LDRX vs. FIYY
LDRX (SGI Enhanced Market Leaders ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. LDRX charges 0.59%/yr vs 1.07%/yr for FIYY.
Performance
LDRX vs. FIYY - Performance Comparison
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Returns By Period
LDRX
- 1D
- -0.76%
- 1M
- 0.67%
- 6M
- 8.96%
- YTD
- 9.04%
- 1Y
- 21.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIYY
- 1D
- 0.04%
- 1M
- -0.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRX vs. FIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
LDRX SGI Enhanced Market Leaders ETF | 4.58% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | -1.79% |
Correlation
The correlation between LDRX and FIYY is 0.38, 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 | 0.38 |
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Return for Risk
LDRX vs. FIYY — Risk / Return Rank
LDRX
FIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LDRX vs. FIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Market Leaders ETF (LDRX) 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.
| LDRX | FIYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | — | — |
| Martin ratioReturn relative to average drawdown | 7.83 | — | — |
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Drawdowns
LDRX vs. FIYY - Drawdown Comparison
The maximum LDRX drawdown since its inception was -10.62%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for LDRX and FIYY.
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Drawdown Indicators
| LDRX | FIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.62% | -2.51% | -8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -1.91% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -1.50% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | — | — |
Volatility
LDRX vs. FIYY - Volatility Comparison
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Volatility by Period
| LDRX | FIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 4.95% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.24% | 4.95% | +8.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.24% | 4.95% | +8.29% |
LDRX vs. FIYY - Expense Ratio Comparison
LDRX has a 0.59% expense ratio, which is lower than FIYY's 1.07% expense ratio.
Dividends
LDRX vs. FIYY - Dividend Comparison
LDRX's dividend yield for the trailing twelve months is around 1.10%, less than FIYY's 1.13% yield.
| Position | TTM | 2025 |
|---|---|---|
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 1.13% | 0.00% |
LDRX SGI Enhanced Market Leaders ETF | 1.10% | 1.19% |
Frequently Asked Questions
LDRX and FIYY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LDRX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LDRX is cheaper with a 0.59% expense ratio, compared with 1.07% for FIYY.
FIYY has the higher dividend yield at 1.13%, compared with 1.10% for LDRX.
They also come from different issuers: Summit Global Investments and GraniteShares. Their fees differ too: 0.59% for LDRX and 1.07% for FIYY.
Find the right allocation for LDRX and FIYY
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