PortfoliosLab logoPortfoliosLab logo
YSPY vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YSPY vs. XDQQ - Performance Comparison

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

Loading graphics...

YSPY vs. XDQQ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, YSPY achieves a -6.65% return, which is significantly lower than XDQQ's -5.48% return.


YSPY

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

XDQQ

1D
1.03%
1M
-5.50%
YTD
-5.48%
6M
-1.65%
1Y
16.74%
3Y*
17.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YSPY vs. XDQQ - Expense Ratio Comparison

YSPY has a 1.07% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

YSPY vs. XDQQ — Risk / Return Rank

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

YSPY
YSPY Risk / Return Rank: 3333
Overall Rank
YSPY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 2828
Sortino Ratio Rank
YSPY Omega Ratio Rank: 3333
Omega Ratio Rank
YSPY Calmar Ratio Rank: 3535
Calmar Ratio Rank
YSPY Martin Ratio Rank: 3939
Martin Ratio Rank

XDQQ
XDQQ Risk / Return Rank: 4848
Overall Rank
XDQQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5050
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5757
Martin Ratio Rank
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. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SPY ETF (YSPY) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


YSPYXDQQDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.78

-0.18

Sortino ratio

Return per unit of downside risk

0.87

1.27

-0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.94

1.38

-0.44

Martin ratio

Return relative to average drawdown

3.80

6.03

-2.23

YSPY vs. XDQQ - Sharpe Ratio Comparison

The current YSPY Sharpe Ratio is 0.61, which is comparable to the XDQQ Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of YSPY and XDQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YSPYXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.78

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.38

-0.30

Correlation

The correlation between YSPY and XDQQ is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

YSPY vs. XDQQ - Dividend Comparison

YSPY's dividend yield for the trailing twelve months is around 63.03%, while XDQQ has not paid dividends to shareholders.


Drawdowns

YSPY vs. XDQQ - Drawdown Comparison

The maximum YSPY drawdown since its inception was -18.74%, smaller than the maximum XDQQ drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for YSPY and XDQQ.


Loading graphics...

Drawdown Indicators


YSPYXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-35.63%

+16.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-12.64%

-1.96%

Current Drawdown

Current decline from peak

-11.93%

-7.84%

-4.09%

Average Drawdown

Average peak-to-trough decline

-5.01%

-11.14%

+6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.88%

+0.72%

Volatility

YSPY vs. XDQQ - Volatility Comparison

GraniteShares YieldBOOST SPY ETF (YSPY) has a higher volatility of 7.90% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that YSPY's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


YSPYXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

7.13%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

12.80%

+4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

21.42%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

19.95%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

19.95%

+2.64%