SMYY vs. XMAR

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST SMCI ETF (SMYY) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR).

SMYY and XMAR 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. XMAR is an actively managed fund by FT Vest. It was launched on Mar 16, 2023.

Performance

SMYY vs. XMAR - 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 Enhance & Moderate Buffer ETF - March (XMAR). The values are adjusted to include any dividend payments, if applicable.

SMYY vs. XMAR - Yearly Performance Comparison

	2026 (YTD)	2025
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March	1.40%	1.80%

Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly lower than XMAR's 1.40% return.

SMYY

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

XMAR

• 1D: 1.20%
• 1M: 0.60%
• YTD: 1.40%
• 6M: 3.23%
• 1Y: 10.19%
• 3Y*: 10.11%
• 5Y*: —
• 10Y*: —

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

SMYY vs. XMAR - Expense Ratio Comparison

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

SMYY

GraniteShares YieldBOOST SMCI ETF

XMAR

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March

Return for Risk

SMYY vs. XMAR — Risk / Return Rank

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

XMAR

XMAR Risk / Return Rank: 77
XMAR Sharpe Ratio Rank: 71
XMAR Sortino Ratio Rank: 75
XMAR Omega Ratio Rank: 95
XMAR Calmar Ratio Rank: 57
XMAR Martin Ratio Rank: 86

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. XMAR - 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 Enhance & Moderate Buffer ETF - March (XMAR). 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	XMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.45	1.90	-3.35

Correlation

The correlation between SMYY and XMAR is 0.32, 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. XMAR - Dividend Comparison

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

	TTM	2025
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%
XMAR FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March	0.00%	0.00%

Drawdowns

SMYY vs. XMAR - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than XMAR's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for SMYY and XMAR.

Drawdown Indicators

	SMYY	XMAR	Difference
Max Drawdown Largest peak-to-trough decline	-36.84%	-7.29%	-29.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.79%	—
Current Drawdown Current decline from peak	-35.26%	-0.27%	-34.99%
Average Drawdown Average peak-to-trough decline	-23.05%	-0.32%	-22.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.00%	—

Volatility

Volatility by Period

	SMYY	XMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.19%	7.86%	+27.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.19%	5.64%	+29.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.19%	5.64%	+29.55%