See what your fund actually adds
GraniteShares YieldBOOST 20Y Treasuries ETF FIYY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FIYY | Replication |
|---|---|---|
| Annualized growth | -8.3% | -11.3% |
| Annualized volatility | 8.3% | 6.6% |
| Sharpe ratio | -1.00 | -1.80 |
| Maximum drawdown | 5.2% | 6.1% |
| Replication fit (R²) | 0.69 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model FIYY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 54.6% |
| VCLT | FI · Long Corp | 22.0% |
| BCI | Alternatives · Commodities | 13.7% |
| XLU | Sector · Utilities | 9.8% |