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BBYY vs. TDTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBYY vs. TDTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBYY achieves a -13.56% return, which is significantly lower than TDTT's 1.81% return.


BBYY

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

TDTT

1D
0.00%
1M
-0.06%
YTD
1.81%
6M
1.77%
1Y
4.65%
3Y*
5.00%
5Y*
2.85%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBYY vs. TDTT - Yearly Performance Comparison


Correlation

The correlation between BBYY and TDTT is -0.08, 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

-0.08

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Return for Risk

BBYY vs. TDTT — Risk / Return Rank

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

BBYY

TDTT
TDTT Risk / Return Rank: 8484
Overall Rank
TDTT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 9090
Sortino Ratio Rank
TDTT Omega Ratio Rank: 8484
Omega Ratio Rank
TDTT Calmar Ratio Rank: 8888
Calmar Ratio Rank
TDTT Martin Ratio Rank: 8282
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. TDTT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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. TDTT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBYYTDTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.20

0.69

-1.89

Drawdowns

BBYY vs. TDTT - Drawdown Comparison

The maximum BBYY drawdown since its inception was -23.74%, which is greater than TDTT's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for BBYY and TDTT.


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Drawdown Indicators


BBYYTDTTDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-6.97%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-22.83%

-0.14%

-22.69%

Average Drawdown

Average peak-to-trough decline

-12.07%

-1.60%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

BBYY vs. TDTT - Volatility Comparison


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Volatility by Period


BBYYTDTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

1.85%

+23.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

3.67%

+22.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

3.38%

+22.34%

BBYY vs. TDTT - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is higher than TDTT's 0.18% expense ratio.


Dividends

BBYY vs. TDTT - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 84.93%, more than TDTT's 4.54% yield.


PositionTTM2025202420232022202120202019201820172016
BBYY
GraniteShares YieldBOOST BABA ETF
84.93%21.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
4.54%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%

Frequently Asked Questions


BBYY and TDTT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDTT is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDTT is cheaper with a 0.18% expense ratio, compared with 1.07% for BBYY.

BBYY has the higher dividend yield at 84.93%, compared with 4.54% for TDTT.

BBYY is categorized as Derivative Income, while TDTT is Inflation-Protected Bonds. They also come from different issuers: GraniteShares and Northern Trust. Their fees differ too: 1.07% for BBYY and 0.18% for TDTT.

Portfolio Optimizer

Find the right allocation for BBYY and TDTT

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