FBYY vs. EGGY

Last updated Aug 2, 2026

FBYY (GraniteShares YieldBoost META ETF) and EGGY (NestYield Dynamic Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.23 correlation means their historical movements had little consistent relationship. FBYY charges 1.07%/yr vs 0.95%/yr for EGGY.

Performance

FBYY vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBoost META ETF (FBYY) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBYY achieves a -30.28% return, which is significantly lower than EGGY's 12.99% return.

FBYY

• 1D: 0.02%
• 1M: -6.21%
• 6M: -28.55%
• YTD: -30.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

EGGY

• 1D: 1.22%
• 1M: -12.15%
• 6M: 12.33%
• YTD: 12.99%
• 1Y: 15.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EGGY NestYield Dynamic Income ETF	$4.63M	$4.49M	$3.45M
FBYY GraniteShares YieldBoost META ETF	$9.18K	$10.40K	$13.97K

FBYY vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025
FBYY GraniteShares YieldBoost META ETF	-30.28%	-11.29%
EGGY NestYield Dynamic Income ETF	12.99%	-6.41%

Correlation

The correlation between FBYY and EGGY is 0.23, 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	0.23

Return for Risk

FBYY vs. EGGY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBYY

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

EGGY

EGGY Risk / Return Rank: 19
EGGY Sharpe Ratio Rank: 17
EGGY Sortino Ratio Rank: 19
EGGY Omega Ratio Rank: 21
EGGY Calmar Ratio Rank: 17
EGGY Martin Ratio Rank: 19

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FBYY vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBoost META ETF (FBYY) and NestYield Dynamic Income ETF (EGGY). 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.

	FBYY	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.28	—
Sortino ratio: Return per unit of downside risk	—	0.65	—
Omega ratio: Gain probability vs. loss probability	—	1.09	—
Calmar ratio: Return relative to maximum drawdown	—	0.35	—
Martin ratio: Return relative to average drawdown	—	1.21	—

Drawdowns

FBYY vs. EGGY - Drawdown Comparison

The maximum FBYY drawdown since its inception was -41.00%, which is greater than EGGY's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for FBYY and EGGY.

Drawdown Indicators

	FBYY	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	-41.00%	-33.60%	-7.40%
Max Drawdown (1Y) Largest decline over 1 year	—	-33.60%	—
Current Drawdown Current decline from peak	-40.99%	-24.92%	-16.07%
Average Drawdown Average peak-to-trough decline	-25.60%	-6.03%	-19.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.63%	—

Volatility

Volatility by Period

	FBYY	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.27%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.23%	40.98%	-17.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.23%	35.89%	-12.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.23%	35.89%	-12.66%

FBYY vs. EGGY - Expense Ratio Comparison

FBYY has a 1.07% expense ratio, which is higher than EGGY's 0.95% expense ratio.

Dividends

FBYY vs. EGGY - Dividend Comparison

FBYY's dividend yield for the trailing twelve months is around 54.90%, more than EGGY's 35.17% yield.

Position	TTM	2025
EGGY NestYield Dynamic Income ETF	35.17%	28.26%
FBYY GraniteShares YieldBoost META ETF	54.90%	10.35%

Frequently Asked Questions

Can I hold both FBYY and EGGY in my portfolio?

FBYY and EGGY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FBYY or EGGY?

On fees, EGGY is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FBYY or EGGY?

EGGY is cheaper with a 0.95% expense ratio, compared with 1.07% for FBYY.

Which ETF pays a higher dividend yield, FBYY or EGGY?

FBYY has the higher dividend yield at 54.90%, compared with 35.17% for EGGY.

What is the main difference between FBYY and EGGY?

They also come from different issuers: GraniteShares and NestYield. Their fees differ too: 1.07% for FBYY and 0.95% for EGGY.