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HOYY vs. RBLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOYY vs. RBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST HOOD ETF (HOYY) and YieldMax RBLX Option Income Strategy ETF (RBLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOYY achieves a -31.03% return, which is significantly higher than RBLY's -54.42% return.


HOYY

1D
0.86%
1M
-4.16%
6M
-19.22%
YTD
-31.03%
1Y
3Y*
5Y*
10Y*
ALL TIME*

RBLY

1D
0.90%
1M
-30.15%
6M
-43.26%
YTD
-54.42%
1Y
-68.97%
3Y*
5Y*
10Y*
ALL TIME*
-65.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$112.29K$103.91K$156.72K
$189.93K$215.88K$158.18K

HOYY vs. RBLY - Yearly Performance Comparison


2026 (YTD)2025
HOYY
GraniteShares YieldBOOST HOOD ETF
-31.03%-23.57%
RBLY
YieldMax RBLX Option Income Strategy ETF
-54.42%-36.48%

Correlation

The correlation between HOYY and RBLY is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.25

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Return for Risk

HOYY vs. RBLY — Risk / Return Rank

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

HOYY

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


RBLY
RBLY Risk / Return Rank: 00
Overall Rank
RBLY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RBLY Sortino Ratio Rank: 00
Sortino Ratio Rank
RBLY Omega Ratio Rank: 00
Omega Ratio Rank
RBLY Calmar Ratio Rank: 11
Calmar Ratio Rank
RBLY Martin Ratio Rank: 11
Martin Ratio Rank
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.

HOYY vs. RBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST HOOD ETF (HOYY) and YieldMax RBLX Option Income Strategy ETF (RBLY). 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.


HOYYRBLYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.72

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.56

HOYY vs. RBLY - Sharpe Ratio Comparison


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Drawdowns

HOYY vs. RBLY - Drawdown Comparison

The maximum HOYY drawdown since its inception was -51.67%, smaller than the maximum RBLY drawdown of -71.61%. Use the drawdown chart below to compare losses from any high point for HOYY and RBLY.


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Drawdown Indicators


HOYYRBLYDifference

Max Drawdown

Largest peak-to-trough decline

-51.67%

-71.61%

+19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-71.61%

Current Drawdown

Current decline from peak

-50.60%

-71.05%

+20.45%

Average Drawdown

Average peak-to-trough decline

-35.68%

-37.70%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.22%

Volatility

HOYY vs. RBLY - Volatility Comparison


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Volatility by Period


HOYYRBLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.06%

Volatility (6M)

Calculated over the trailing 6-month period

49.36%

Volatility (1Y)

Calculated over the trailing 1-year period

33.94%

57.31%

-23.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.94%

58.46%

-24.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.94%

58.46%

-24.52%

HOYY vs. RBLY - Expense Ratio Comparison

HOYY has a 1.07% expense ratio, which is higher than RBLY's 0.99% expense ratio.


Dividends

HOYY vs. RBLY - Dividend Comparison

HOYY's dividend yield for the trailing twelve months is around 232.02%, more than RBLY's 193.21% yield.


PositionTTM2025
HOYY
GraniteShares YieldBOOST HOOD ETF
232.02%50.51%
RBLY
YieldMax RBLX Option Income Strategy ETF
193.21%36.84%

Frequently Asked Questions


HOYY and RBLY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

RBLY is cheaper with a 0.99% expense ratio, compared with 1.07% for HOYY.

HOYY has the higher dividend yield at 232.02%, compared with 193.21% for RBLY.

They also come from different issuers: GraniteShares and YieldMax. Their fees differ too: 1.07% for HOYY and 0.99% for RBLY.

Portfolio Optimizer

Find the right allocation for HOYY and RBLY

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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