SMYY vs. PLTM

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares Platinum Trust (PLTM).

SMYY and PLTM 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. PLTM is a passively managed fund by GraniteShares that tracks the performance of the Platinum London PM Fix ($/ozt). It was launched on Jan 22, 2018.

Performance

SMYY vs. PLTM - Performance Comparison

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

SMYY vs. PLTM - Yearly Performance Comparison

	2026 (YTD)	2025
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%
PLTM GraniteShares Platinum Trust	-4.16%	30.58%

Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly higher than PLTM's -4.16% return.

SMYY

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

PLTM

• 1D: 3.79%
• 1M: -16.88%
• YTD: -4.16%
• 6M: 25.15%
• 1Y: 95.35%
• 3Y*: 24.98%
• 5Y*: 9.65%
• 10Y*: —

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

SMYY vs. PLTM - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than PLTM's 0.50% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

PLTM

GraniteShares Platinum Trust

Return for Risk

SMYY vs. PLTM — Risk / Return Rank

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

PLTM

PLTM Risk / Return Rank: 86
PLTM Sharpe Ratio Rank: 90
PLTM Sortino Ratio Rank: 85
PLTM Omega Ratio Rank: 86
PLTM Calmar Ratio Rank: 89
PLTM Martin Ratio Rank: 82

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. PLTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares Platinum Trust (PLTM). 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	PLTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.45	0.27	-1.72

Correlation

The correlation between SMYY and PLTM is 0.25, 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. PLTM - Dividend Comparison

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

	TTM	2025
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%
PLTM GraniteShares Platinum Trust	0.00%	0.00%

Drawdowns

SMYY vs. PLTM - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, smaller than the maximum PLTM drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for SMYY and PLTM.

Drawdown Indicators

	SMYY	PLTM	Difference
Max Drawdown Largest peak-to-trough decline	-36.84%	-42.32%	+5.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-34.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.68%	—
Current Drawdown Current decline from peak	-35.26%	-29.20%	-6.06%
Average Drawdown Average peak-to-trough decline	-23.05%	-18.35%	-4.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.43%	—

Volatility

Volatility by Period

	SMYY	PLTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.19%	49.91%	-14.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.19%	32.39%	+2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.19%	30.82%	+4.37%