LFGY vs. FIYY

Last updated Jul 12, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both Derivative Income funds. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. LFGY charges 1.02%/yr vs 1.07%/yr for FIYY.

Performance

LFGY vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LFGY

• 1D: -1.40%
• 1M: -5.05%
• 6M: 3.45%
• YTD: 9.03%
• 1Y: -6.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIYY

• 1D: 0.13%
• 1M: -0.57%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. FIYY - Yearly Performance Comparison

	2026 (YTD)
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	-3.94%
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	-1.94%

Correlation

The correlation between LFGY and FIYY is 0.41, 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	0.41

Return for Risk

LFGY vs. FIYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LFGY

LFGY Risk / Return Rank: 8
LFGY Sharpe Ratio Rank: 8
LFGY Sortino Ratio Rank: 8
LFGY Omega Ratio Rank: 8
LFGY Calmar Ratio Rank: 8
LFGY Martin Ratio Rank: 7

FIYY

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LFGY vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) 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.

	LFGY	FIYY	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	—	—
Sortino ratio: Return per unit of downside risk	0.01	—	—
Omega ratio: Gain probability vs. loss probability	1.00	—	—
Calmar ratio: Return relative to maximum drawdown	-0.20	—	—
Martin ratio: Return relative to average drawdown	-0.42	—	—

Drawdowns

LFGY vs. FIYY - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for LFGY and FIYY.

Drawdown Indicators

	LFGY	FIYY	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-2.51%	-33.43%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	—	—
Current Drawdown Current decline from peak	-16.72%	-2.07%	-14.65%
Average Drawdown Average peak-to-trough decline	-14.00%	-1.46%	-12.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.98%	—	—

Volatility

Volatility by Period

	LFGY	FIYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	31.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.93%	5.14%	+33.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.20%	5.14%	+37.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.20%	5.14%	+37.06%

LFGY vs. FIYY - Expense Ratio Comparison

LFGY has a 1.02% expense ratio, which is lower than FIYY's 1.07% expense ratio.

Dividends

LFGY vs. FIYY - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 85.45%, more than FIYY's 1.13% yield.

Position	TTM	2025
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF	1.13%	0.00%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	85.45%	94.90%

Frequently Asked Questions

Can I hold both LFGY and FIYY in my portfolio?

LFGY and FIYY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LFGY or FIYY?

On fees, LFGY is cheaper at 1.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LFGY or FIYY?

LFGY is cheaper with a 1.02% expense ratio, compared with 1.07% for FIYY.

Which ETF pays a higher dividend yield, LFGY or FIYY?

LFGY has the higher dividend yield at 85.45%, compared with 1.13% for FIYY.

What is the main difference between LFGY and FIYY?

They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 1.02% for LFGY and 1.07% for FIYY.