YSPY vs. NVYY

Last updated Apr 2, 2026

Compare and contrast key facts about GraniteShares YieldBOOST SPY ETF (YSPY) and GraniteShares YieldBOOST NVDA ETF (NVYY).

YSPY and NVYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YSPY is an actively managed fund by GraniteShares. It was launched on Feb 25, 2025. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025.

Performance

YSPY vs. NVYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SPY ETF (YSPY) and GraniteShares YieldBOOST NVDA ETF (NVYY). The values are adjusted to include any dividend payments, if applicable.

YSPY vs. NVYY - Yearly Performance Comparison

	2026 (YTD)	2025
YSPY GraniteShares YieldBOOST SPY ETF	-6.65%	19.27%
NVYY GraniteShares YieldBOOST NVDA ETF	-3.53%	31.62%

Returns By Period

In the year-to-date period, YSPY achieves a -6.65% return, which is significantly lower than NVYY's -3.53% return.

YSPY

• 1D: 0.52%
• 1M: -11.39%
• YTD: -6.65%
• 6M: -5.59%
• 1Y: 13.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVYY

• 1D: 0.50%
• 1M: -3.38%
• YTD: -3.53%
• 6M: -3.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YSPY vs. NVYY - Expense Ratio Comparison

Both YSPY and NVYY have an expense ratio of 1.07%.

YSPY

GraniteShares YieldBOOST SPY ETF

NVYY

GraniteShares YieldBOOST NVDA ETF

Return for Risk

YSPY vs. NVYY — Risk / Return Rank

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

YSPY

YSPY Risk / Return Rank: 33
YSPY Sharpe Ratio Rank: 30
YSPY Sortino Ratio Rank: 28
YSPY Omega Ratio Rank: 33
YSPY Calmar Ratio Rank: 35
YSPY Martin Ratio Rank: 39

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. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SPY ETF (YSPY) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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.

	YSPY	NVYY	Difference
Sharpe ratio Return per unit of total volatility	0.61	—	—
Sortino ratio Return per unit of downside risk	0.87	—	—
Omega ratio Gain probability vs. loss probability	1.14	—	—
Calmar ratio Return relative to maximum drawdown	0.94	—	—
Martin ratio Return relative to average drawdown	3.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YSPY	NVYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	1.23	-1.15

Correlation

The correlation between YSPY and NVYY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YSPY vs. NVYY - Dividend Comparison

YSPY's dividend yield for the trailing twelve months is around 63.03%, less than NVYY's 127.72% yield.

	TTM	2025
YSPY GraniteShares YieldBOOST SPY ETF	63.03%	45.57%
NVYY GraniteShares YieldBOOST NVDA ETF	127.72%	75.30%

Drawdowns

YSPY vs. NVYY - Drawdown Comparison

The maximum YSPY drawdown since its inception was -18.74%, which is greater than NVYY's maximum drawdown of -14.90%. Use the drawdown chart below to compare losses from any high point for YSPY and NVYY.

Drawdown Indicators

	YSPY	NVYY	Difference
Max Drawdown Largest peak-to-trough decline	-18.74%	-14.90%	-3.84%
Max Drawdown (1Y) Largest decline over 1 year	-14.60%	—	—
Current Drawdown Current decline from peak	-11.93%	-12.26%	+0.33%
Average Drawdown Average peak-to-trough decline	-5.01%	-4.67%	-0.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	—	—

Volatility

Volatility by Period

	YSPY	NVYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.86%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.81%	25.37%	-3.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.59%	25.37%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.59%	25.37%	-2.78%