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FIVY vs. FIYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIVY vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) 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


FIVY

1D
0.00%
1M
3.36%
6M
-10.63%
YTD
-6.12%
1Y
-14.29%
3Y*
5Y*
10Y*

FIYY

1D
0.16%
1M
-0.47%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVY vs. FIYY - Yearly Performance Comparison


Correlation

The correlation between FIVY and FIYY is 0.49, 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

0.49

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Return for Risk

FIVY vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) 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.


FIVYFIYYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.39

Martin ratioReturn relative to average drawdown

-0.75

FIVY vs. FIYY - Sharpe Ratio Comparison


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Drawdowns

FIVY vs. FIYY - Drawdown Comparison

The maximum FIVY drawdown since its inception was -32.77%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for FIVY and FIYY.


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Drawdown Indicators


FIVYFIYYDifference

Max Drawdown

Largest peak-to-trough decline

-32.77%

-2.51%

-30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-32.77%

Current Drawdown

Current decline from peak

-19.89%

-1.97%

-17.92%

Average Drawdown

Average peak-to-trough decline

-13.73%

-1.48%

-12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.78%

Volatility

FIVY vs. FIYY - Volatility Comparison


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Volatility by Period


FIVYFIYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.13%

5.05%

+26.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.64%

5.05%

+27.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.64%

5.05%

+27.59%

FIVY vs. FIYY - Expense Ratio Comparison

FIVY has a 0.88% expense ratio, which is lower than FIYY's 1.07% expense ratio.


Dividends

FIVY vs. FIYY - Dividend Comparison

FIVY has not paid dividends to shareholders, while FIYY's dividend yield for the trailing twelve months is around 1.13%.


Frequently Asked Questions


FIVY and FIYY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FIVY is cheaper at 0.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FIVY is cheaper with a 0.88% expense ratio, compared with 1.07% for FIYY.

FIVY has the higher dividend yield at 43.42%, compared with 1.13% for FIYY.

They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 0.88% for FIVY and 1.07% for FIYY.

Portfolio Optimizer

Find the right allocation for FIVY and FIYY

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