RGYY vs. DJP

Last updated Jun 6, 2026

RGYY (GraniteShares YieldBOOST RGTI ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - RGYY is a Derivative Income fund actively managed by GraniteShares, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. RGYY is actively managed, while DJP is passively managed. At a correlation of -0.06, they often move in opposite directions. RGYY charges 1.07%/yr vs 0.70%/yr for DJP.

Performance

RGYY vs. DJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST RGTI ETF (RGYY) and iPath Bloomberg Commodity Index Total Return ETN (DJP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGYY achieves a -27.61% return, which is significantly lower than DJP's 25.37% return.

RGYY

• 1D: -2.20%
• 1M: -6.03%
• YTD: -27.61%
• 6M: -35.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJP

• 1D: -2.86%
• 1M: -4.36%
• YTD: 25.37%
• 6M: 22.70%
• 1Y: 38.09%
• 3Y*: 16.15%
• 5Y*: 11.54%
• 10Y*: 6.76%

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

RGYY vs. DJP - Yearly Performance Comparison

	2026 (YTD)	2025
RGYY GraniteShares YieldBOOST RGTI ETF	-27.61%	-12.10%
DJP iPath Bloomberg Commodity Index Total Return ETN	25.37%	2.79%

Correlation

The correlation between RGYY and DJP is -0.06, 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 26, 2025	-0.06

Return for Risk

RGYY vs. DJP — Risk / Return Rank

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

DJP

DJP Risk / Return Rank: 65
DJP Sharpe Ratio Rank: 63
DJP Sortino Ratio Rank: 55
DJP Omega Ratio Rank: 61
DJP Calmar Ratio Rank: 84
DJP Martin Ratio Rank: 64

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. DJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RGTI ETF (RGYY) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.

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

Sharpe Ratios by Period

	RGYY	DJP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.99	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.80	-0.01	-1.79

Drawdowns

RGYY vs. DJP - Drawdown Comparison

The maximum RGYY drawdown since its inception was -37.05%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for RGYY and DJP.

Drawdown Indicators

	RGYY	DJP	Difference
Max Drawdown Largest peak-to-trough decline	-37.05%	-78.35%	+41.30%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.36%	—
Current Drawdown Current decline from peak	-36.37%	-35.53%	-0.84%
Average Drawdown Average peak-to-trough decline	-23.23%	-50.86%	+27.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.42%	—

Volatility

Volatility by Period

	RGYY	DJP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.42%	19.21%	+13.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.42%	19.00%	+13.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.42%	17.09%	+15.33%

RGYY vs. DJP - Expense Ratio Comparison

RGYY has a 1.07% expense ratio, which is higher than DJP's 0.70% expense ratio.

Dividends

RGYY vs. DJP - Dividend Comparison

RGYY's dividend yield for the trailing twelve months is around 115.50%, while DJP has not paid dividends to shareholders.

Position	TTM	2025
DJP iPath Bloomberg Commodity Index Total Return ETN	0.00%	0.00%
RGYY GraniteShares YieldBOOST RGTI ETF	115.50%	15.50%

Frequently Asked Questions

Can I hold both RGYY and DJP in my portfolio?

RGYY and DJP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RGYY or DJP?

On fees, DJP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RGYY or DJP?

DJP is cheaper with a 0.70% expense ratio, compared with 1.07% for RGYY.

Which ETF pays a higher dividend yield, RGYY or DJP?

RGYY has the higher dividend yield at 115.50%, compared with 0.00% for DJP.

What is the main difference between RGYY and DJP?

RGYY is categorized as Derivative Income, while DJP is Commodities. They also come from different issuers: GraniteShares and Barclays Capital. Their fees differ too: 1.07% for RGYY and 0.70% for DJP.