FIVY vs. TSLY
FIVY (YieldMax Dorsey Wright Hybrid 5 Income ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - FIVY is a Derivative Income fund tracking the Nasdaq Dorsey Wright Tactical Hybrid Option Income Strategy Index, while TSLY is a Options Trading fund actively managed by YieldMax. FIVY is passively managed, while TSLY is actively managed. Their 0.53 correlation means they have sometimes moved together and sometimes differently. FIVY charges 0.88%/yr vs 1.07%/yr for TSLY.
Performance
FIVY vs. TSLY - Performance Comparison
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Returns By Period
FIVY
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSLY
- 1D
- 2.47%
- 1M
- -16.24%
- 6M
- -19.94%
- YTD
- -22.31%
- 1Y
- 9.78%
- 3Y*
- 1.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.51M | $11.45M | $17.08M |
FIVY vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF | -6.12% | -1.07% | -10.55% |
TSLY YieldMax TSLA Option Income Strategy ETF | -22.31% | 13.62% | -12.80% |
Correlation
The correlation between FIVY and TSLY is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024 | 0.53 |
The correlation between FIVY and TSLY has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
FIVY vs. TSLY — Risk / Return Rank
FIVY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLY
FIVY vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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.
| FIVY | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.31 | — |
| Martin ratioReturn relative to average drawdown | — | 0.90 | — |
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Drawdowns
FIVY vs. TSLY - Drawdown Comparison
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Drawdown Indicators
| FIVY | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -49.52% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.78% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | — | -27.35% | — |
Average DrawdownAverage peak-to-trough decline | — | -19.80% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.94% | — |
Volatility
FIVY vs. TSLY - Volatility Comparison
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Volatility by Period
| FIVY | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 38.33% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 45.99% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 45.99% | — |
FIVY vs. TSLY - Expense Ratio Comparison
FIVY has a 0.88% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
FIVY vs. TSLY - Dividend Comparison
FIVY has not paid dividends to shareholders, while TSLY's dividend yield for the trailing twelve months is around 109.22%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF | 43.42% | 46.51% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 109.22% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
FIVY and TSLY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FIVY is cheaper at 0.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FIVY is cheaper with a 0.88% expense ratio, compared with 1.07% for TSLY.
TSLY has the higher dividend yield at 109.22%, compared with 43.42% for FIVY.
FIVY is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 0.88% for FIVY and 1.07% for TSLY.
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