SMYY vs. DMAR

Last updated Jun 24, 2026

SMYY (GraniteShares YieldBOOST SMCI ETF) and DMAR (FT Cboe Vest U.S. Equity Deep Buffer ETF - March) are both Options Trading funds. At a 0.41 correlation, their price movements are largely independent. SMYY charges 1.07%/yr vs 0.85%/yr for DMAR.

Performance

SMYY vs. DMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SMYY achieves a 0.25% return, which is significantly lower than DMAR's 6.84% return.

SMYY

• 1D: -0.40%
• 1M: -3.62%
• YTD: 0.25%
• 6M: -5.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DMAR

• 1D: -0.31%
• 1M: -0.06%
• YTD: 6.84%
• 6M: 6.93%
• 1Y: 13.82%
• 3Y*: 11.70%
• 5Y*: 7.52%
• 10Y*: —

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

SMYY vs. DMAR - Yearly Performance Comparison

	2026 (YTD)	2025
SMYY GraniteShares YieldBOOST SMCI ETF	0.25%	-27.35%
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	6.84%	2.27%

Correlation

The correlation between SMYY and DMAR is 0.41, 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 Sep 30, 2025	0.41

Return for Risk

SMYY vs. DMAR — Risk / Return Rank

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

SMYY

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

DMAR

DMAR Risk / Return Rank: 97
DMAR Sharpe Ratio Rank: 96
DMAR Sortino Ratio Rank: 97
DMAR Omega Ratio Rank: 97
DMAR Calmar Ratio Rank: 97
DMAR Martin Ratio Rank: 98

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. DMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). 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.

	SMYY	DMAR	Difference
Sharpe ratio: Return per unit of total volatility	—	3.71	—
Sortino ratio: Return per unit of downside risk	—	6.08	—
Omega ratio: Gain probability vs. loss probability	—	1.92	—
Calmar ratio: Return relative to maximum drawdown	—	9.06	—
Martin ratio: Return relative to average drawdown	—	53.38	—

Drawdowns

SMYY vs. DMAR - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than DMAR's maximum drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for SMYY and DMAR.

Drawdown Indicators

	SMYY	DMAR	Difference
Max Drawdown Largest peak-to-trough decline	-36.84%	-9.84%	-27.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.53%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.84%	—
Current Drawdown Current decline from peak	-33.05%	-0.50%	-32.55%
Average Drawdown Average peak-to-trough decline	-25.53%	-1.83%	-23.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.26%	—

Volatility

Volatility by Period

	SMYY	DMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.17%	3.77%	+28.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.17%	7.06%	+25.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.17%	6.96%	+25.21%

SMYY vs. DMAR - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than DMAR's 0.85% expense ratio.

Dividends

SMYY vs. DMAR - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 170.88%, while DMAR has not paid dividends to shareholders.

Position	TTM	2025
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	0.00%	0.00%
SMYY GraniteShares YieldBOOST SMCI ETF	170.88%	53.33%

Frequently Asked Questions

Can I hold both SMYY and DMAR in my portfolio?

SMYY and DMAR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SMYY or DMAR?

On fees, DMAR is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SMYY or DMAR?

DMAR is cheaper with a 0.85% expense ratio, compared with 1.07% for SMYY.

Which ETF pays a higher dividend yield, SMYY or DMAR?

SMYY has the higher dividend yield at 170.88%, compared with 0.00% for DMAR.

What is the main difference between SMYY and DMAR?

They also come from different issuers: GraniteShares and FT Vest. Their fees differ too: 1.07% for SMYY and 0.85% for DMAR.