IOYY vs. TSYY
Compare and contrast key facts about GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares YieldBOOST TSLA ETF (TSYY).
IOYY and TSYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOYY is an actively managed fund by GraniteShares. It was launched on Nov 3, 2025. TSYY is an actively managed fund by GraniteShares. It was launched on Dec 17, 2024.
Performance
IOYY vs. TSYY - Performance Comparison
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IOYY vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | -22.53% | -11.64% |
TSYY GraniteShares YieldBOOST TSLA ETF | -14.82% | -8.50% |
Returns By Period
In the year-to-date period, IOYY achieves a -22.53% return, which is significantly lower than TSYY's -14.82% return.
IOYY
- 1D
- 2.11%
- 1M
- -14.06%
- YTD
- -22.53%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSYY
- 1D
- 2.06%
- 1M
- -7.50%
- YTD
- -14.82%
- 6M
- -20.99%
- 1Y
- -1.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IOYY vs. TSYY - Expense Ratio Comparison
IOYY has a 1.07% expense ratio, which is higher than TSYY's 0.99% expense ratio.
Return for Risk
IOYY vs. TSYY — Risk / Return Rank
IOYY
TSYY
IOYY vs. TSYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares YieldBOOST TSLA ETF (TSYY). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IOYY | TSYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.59 | -0.59 | -1.00 |
Correlation
The correlation between IOYY and TSYY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IOYY vs. TSYY - Dividend Comparison
IOYY's dividend yield for the trailing twelve months is around 100.50%, less than TSYY's 311.77% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | 100.50% | 28.55% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 311.77% | 256.64% | 0.19% |
Drawdowns
IOYY vs. TSYY - Drawdown Comparison
The maximum IOYY drawdown since its inception was -38.47%, smaller than the maximum TSYY drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for IOYY and TSYY.
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Drawdown Indicators
| IOYY | TSYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.47% | -41.52% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -26.00% | — |
Current DrawdownCurrent decline from peak | -37.17% | -35.35% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -24.51% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.44% | — |
Volatility
IOYY vs. TSYY - Volatility Comparison
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Volatility by Period
| IOYY | TSYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.00% | 35.90% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.00% | 39.56% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.00% | 39.56% | -0.56% |