SMYY vs. BAR

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares Gold Trust (BAR).

SMYY and BAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMYY is managed by GraniteShares. BAR is a passively managed fund by GraniteShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Aug 31, 2017.

Performance

SMYY vs. BAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares Gold Trust (BAR). The values are adjusted to include any dividend payments, if applicable.

SMYY vs. BAR - Yearly Performance Comparison

	2026 (YTD)	2025
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%
BAR GraniteShares Gold Trust	8.57%	11.64%

Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly lower than BAR's 8.57% return.

SMYY

• 1D: 2.49%
• 1M: -5.82%
• YTD: -3.06%
• 6M: -29.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAR

• 1D: 3.76%
• 1M: -11.05%
• YTD: 8.57%
• 6M: 21.20%
• 1Y: 49.58%
• 3Y*: 33.22%
• 5Y*: 21.84%
• 10Y*: —

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

SMYY vs. BAR - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than BAR's 0.17% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

BAR

GraniteShares Gold Trust

Return for Risk

SMYY vs. BAR — Risk / Return Rank

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

BAR

BAR Risk / Return Rank: 87
BAR Sharpe Ratio Rank: 88
BAR Sortino Ratio Rank: 86
BAR Omega Ratio Rank: 86
BAR Calmar Ratio Rank: 88
BAR Martin Ratio Rank: 87

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.

SMYY vs. BAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares Gold Trust (BAR). 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

	SMYY	BAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.45	0.97	-2.42

Correlation

The correlation between SMYY and BAR is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SMYY vs. BAR - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 117.41%, while BAR has not paid dividends to shareholders.

	TTM	2025
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%
BAR GraniteShares Gold Trust	0.00%	0.00%

Drawdowns

SMYY vs. BAR - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than BAR's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for SMYY and BAR.

Drawdown Indicators

	SMYY	BAR	Difference
Max Drawdown Largest peak-to-trough decline	-36.84%	-21.53%	-15.31%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.91%	—
Current Drawdown Current decline from peak	-35.26%	-13.22%	-22.04%
Average Drawdown Average peak-to-trough decline	-23.05%	-6.29%	-16.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.19%	—

Volatility

Volatility by Period

	SMYY	BAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.19%	27.63%	+7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.19%	17.65%	+17.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.19%	16.30%	+18.89%