BBYY vs. TLTX
BBYY (GraniteShares YieldBOOST BABA ETF) and TLTX (Global X Treasury Bond Enhanced Income ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while TLTX is a Government Bonds fund actively managed by Global X. Both are actively managed. Their 0.01 correlation means their historical movements had little consistent relationship. BBYY charges 1.07%/yr vs 0.29%/yr for TLTX.
Performance
BBYY vs. TLTX - Performance Comparison
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Returns By Period
In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than TLTX's -3.11% return.
BBYY
- 1D
- 0.30%
- 1M
- 6.10%
- 6M
- -25.86%
- YTD
- -19.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TLTX
- 1D
- -1.91%
- 1M
- -3.51%
- 6M
- -2.90%
- YTD
- -3.11%
- 1Y
- -0.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.27K | $28.01K | $35.00K | |
| $202.98K | $200.23K | $333.11K |
BBYY vs. TLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | -19.06% | -7.92% |
TLTX Global X Treasury Bond Enhanced Income ETF | -3.11% | -2.99% |
Correlation
The correlation between BBYY and TLTX is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025 | 0.01 |
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Return for Risk
BBYY vs. TLTX — Risk / Return Rank
BBYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TLTX
BBYY vs. TLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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 | TLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.00 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.08 | — |
| Martin ratioReturn relative to average drawdown | — | -0.17 | — |
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Drawdowns
BBYY vs. TLTX - Drawdown Comparison
The maximum BBYY drawdown since its inception was -33.11%, which is greater than TLTX's maximum drawdown of -6.70%. Use the drawdown chart below to compare losses from any high point for BBYY and TLTX.
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Drawdown Indicators
| BBYY | TLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -6.70% | -26.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.70% | — |
Current DrawdownCurrent decline from peak | -27.74% | -6.70% | -21.04% |
Average DrawdownAverage peak-to-trough decline | -15.53% | -2.49% | -13.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.03% | — |
Volatility
BBYY vs. TLTX - Volatility Comparison
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Volatility by Period
| BBYY | TLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.63% | 9.44% | +14.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.63% | 9.44% | +14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 9.44% | +14.19% |
BBYY vs. TLTX - Expense Ratio Comparison
BBYY has a 1.07% expense ratio, which is higher than TLTX's 0.29% expense ratio.
Dividends
BBYY vs. TLTX - Dividend Comparison
BBYY's dividend yield for the trailing twelve months is around 107.87%, more than TLTX's 19.30% yield.
| Position | TTM | 2025 |
|---|---|---|
BBYY GraniteShares YieldBOOST BABA ETF | 107.87% | 21.98% |
TLTX Global X Treasury Bond Enhanced Income ETF | 19.30% | 7.54% |
Frequently Asked Questions
BBYY and TLTX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TLTX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TLTX is cheaper with a 0.29% expense ratio, compared with 1.07% for BBYY.
BBYY has the higher dividend yield at 107.87%, compared with 19.30% for TLTX.
BBYY is categorized as Derivative Income, while TLTX is Government Bonds. They also come from different issuers: GraniteShares and Global X. Their fees differ too: 1.07% for BBYY and 0.29% for TLTX.
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