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BRKW vs. FIYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRKW vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill BRKB WeeklyPay ETF (BRKW) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BRKW

1D
-0.28%
1M
-0.22%
6M
-2.21%
YTD
-4.63%
1Y
0.45%
3Y*
5Y*
10Y*

FIYY

1D
-0.00%
1M
-0.43%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRKW vs. FIYY - Yearly Performance Comparison


Correlation

The correlation between BRKW and FIYY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

0.11

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Return for Risk

BRKW vs. FIYY — Risk / Return Rank

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

BRKW
BRKW Risk / Return Rank: 1010
Overall Rank
BRKW Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BRKW Sortino Ratio Rank: 1010
Sortino Ratio Rank
BRKW Omega Ratio Rank: 1010
Omega Ratio Rank
BRKW Calmar Ratio Rank: 1010
Calmar Ratio Rank
BRKW Martin Ratio Rank: 1010
Martin Ratio Rank

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.

BRKW vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill BRKB WeeklyPay ETF (BRKW) 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.


BRKWFIYYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.04

Martin ratioReturn relative to average drawdown

0.07

BRKW vs. FIYY - Sharpe Ratio Comparison


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Drawdowns

BRKW vs. FIYY - Drawdown Comparison

The maximum BRKW drawdown since its inception was -12.64%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for BRKW and FIYY.


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Drawdown Indicators


BRKWFIYYDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-2.51%

-10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

Current Drawdown

Current decline from peak

-7.67%

-1.91%

-5.76%

Average Drawdown

Average peak-to-trough decline

-5.51%

-1.51%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

Volatility

BRKW vs. FIYY - Volatility Comparison


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Volatility by Period


BRKWFIYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

4.90%

+12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

4.90%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

4.90%

+12.32%

BRKW vs. FIYY - Expense Ratio Comparison

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


Dividends

BRKW vs. FIYY - Dividend Comparison

BRKW's dividend yield for the trailing twelve months is around 25.38%, more than FIYY's 1.17% yield.


Frequently Asked Questions


BRKW and FIYY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

BRKW has the higher dividend yield at 25.38%, compared with 1.17% for FIYY.

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

Portfolio Optimizer

Find the right allocation for BRKW and FIYY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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