PLTM vs. SMYY

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares Platinum Trust (PLTM) and GraniteShares YieldBOOST SMCI ETF (SMYY).

PLTM and SMYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTM is a passively managed fund by GraniteShares that tracks the performance of the Platinum London PM Fix ($/ozt). It was launched on Jan 22, 2018. SMYY is managed by GraniteShares.

Performance

PLTM vs. SMYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) and GraniteShares YieldBOOST SMCI ETF (SMYY). The values are adjusted to include any dividend payments, if applicable.

PLTM vs. SMYY - Yearly Performance Comparison

	2026 (YTD)	2025
PLTM GraniteShares Platinum Trust	-4.16%	30.58%
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%

Returns By Period

In the year-to-date period, PLTM achieves a -4.16% return, which is significantly lower than SMYY's -3.06% return.

PLTM

• 1D: 3.79%
• 1M: -16.88%
• YTD: -4.16%
• 6M: 25.15%
• 1Y: 95.35%
• 3Y*: 24.98%
• 5Y*: 9.65%
• 10Y*: —

SMYY

• 1D: 2.49%
• 1M: -5.82%
• YTD: -3.06%
• 6M: -29.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTM vs. SMYY - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is lower than SMYY's 1.07% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

PLTM

GraniteShares Platinum Trust

Return for Risk

PLTM vs. SMYY — Risk / Return Rank

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

PLTM

PLTM Risk / Return Rank: 86
PLTM Sharpe Ratio Rank: 90
PLTM Sortino Ratio Rank: 85
PLTM Omega Ratio Rank: 86
PLTM Calmar Ratio Rank: 89
PLTM Martin Ratio Rank: 82

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.

PLTM vs. SMYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) and GraniteShares YieldBOOST SMCI ETF (SMYY). 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.

	PLTM	SMYY	Difference
Sharpe ratio Return per unit of total volatility	1.92	—	—
Sortino ratio Return per unit of downside risk	2.18	—	—
Omega ratio Gain probability vs. loss probability	1.33	—	—
Calmar ratio Return relative to maximum drawdown	2.85	—	—
Martin ratio Return relative to average drawdown	8.61	—	—
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

	PLTM	SMYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	-1.45	+1.72

Correlation

The correlation between PLTM and SMYY is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PLTM vs. SMYY - Dividend Comparison

PLTM has not paid dividends to shareholders, while SMYY's dividend yield for the trailing twelve months is around 117.41%.

	TTM	2025
PLTM GraniteShares Platinum Trust	0.00%	0.00%
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%

Drawdowns

PLTM vs. SMYY - Drawdown Comparison

The maximum PLTM drawdown since its inception was -42.32%, which is greater than SMYY's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for PLTM and SMYY.

Drawdown Indicators

	PLTM	SMYY	Difference
Max Drawdown Largest peak-to-trough decline	-42.32%	-36.84%	-5.48%
Max Drawdown (1Y) Largest decline over 1 year	-34.52%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.68%	—	—
Current Drawdown Current decline from peak	-29.20%	-35.26%	+6.06%
Average Drawdown Average peak-to-trough decline	-18.35%	-23.05%	+4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.43%	—	—

Volatility

Volatility by Period

	PLTM	SMYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	49.91%	35.19%	+14.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.39%	35.19%	-2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.82%	35.19%	-4.37%