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YSPY vs. ABNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YSPY vs. ABNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SPY ETF (YSPY) and Leverage Shares 2x Long ABNB Daily ETF (ABNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YSPY achieves a 2.50% return, which is significantly higher than ABNG's 1.11% return.


YSPY

1D
-0.15%
1M
-2.38%
YTD
2.50%
6M
-0.06%
1Y
18.66%
3Y*
5Y*
10Y*

ABNG

1D
7.74%
1M
16.99%
YTD
1.11%
6M
-0.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YSPY vs. ABNG - Yearly Performance Comparison


Correlation

The correlation between YSPY and ABNG is 0.49, 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 Nov 17, 2025

0.49

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Return for Risk

YSPY vs. ABNG — Risk / Return Rank

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

YSPY
YSPY Risk / Return Rank: 3030
Overall Rank
YSPY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 2525
Sortino Ratio Rank
YSPY Omega Ratio Rank: 3636
Omega Ratio Rank
YSPY Calmar Ratio Rank: 2828
Calmar Ratio Rank
YSPY Martin Ratio Rank: 3434
Martin Ratio Rank

ABNG

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.

YSPY vs. ABNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SPY ETF (YSPY) and Leverage Shares 2x Long ABNB Daily ETF (ABNG). 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.


YSPYABNGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.28

Martin ratioReturn relative to average drawdown

4.68

YSPY vs. ABNG - Sharpe Ratio Comparison


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Drawdowns

YSPY vs. ABNG - Drawdown Comparison

The maximum YSPY drawdown since its inception was -18.74%, smaller than the maximum ABNG drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for YSPY and ABNG.


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Drawdown Indicators


YSPYABNGDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-33.03%

+14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

Current Drawdown

Current decline from peak

-3.30%

-4.70%

+1.40%

Average Drawdown

Average peak-to-trough decline

-4.90%

-12.26%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

Volatility

YSPY vs. ABNG - Volatility Comparison


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Volatility by Period


YSPYABNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

63.54%

-44.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

63.54%

-42.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

63.54%

-42.57%

YSPY vs. ABNG - Expense Ratio Comparison

YSPY has a 1.07% expense ratio, which is higher than ABNG's 0.75% expense ratio.


Dividends

YSPY vs. ABNG - Dividend Comparison

YSPY's dividend yield for the trailing twelve months is around 56.52%, while ABNG has not paid dividends to shareholders.


Frequently Asked Questions


YSPY and ABNG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABNG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABNG is cheaper with a 0.75% expense ratio, compared with 1.07% for YSPY.

YSPY has the higher dividend yield at 56.52%, compared with 0.00% for ABNG.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.07% for YSPY and 0.75% for ABNG.

Portfolio Optimizer

Find the right allocation for YSPY and ABNG

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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