XBTY vs. XBCI

Last updated Jul 14, 2026

XBTY (GraniteShares YieldBOOST Bitcoin ETF) and XBCI (NEOS Boosted Bitcoin High Income ETF) are both exchange-traded funds - XBTY is a Derivative Income fund actively managed by GraniteShares, while XBCI is a Cryptocurrency fund actively managed by Neos. Both are actively managed. Their correlation of 0.88 suggests significant overlap in exposure. XBTY charges 0.99%/yr vs 0.98%/yr for XBCI.

Performance

XBTY vs. XBCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST Bitcoin ETF (XBTY) and NEOS Boosted Bitcoin High Income ETF (XBCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XBTY

• 1D: -0.09%
• 1M: -1.98%
• 6M: -24.61%
• YTD: -22.62%
• 1Y: -45.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XBCI

• 1D: -3.45%
• 1M: -4.99%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XBTY vs. XBCI - Yearly Performance Comparison

	2026 (YTD)
XBTY GraniteShares YieldBOOST Bitcoin ETF	-15.59%
XBCI NEOS Boosted Bitcoin High Income ETF	-24.98%

Correlation

The correlation between XBTY and XBCI is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 3, 2026	0.88

Return for Risk

XBTY vs. XBCI — Risk / Return Rank

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

XBTY

XBTY Risk / Return Rank: 1
XBTY Sharpe Ratio Rank: 0
XBTY Sortino Ratio Rank: 0
XBTY Omega Ratio Rank: 0
XBTY Calmar Ratio Rank: 1
XBTY Martin Ratio Rank: 2

XBCI

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

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.

XBTY vs. XBCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Bitcoin ETF (XBTY) and NEOS Boosted Bitcoin High Income ETF (XBCI). 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.

	XBTY	XBCI	Difference
Sharpe ratio: Return per unit of total volatility	-1.67	—	—
Sortino ratio: Return per unit of downside risk	-2.57	—	—
Omega ratio: Gain probability vs. loss probability	0.70	—	—
Calmar ratio: Return relative to maximum drawdown	-0.92	—	—
Martin ratio: Return relative to average drawdown	-1.36	—	—

Drawdowns

XBTY vs. XBCI - Drawdown Comparison

The maximum XBTY drawdown since its inception was -49.03%, which is greater than XBCI's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for XBTY and XBCI.

Drawdown Indicators

	XBTY	XBCI	Difference
Max Drawdown Largest peak-to-trough decline	-49.03%	-37.31%	-11.72%
Max Drawdown (1Y) Largest decline over 1 year	-49.03%	—	—
Current Drawdown Current decline from peak	-47.58%	-32.79%	-14.79%
Average Drawdown Average peak-to-trough decline	-25.12%	-14.10%	-11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.18%	—	—

Volatility

Volatility by Period

	XBTY	XBCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.56%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.20%	65.47%	-38.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.99%	65.47%	-38.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.99%	65.47%	-38.48%

XBTY vs. XBCI - Expense Ratio Comparison

XBTY has a 0.99% expense ratio, which is higher than XBCI's 0.98% expense ratio.

Dividends

XBTY vs. XBCI - Dividend Comparison

XBTY's dividend yield for the trailing twelve months is around 211.51%, more than XBCI's 26.75% yield.

Position	TTM	2025
XBCI NEOS Boosted Bitcoin High Income ETF	26.75%	0.00%
XBTY GraniteShares YieldBOOST Bitcoin ETF	211.51%	102.53%

Frequently Asked Questions

Can I hold both XBTY and XBCI in my portfolio?

XBTY and XBCI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XBTY or XBCI?

On fees, XBCI is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XBTY or XBCI?

XBCI is cheaper with a 0.98% expense ratio, compared with 0.99% for XBTY.

Which ETF pays a higher dividend yield, XBTY or XBCI?

XBTY has the higher dividend yield at 211.51%, compared with 26.75% for XBCI.

What is the main difference between XBTY and XBCI?

XBTY is categorized as Derivative Income, while XBCI is Cryptocurrency. They also come from different issuers: GraniteShares and Neos. Their fees differ too: 0.99% for XBTY and 0.98% for XBCI.