RGYY vs. IVVW
RGYY (GraniteShares YieldBOOST RGTI ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. RGYY is actively managed, while IVVW is passively managed. At a 0.48 correlation, their price movements are largely independent. RGYY charges 1.07%/yr vs 0.25%/yr for IVVW.
Performance
RGYY vs. IVVW - Performance Comparison
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Returns By Period
In the year-to-date period, RGYY achieves a -28.19% return, which is significantly lower than IVVW's 5.70% return.
RGYY
- 1D
- -1.05%
- 1M
- -5.21%
- 6M
- -28.19%
- YTD
- -28.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVVW
- 1D
- -0.02%
- 1M
- 0.80%
- 6M
- 5.70%
- YTD
- 5.70%
- 1Y
- 17.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RGYY vs. IVVW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGYY GraniteShares YieldBOOST RGTI ETF | -28.19% | -11.14% |
IVVW iShares S&P 500 BuyWrite ETF | 5.70% | 2.96% |
Correlation
The correlation between RGYY and IVVW is 0.48, 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 | 0.48 |
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Return for Risk
RGYY vs. IVVW — Risk / Return Rank
RGYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVVW
RGYY vs. IVVW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RGTI ETF (RGYY) and iShares S&P 500 BuyWrite ETF (IVVW). 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.
| RGYY | IVVW | Difference | |
|---|---|---|---|
| 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 | — | 3.00 | — |
| Martin ratioReturn relative to average drawdown | — | 15.95 | — |
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Drawdowns
RGYY vs. IVVW - Drawdown Comparison
The maximum RGYY drawdown since its inception was -37.05%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for RGYY and IVVW.
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Drawdown Indicators
| RGYY | IVVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.05% | -16.79% | -20.26% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.81% | — |
Current DrawdownCurrent decline from peak | -36.89% | -0.02% | -36.87% |
Average DrawdownAverage peak-to-trough decline | -24.56% | -1.72% | -22.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.09% | — |
Volatility
RGYY vs. IVVW - Volatility Comparison
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Volatility by Period
| RGYY | IVVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.14% | 8.09% | +23.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.14% | 12.64% | +18.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.14% | 12.64% | +18.50% |
RGYY vs. IVVW - Expense Ratio Comparison
RGYY has a 1.07% expense ratio, which is higher than IVVW's 0.25% expense ratio.
Dividends
RGYY vs. IVVW - Dividend Comparison
RGYY's dividend yield for the trailing twelve months is around 133.91%, more than IVVW's 19.26% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IVVW iShares S&P 500 BuyWrite ETF | 19.26% | 18.55% | 13.72% |
RGYY GraniteShares YieldBOOST RGTI ETF | 133.91% | 15.50% | 0.00% |
Frequently Asked Questions
RGYY and IVVW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVVW is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVVW is cheaper with a 0.25% expense ratio, compared with 1.07% for RGYY.
RGYY has the higher dividend yield at 133.91%, compared with 19.26% for IVVW.
They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.07% for RGYY and 0.25% for IVVW.
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