BRKC vs. FIYY

Last updated Jul 17, 2026

BRKC (YieldMax BRK.B Option Income Strategy ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. Both are actively managed. At a 0.03 correlation, their price movements are largely independent. BRKC charges 0.99%/yr vs 1.07%/yr for FIYY.

Performance

BRKC vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax BRK.B Option Income Strategy ETF (BRKC) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRKC

• 1D: 0.71%
• 1M: -0.45%
• 6M: -0.20%
• YTD: -1.60%
• 1Y: 1.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIYY

• 1D: 0.04%
• 1M: -0.45%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKC vs. FIYY - Yearly Performance Comparison

	2026 (YTD)
BRKC YieldMax BRK.B Option Income Strategy ETF	3.43%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	-1.79%

Correlation

The correlation between BRKC and FIYY 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 May 5, 2026	0.03

Return for Risk

BRKC vs. FIYY — Risk / Return Rank

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

BRKC

BRKC Risk / Return Rank: 11
BRKC Sharpe Ratio Rank: 11
BRKC Sortino Ratio Rank: 10
BRKC Omega Ratio Rank: 10
BRKC Calmar Ratio Rank: 11
BRKC Martin Ratio Rank: 11

FIYY

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

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.

BRKC vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BRK.B Option Income Strategy ETF (BRKC) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.

	BRKC	FIYY	Difference
Sharpe ratio: Return per unit of total volatility	0.10	—	—
Sortino ratio: Return per unit of downside risk	0.22	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.16	—	—
Martin ratio: Return relative to average drawdown	0.33	—	—

Drawdowns

BRKC vs. FIYY - Drawdown Comparison

The maximum BRKC drawdown since its inception was -7.59%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for BRKC and FIYY.

Drawdown Indicators

	BRKC	FIYY	Difference
Max Drawdown Largest peak-to-trough decline	-7.59%	-2.51%	-5.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	—	—
Current Drawdown Current decline from peak	-3.58%	-1.91%	-1.67%
Average Drawdown Average peak-to-trough decline	-3.12%	-1.50%	-1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	—	—

Volatility

Volatility by Period

	BRKC	FIYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.50%	4.95%	+7.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.42%	4.95%	+7.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.42%	4.95%	+7.47%

BRKC vs. FIYY - Expense Ratio Comparison

BRKC has a 0.99% expense ratio, which is lower than FIYY's 1.07% expense ratio.

Dividends

BRKC vs. FIYY - Dividend Comparison

BRKC's dividend yield for the trailing twelve months is around 21.87%, more than FIYY's 1.13% yield.

Position	TTM	2025
BRKC YieldMax BRK.B Option Income Strategy ETF	21.87%	10.81%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	1.13%	0.00%

Frequently Asked Questions

Can I hold both BRKC and FIYY in my portfolio?

BRKC and FIYY 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.

Which ETF is better, BRKC or FIYY?

On fees, BRKC is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRKC or FIYY?

BRKC is cheaper with a 0.99% expense ratio, compared with 1.07% for FIYY.

Which ETF pays a higher dividend yield, BRKC or FIYY?

BRKC has the higher dividend yield at 21.87%, compared with 1.13% for FIYY.

What is the main difference between BRKC and FIYY?

They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 0.99% for BRKC and 1.07% for FIYY.