | 0.40 |
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. PEPS — Risk / Return Rank
BBYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PEPS
BBYY vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and Parametric Equity Plus ETF (PEPS). 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 | PEPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.31 | — |
| Martin ratioReturn relative to average drawdown | — | 10.10 | — |
Loading charts...
Drawdowns
BBYY vs. PEPS - Drawdown Comparison
The maximum BBYY drawdown since its inception was -33.11%, which is greater than PEPS's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for BBYY and PEPS.
Loading charts...
Drawdown Indicators
| BBYY | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -21.26% | -11.85% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -27.74% | -0.66% | -27.08% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -2.67% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.24% | — |
Volatility
BBYY vs. PEPS - Volatility Comparison
Loading charts...
Volatility by Period
| BBYY | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.85% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 14.21% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 18.11% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 18.11% | +5.52% |
BBYY vs. PEPS - Expense Ratio Comparison
BBYY has a 1.07% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
BBYY vs. PEPS - Dividend Comparison
BBYY's dividend yield for the trailing twelve months is around 107.87%, more than PEPS's 0.92% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | 107.87% | 21.98% | 0.00% |
PEPS Parametric Equity Plus ETF | 0.92% | 1.00% | 0.17% |
Frequently Asked Questions
BBYY and PEPS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PEPS is cheaper with a 0.10% expense ratio, compared with 1.07% for BBYY.
BBYY has the higher dividend yield at 107.87%, compared with 0.92% for PEPS.
They also come from different issuers: GraniteShares and Parametric. Their fees differ too: 1.07% for BBYY and 0.10% for PEPS.
Find the right allocation for BBYY and PEPS
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