HOYY vs. IWMI
Compare and contrast key facts about GraniteShares YieldBOOST HOOD ETF (HOYY) and NEOS Russell 2000 High Income ETF (IWMI).
HOYY and IWMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HOYY is an actively managed fund by GraniteShares. It was launched on Sep 29, 2025. IWMI is an actively managed fund by Neos. It was launched on Jun 24, 2024.
Performance
HOYY vs. IWMI - Performance Comparison
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HOYY vs. IWMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOYY GraniteShares YieldBOOST HOOD ETF | -30.77% | -24.36% |
IWMI NEOS Russell 2000 High Income ETF | 1.97% | 3.86% |
Returns By Period
In the year-to-date period, HOYY achieves a -30.77% return, which is significantly lower than IWMI's 1.97% return.
HOYY
- 1D
- 0.01%
- 1M
- -12.02%
- YTD
- -30.77%
- 6M
- -47.20%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWMI
- 1D
- 0.61%
- 1M
- -2.25%
- YTD
- 1.97%
- 6M
- 5.27%
- 1Y
- 25.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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HOYY vs. IWMI - Expense Ratio Comparison
HOYY has a 1.07% expense ratio, which is higher than IWMI's 0.68% expense ratio.
Return for Risk
HOYY vs. IWMI — Risk / Return Rank
HOYY
IWMI
HOYY vs. IWMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST HOOD ETF (HOYY) and NEOS Russell 2000 High Income ETF (IWMI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| HOYY | IWMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.77 | 0.74 | -2.51 |
Correlation
The correlation between HOYY and IWMI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HOYY vs. IWMI - Dividend Comparison
HOYY's dividend yield for the trailing twelve months is around 148.36%, more than IWMI's 14.33% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
HOYY GraniteShares YieldBOOST HOOD ETF | 148.36% | 50.51% | 0.00% |
IWMI NEOS Russell 2000 High Income ETF | 14.33% | 14.05% | 8.78% |
Drawdowns
HOYY vs. IWMI - Drawdown Comparison
The maximum HOYY drawdown since its inception was -51.54%, which is greater than IWMI's maximum drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for HOYY and IWMI.
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Drawdown Indicators
| HOYY | IWMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.54% | -23.88% | -27.66% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.40% | — |
Current DrawdownCurrent decline from peak | -50.41% | -4.22% | -46.19% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -4.44% | -22.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.72% | — |
Volatility
HOYY vs. IWMI - Volatility Comparison
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Volatility by Period
| HOYY | IWMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.25% | 19.09% | +22.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.25% | 18.26% | +22.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.25% | 18.26% | +22.99% |