GOLI vs. FIYY
GOLI (Defiance Gold Enhanced Options Income ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. Both are actively managed. At a 0.22 correlation, their price movements are largely independent. GOLI charges 0.99%/yr vs 1.07%/yr for FIYY.
Performance
GOLI vs. FIYY - Performance Comparison
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Returns By Period
GOLI
- 1D
- 1.26%
- 1M
- -2.89%
- 6M
- -15.00%
- YTD
- -9.82%
- 1Y
- 2.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.95%
FIYY
- 1D
- -0.04%
- 1M
- -0.47%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GOLI vs. FIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GOLI Defiance Gold Enhanced Options Income ETF | -8.98% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | -1.79% |
Correlation
The correlation between GOLI and FIYY is 0.22, 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 | 0.22 |
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Return for Risk
GOLI vs. FIYY — Risk / Return Rank
GOLI
FIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOLI vs. FIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Gold Enhanced Options Income ETF (GOLI) 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.
| GOLI | FIYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | — | — |
| Martin ratioReturn relative to average drawdown | 0.30 | — | — |
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Drawdowns
GOLI vs. FIYY - Drawdown Comparison
The maximum GOLI drawdown since its inception was -25.88%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for GOLI and FIYY.
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Drawdown Indicators
| GOLI | FIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.88% | -2.51% | -23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -25.88% | — | — |
Current DrawdownCurrent decline from peak | -19.81% | -1.91% | -17.90% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -1.52% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.85% | — | — |
Volatility
GOLI vs. FIYY - Volatility Comparison
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Volatility by Period
| GOLI | FIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.15% | 4.81% | +20.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 4.81% | +18.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.16% | 4.81% | +18.35% |
GOLI vs. FIYY - Expense Ratio Comparison
GOLI has a 0.99% expense ratio, which is lower than FIYY's 1.07% expense ratio.
Dividends
GOLI vs. FIYY - Dividend Comparison
GOLI's dividend yield for the trailing twelve months is around 50.69%, more than FIYY's 1.17% yield.
| Position | TTM | 2025 |
|---|---|---|
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 1.17% | 0.00% |
GOLI Defiance Gold Enhanced Options Income ETF | 50.69% | 37.38% |
Frequently Asked Questions
GOLI and FIYY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GOLI is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GOLI is cheaper with a 0.99% expense ratio, compared with 1.07% for FIYY.
GOLI has the higher dividend yield at 50.69%, compared with 1.17% for FIYY.
They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 0.99% for GOLI and 1.07% for FIYY.
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