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SMYY vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMYY vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMYY achieves a 0.25% return, which is significantly lower than XLRI's 6.71% return.


SMYY

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

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMYY vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between SMYY and XLRI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.09

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Return for Risk

SMYY vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.


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

SMYY vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

SMYY vs. XLRI - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for SMYY and XLRI.


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Drawdown Indicators


SMYYXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-7.12%

-29.72%

Current Drawdown

Current decline from peak

-33.05%

-0.54%

-32.51%

Average Drawdown

Average peak-to-trough decline

-25.53%

-1.65%

-23.88%

Volatility

SMYY vs. XLRI - Volatility Comparison


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Volatility by Period


SMYYXLRIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

32.17%

10.99%

+21.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.17%

10.99%

+21.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

10.99%

+21.18%

SMYY vs. XLRI - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

SMYY vs. XLRI - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 170.88%, more than XLRI's 12.24% yield.


Frequently Asked Questions


SMYY and XLRI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 1.07% for SMYY.

SMYY has the higher dividend yield at 170.88%, compared with 12.24% for XLRI.

SMYY is categorized as Options Trading, while XLRI is Derivative Income. They also come from different issuers: GraniteShares and State Street. Their fees differ too: 1.07% for SMYY and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for SMYY and XLRI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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