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WRTH vs. FIYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRTH vs. FIYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worth Charting Options Income ETF (WRTH) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WRTH

1D
0.31%
1M
1.39%
6M
YTD
1Y
3Y*
5Y*
10Y*

FIYY

1D
0.02%
1M
-0.45%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRTH vs. FIYY - Yearly Performance Comparison


Correlation

The correlation between WRTH and FIYY is 0.13, 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 May 5, 2026

0.13

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Return for Risk

WRTH vs. FIYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worth Charting Options Income ETF (WRTH) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.

WRTH vs. FIYY - Sharpe Ratio Comparison


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Drawdowns

WRTH vs. FIYY - Drawdown Comparison

The maximum WRTH drawdown since its inception was -6.20%, which is greater than FIYY's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for WRTH and FIYY.


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Drawdown Indicators


WRTHFIYYDifference

Max Drawdown

Largest peak-to-trough decline

-6.20%

-2.51%

-3.69%

Current Drawdown

Current decline from peak

-5.05%

-1.95%

-3.10%

Average Drawdown

Average peak-to-trough decline

-1.30%

-1.49%

+0.19%

Volatility

WRTH vs. FIYY - Volatility Comparison


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Volatility by Period


WRTHFIYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

5.00%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

5.00%

+13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

5.00%

+13.58%

WRTH vs. FIYY - Expense Ratio Comparison

WRTH has a 1.02% expense ratio, which is lower than FIYY's 1.07% expense ratio.


Dividends

WRTH vs. FIYY - Dividend Comparison

WRTH's dividend yield for the trailing twelve months is around 1.61%, more than FIYY's 1.13% yield.


Frequently Asked Questions


WRTH and FIYY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WRTH is cheaper at 1.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WRTH is cheaper with a 1.02% expense ratio, compared with 1.07% for FIYY.

WRTH has the higher dividend yield at 1.61%, compared with 1.13% for FIYY.

They also come from different issuers: Worth Charting and GraniteShares. Their fees differ too: 1.02% for WRTH and 1.07% for FIYY.

Portfolio Optimizer

Find the right allocation for WRTH and FIYY

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

Open Portfolio Optimizer