RGYY vs. PBP
RGYY (GraniteShares YieldBOOST RGTI ETF) and PBP (Invesco S&P 500 BuyWrite ETF) are both Derivative Income funds. RGYY is actively managed, while PBP is passively managed. At a 0.40 correlation, their price movements are largely independent. RGYY charges 1.07%/yr vs 0.29%/yr for PBP.
Performance
RGYY vs. PBP - 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 PBP's 6.00% return.
RGYY
- 1D
- -1.05%
- 1M
- -5.21%
- 6M
- -28.19%
- YTD
- -28.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PBP
- 1D
- -0.07%
- 1M
- 0.87%
- 6M
- 6.00%
- YTD
- 6.00%
- 1Y
- 16.94%
- 3Y*
- 11.75%
- 5Y*
- 7.90%
- 10Y*
- 7.12%
RGYY vs. PBP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGYY GraniteShares YieldBOOST RGTI ETF | -28.19% | -11.14% |
PBP Invesco S&P 500 BuyWrite ETF | 6.00% | 2.41% |
Correlation
The correlation between RGYY and PBP is 0.40, 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 | 0.40 |
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Return for Risk
RGYY vs. PBP — Risk / Return Rank
RGYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PBP
RGYY vs. PBP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RGTI ETF (RGYY) and Invesco S&P 500 BuyWrite ETF (PBP). 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 | PBP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.51 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.26 | — |
| Martin ratioReturn relative to average drawdown | — | 16.79 | — |
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Drawdowns
RGYY vs. PBP - Drawdown Comparison
The maximum RGYY drawdown since its inception was -37.05%, smaller than the maximum PBP drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for RGYY and PBP.
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Drawdown Indicators
| RGYY | PBP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.05% | -43.43% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.22% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.31% | — |
Current DrawdownCurrent decline from peak | -36.89% | -0.07% | -36.82% |
Average DrawdownAverage peak-to-trough decline | -24.56% | -6.67% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.01% | — |
Volatility
RGYY vs. PBP - Volatility Comparison
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Volatility by Period
| RGYY | PBP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.14% | 7.19% | +23.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.14% | 11.88% | +19.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.14% | 13.65% | +17.49% |
RGYY vs. PBP - Expense Ratio Comparison
RGYY has a 1.07% expense ratio, which is higher than PBP's 0.29% expense ratio.
Dividends
RGYY vs. PBP - Dividend Comparison
RGYY's dividend yield for the trailing twelve months is around 133.91%, more than PBP's 11.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBP Invesco S&P 500 BuyWrite ETF | 11.19% | 11.12% | 9.36% | 3.35% | 1.33% | 6.21% | 1.41% | 5.04% | 2.59% | 10.86% | 2.56% | 6.19% |
RGYY GraniteShares YieldBOOST RGTI ETF | 133.91% | 15.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RGYY and PBP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PBP is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PBP is cheaper with a 0.29% expense ratio, compared with 1.07% for RGYY.
RGYY has the higher dividend yield at 133.91%, compared with 11.19% for PBP.
They also come from different issuers: GraniteShares and Invesco. Their fees differ too: 1.07% for RGYY and 0.29% for PBP.
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