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RGYY vs. CMDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGYY vs. CMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST RGTI ETF (RGYY) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RGYY achieves a -24.93% return, which is significantly lower than CMDY's 15.88% return.


RGYY

1D
0.12%
1M
0.22%
YTD
-24.93%
6M
-31.29%
1Y
3Y*
5Y*
10Y*

CMDY

1D
-0.65%
1M
-8.01%
YTD
15.88%
6M
15.95%
1Y
21.57%
3Y*
11.93%
5Y*
9.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGYY vs. CMDY - Yearly Performance Comparison


Correlation

The correlation between RGYY and CMDY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

-0.08

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Return for Risk

RGYY vs. CMDY — Risk / Return Rank

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

RGYY

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


CMDY
CMDY Risk / Return Rank: 3939
Overall Rank
CMDY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 3535
Sortino Ratio Rank
CMDY Omega Ratio Rank: 3838
Omega Ratio Rank
CMDY Calmar Ratio Rank: 3939
Calmar Ratio Rank
CMDY Martin Ratio Rank: 4545
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.

RGYY vs. CMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RGTI ETF (RGYY) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.


RGYYCMDYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.92

Martin ratioReturn relative to average drawdown

7.24

RGYY vs. CMDY - Sharpe Ratio Comparison


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Drawdowns

RGYY vs. CMDY - Drawdown Comparison

The maximum RGYY drawdown since its inception was -37.05%, which is greater than CMDY's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for RGYY and CMDY.


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Drawdown Indicators


RGYYCMDYDifference

Max Drawdown

Largest peak-to-trough decline

-37.05%

-31.19%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

Current Drawdown

Current decline from peak

-34.01%

-11.29%

-22.72%

Average Drawdown

Average peak-to-trough decline

-23.93%

-13.11%

-10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

RGYY vs. CMDY - Volatility Comparison


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Volatility by Period


RGYYCMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

31.63%

16.32%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.63%

15.76%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.63%

14.63%

+17.00%

RGYY vs. CMDY - Expense Ratio Comparison

RGYY has a 1.07% expense ratio, which is higher than CMDY's 0.28% expense ratio.


Dividends

RGYY vs. CMDY - Dividend Comparison

RGYY's dividend yield for the trailing twelve months is around 119.63%, more than CMDY's 11.13% yield.


PositionTTM20252024202320222021202020192018
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
11.13%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%
RGYY
GraniteShares YieldBOOST RGTI ETF
119.63%15.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RGYY and CMDY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CMDY is cheaper with a 0.28% expense ratio, compared with 1.07% for RGYY.

RGYY has the higher dividend yield at 119.63%, compared with 11.13% for CMDY.

RGYY is categorized as Derivative Income, while CMDY is Commodities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.07% for RGYY and 0.28% for CMDY.

Portfolio Optimizer

Find the right allocation for RGYY and CMDY

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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