NVYY vs. FUTG

Last updated Jun 4, 2026

NVYY (GraniteShares YieldBOOST NVDA ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. NVYY charges 1.07%/yr vs 0.75%/yr for FUTG.

Performance

NVYY vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST NVDA ETF (NVYY) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NVYY achieves a 4.60% return, which is significantly higher than FUTG's -75.53% return.

NVYY

• 1D: -0.48%
• 1M: 4.98%
• YTD: 4.60%
• 6M: 3.99%
• 1Y: 31.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NVYY vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
NVYY GraniteShares YieldBOOST NVDA ETF	4.60%	1.06%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-0.80%

Correlation

The correlation between NVYY and FUTG 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 Oct 15, 2025	0.38

Return for Risk

NVYY vs. FUTG — Risk / Return Rank

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

NVYY

NVYY Risk / Return Rank: 35
NVYY Sharpe Ratio Rank: 35
NVYY Sortino Ratio Rank: 31
NVYY Omega Ratio Rank: 36
NVYY Calmar Ratio Rank: 42
NVYY Martin Ratio Rank: 32

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.

NVYY vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.

	NVYY	FUTG	Difference
Sharpe ratio: Return per unit of total volatility	1.29	—	—
Sortino ratio: Return per unit of downside risk	1.71	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	2.10	—	—
Martin ratio: Return relative to average drawdown	4.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	NVYY	FUTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	-0.66	+2.14

Drawdowns

NVYY vs. FUTG - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for NVYY and FUTG.

Drawdown Indicators

	NVYY	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-14.90%	-86.19%	+71.29%
Max Drawdown (1Y) Largest decline over 1 year	-14.90%	—	—
Current Drawdown Current decline from peak	-4.86%	-84.29%	+79.43%
Average Drawdown Average peak-to-trough decline	-5.00%	-40.35%	+35.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.50%	—	—

Volatility

Volatility by Period

	NVYY	FUTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.28%	136.01%	-111.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	136.01%	-111.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.10%	136.01%	-111.91%

NVYY vs. FUTG - Expense Ratio Comparison

NVYY has a 1.07% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

NVYY vs. FUTG - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 147.62%, while FUTG has not paid dividends to shareholders.

Position	TTM	2025
FUTG Leverage Shares 2X Long FUTU Daily ETF	0.00%	0.00%
NVYY GraniteShares YieldBOOST NVDA ETF	147.62%	75.30%

Frequently Asked Questions

Can I hold both NVYY and FUTG in my portfolio?

NVYY and FUTG 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.

Which ETF is better, NVYY or FUTG?

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NVYY or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.07% for NVYY.

Which ETF pays a higher dividend yield, NVYY or FUTG?

NVYY has the higher dividend yield at 147.62%, compared with 0.00% for FUTG.

What is the main difference between NVYY and FUTG?

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.07% for NVYY and 0.75% for FUTG.