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QBY vs. FYEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBY vs. FYEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST QBTS ETF (QBY) and Fidelity Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QBY achieves a -26.67% return, which is significantly lower than FYEE's 6.49% return.


QBY

1D
0.07%
1M
0.40%
YTD
-26.67%
6M
-31.10%
1Y
3Y*
5Y*
10Y*

FYEE

1D
-0.03%
1M
0.47%
YTD
6.49%
6M
6.43%
1Y
23.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBY vs. FYEE - Yearly Performance Comparison


Correlation

The correlation between QBY and FYEE is 0.44, 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 Nov 25, 2025

0.44

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Return for Risk

QBY vs. FYEE — Risk / Return Rank

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

QBY

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


FYEE
FYEE Risk / Return Rank: 7575
Overall Rank
FYEE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FYEE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FYEE Omega Ratio Rank: 8282
Omega Ratio Rank
FYEE Calmar Ratio Rank: 6666
Calmar Ratio Rank
FYEE Martin Ratio Rank: 8181
Martin Ratio Rank
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.

QBY vs. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST QBTS ETF (QBY) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.


QBYFYEEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

3.20

Martin ratioReturn relative to average drawdown

15.71

QBY vs. FYEE - Sharpe Ratio Comparison


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Drawdowns

QBY vs. FYEE - Drawdown Comparison

The maximum QBY drawdown since its inception was -38.93%, which is greater than FYEE's maximum drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for QBY and FYEE.


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Drawdown Indicators


QBYFYEEDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-18.79%

-20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

Current Drawdown

Current decline from peak

-33.71%

-0.81%

-32.90%

Average Drawdown

Average peak-to-trough decline

-25.96%

-2.23%

-23.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

QBY vs. FYEE - Volatility Comparison


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Volatility by Period


QBYFYEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

Volatility (1Y)

Calculated over the trailing 1-year period

31.87%

10.24%

+21.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.87%

13.92%

+17.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.87%

13.92%

+17.95%

QBY vs. FYEE - Expense Ratio Comparison

QBY has a 1.07% expense ratio, which is higher than FYEE's 0.28% expense ratio.


Dividends

QBY vs. FYEE - Dividend Comparison

QBY's dividend yield for the trailing twelve months is around 114.26%, more than FYEE's 8.53% yield.


PositionTTM20252024
FYEE
Fidelity Yield Enhanced Equity ETF
8.53%7.08%5.45%
QBY
GraniteShares YieldBOOST QBTS ETF
114.26%15.05%0.00%

Frequently Asked Questions


QBY and FYEE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FYEE is cheaper with a 0.28% expense ratio, compared with 1.07% for QBY.

QBY has the higher dividend yield at 114.26%, compared with 8.53% for FYEE.

They also come from different issuers: GraniteShares and Fidelity. Their fees differ too: 1.07% for QBY and 0.28% for FYEE.

Portfolio Optimizer

Find the right allocation for QBY and FYEE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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