RTYY vs. MULL
RTYY (GraniteShares YieldBOOST RIOT ETF) and MULL (GraniteShares 2x Long MU Daily ETF) are both exchange-traded funds - RTYY is a Derivative Income fund actively managed by GraniteShares, while MULL is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. Their 0.48 correlation means their historical movements had little consistent relationship. RTYY charges 1.07%/yr vs 1.50%/yr for MULL.
Performance
RTYY vs. MULL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RTYY achieves a -1.11% return, which is significantly lower than MULL's 359.36% return.
RTYY
- 1D
- -1.25%
- 1M
- -5.25%
- 6M
- -5.19%
- YTD
- -1.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
MULL
- 1D
- -11.97%
- 1M
- -36.10%
- 6M
- 129.44%
- YTD
- 359.36%
- 1Y
- 2,639.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 446.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $191.48M | $219.09M | $265.13M | |
| $148.97K | $132.76K | $125.30K |
RTYY vs. MULL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RTYY GraniteShares YieldBOOST RIOT ETF | -1.11% | -14.43% |
MULL GraniteShares 2x Long MU Daily ETF | 359.36% | 34.16% |
Correlation
The correlation between RTYY and MULL is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025 | 0.48 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RTYY vs. MULL — Risk / Return Rank
RTYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MULL
RTYY vs. MULL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST RIOT ETF (RTYY) and GraniteShares 2x Long MU Daily ETF (MULL). 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.
| RTYY | MULL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.59 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 35.94 | — |
| Martin ratioReturn relative to average drawdown | — | 118.66 | — |
Loading charts...
Drawdowns
RTYY vs. MULL - Drawdown Comparison
The maximum RTYY drawdown since its inception was -22.42%, smaller than the maximum MULL drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for RTYY and MULL.
Loading charts...
Drawdown Indicators
| RTYY | MULL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.42% | -72.29% | +49.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -68.16% | — |
Current DrawdownCurrent decline from peak | -15.76% | -61.61% | +45.85% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -21.86% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 20.61% | — |
Volatility
RTYY vs. MULL - Volatility Comparison
Loading charts...
Volatility by Period
| RTYY | MULL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 61.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 135.25% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.73% | 162.81% | -134.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 149.74% | -121.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 149.74% | -121.01% |
RTYY vs. MULL - Expense Ratio Comparison
RTYY has a 1.07% expense ratio, which is lower than MULL's 1.50% expense ratio.
Dividends
RTYY vs. MULL - Dividend Comparison
RTYY's dividend yield for the trailing twelve months is around 124.76%, more than MULL's 0.08% yield.
| Position | TTM | 2025 |
|---|---|---|
MULL GraniteShares 2x Long MU Daily ETF | 0.08% | 0.39% |
RTYY GraniteShares YieldBOOST RIOT ETF | 124.76% | 13.45% |
Frequently Asked Questions
RTYY and MULL 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, RTYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RTYY is cheaper with a 1.07% expense ratio, compared with 1.50% for MULL.
RTYY has the higher dividend yield at 124.76%, compared with 0.08% for MULL.
RTYY is categorized as Derivative Income, while MULL is Leveraged Equities. Their fees differ too: 1.07% for RTYY and 1.50% for MULL.
Find the right allocation for RTYY and MULL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer