ULTI vs. HMYY
ULTI (REX IncomeMax Option Strategy ETF) and HMYY (GraniteShares YieldBOOST HIMS ETF) are both Derivative Income funds. Both are actively managed. Their 0.33 correlation means their historical movements had little consistent relationship. ULTI charges 1.25%/yr vs 1.07%/yr for HMYY.
Performance
ULTI vs. HMYY - Performance Comparison
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Returns By Period
In the year-to-date period, ULTI achieves a -12.35% return, which is significantly higher than HMYY's -41.62% return.
ULTI
- 1D
- 3.80%
- 1M
- -18.69%
- 6M
- -23.16%
- YTD
- -12.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
HMYY
- 1D
- 0.32%
- 1M
- -4.85%
- 6M
- -25.81%
- YTD
- -41.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $25.35K | $28.66K | $30.88K | |
| $651.44K | $766.06K | $1.11M |
ULTI vs. HMYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ULTI REX IncomeMax Option Strategy ETF | -12.35% | -11.34% |
HMYY GraniteShares YieldBOOST HIMS ETF | -41.62% | -16.23% |
Correlation
The correlation between ULTI and HMYY is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 2, 2025 | 0.33 |
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Return for Risk
ULTI vs. HMYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX IncomeMax Option Strategy ETF (ULTI) and GraniteShares YieldBOOST HIMS ETF (HMYY). 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.
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Drawdowns
ULTI vs. HMYY - Drawdown Comparison
The maximum ULTI drawdown since its inception was -54.23%, roughly equal to the maximum HMYY drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for ULTI and HMYY.
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Drawdown Indicators
| ULTI | HMYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -56.88% | +2.65% |
Current DrawdownCurrent decline from peak | -46.25% | -53.25% | +7.00% |
Average DrawdownAverage peak-to-trough decline | -29.84% | -43.55% | +13.71% |
Volatility
ULTI vs. HMYY - Volatility Comparison
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Volatility by Period
| ULTI | HMYY | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 61.64% | 29.67% | +31.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.64% | 29.67% | +31.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.64% | 29.67% | +31.97% |
ULTI vs. HMYY - Expense Ratio Comparison
ULTI has a 1.25% expense ratio, which is higher than HMYY's 1.07% expense ratio.
Dividends
ULTI vs. HMYY - Dividend Comparison
ULTI's dividend yield for the trailing twelve months is around 94.80%, less than HMYY's 130.65% yield.
| Position | TTM | 2025 |
|---|---|---|
HMYY GraniteShares YieldBOOST HIMS ETF | 130.65% | 12.86% |
ULTI REX IncomeMax Option Strategy ETF | 94.80% | 14.96% |
Frequently Asked Questions
ULTI and HMYY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HMYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HMYY is cheaper with a 1.07% expense ratio, compared with 1.25% for ULTI.
HMYY has the higher dividend yield at 130.65%, compared with 94.80% for ULTI.
They also come from different issuers: REX Shares and GraniteShares. Their fees differ too: 1.25% for ULTI and 1.07% for HMYY.
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