PLTM vs. SMYY

Last updated Jun 4, 2026

PLTM (GraniteShares Platinum Trust) and SMYY (GraniteShares YieldBOOST SMCI ETF) are both exchange-traded funds - PLTM is a Precious Metals fund tracking the Platinum London PM Fix ($/ozt), while SMYY is a Options Trading fund managed by GraniteShares. At a 0.27 correlation, their price movements are largely independent. PLTM charges 0.50%/yr vs 1.07%/yr for SMYY.

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.

Returns By Period

In the year-to-date period, PLTM achieves a -9.33% return, which is significantly lower than SMYY's 6.70% return.

PLTM

• 1D: -3.82%
• 1M: -4.28%
• YTD: -9.33%
• 6M: 11.67%
• 1Y: 71.85%
• 3Y*: 22.22%
• 5Y*: 9.22%
• 10Y*: —

SMYY

• 1D: -0.53%
• 1M: 3.58%
• YTD: 6.70%
• 6M: -8.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTM vs. SMYY - Yearly Performance Comparison

	2026 (YTD)	2025
PLTM GraniteShares Platinum Trust	-9.33%	30.58%
SMYY GraniteShares YieldBOOST SMCI ETF	6.70%	-27.52%

Correlation

The correlation between PLTM and SMYY is 0.27, 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 1, 2025	0.27

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: 36
PLTM Sharpe Ratio Rank: 39
PLTM Sortino Ratio Rank: 33
PLTM Omega Ratio Rank: 39
PLTM Calmar Ratio Rank: 42
PLTM Martin Ratio Rank: 30

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	1.41	—	—
Sortino ratio Return per unit of downside risk	1.80	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	2.09	—	—
Martin ratio Return relative to average drawdown	4.43	—	—
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	1.41	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	-0.98	+1.21

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 (3Y) Largest decline over 3 years	-34.52%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.52%	—	—
Current Drawdown Current decline from peak	-33.02%	-28.74%	-4.28%
Average Drawdown Average peak-to-trough decline	-18.55%	-25.15%	+6.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.28%	—	—

Volatility

Volatility by Period

	PLTM	SMYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	51.40%	32.69%	+18.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.83%	32.69%	+0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.98%	32.69%	-1.71%

PLTM vs. SMYY - Expense Ratio Comparison

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

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 146.89%.

Position	TTM	2025
PLTM GraniteShares Platinum Trust	0.00%	0.00%
SMYY GraniteShares YieldBOOST SMCI ETF	146.89%	53.33%

Frequently Asked Questions

Can I hold both PLTM and SMYY in my portfolio?

PLTM and SMYY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PLTM or SMYY?

On fees, PLTM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLTM or SMYY?

PLTM is cheaper with a 0.50% expense ratio, compared with 1.07% for SMYY.

Which ETF pays a higher dividend yield, PLTM or SMYY?

SMYY has the higher dividend yield at 146.89%, compared with 0.00% for PLTM.

What is the main difference between PLTM and SMYY?

PLTM is categorized as Precious Metals, while SMYY is Options Trading. Their fees differ too: 0.50% for PLTM and 1.07% for SMYY.