IOYY vs. TSYY
IOYY (GraniteShares YieldBOOST IONQ ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both Derivative Income funds from GraniteShares. Both are actively managed. At a 0.29 correlation, their price movements are largely independent. IOYY charges 1.07%/yr vs 1.15%/yr for TSYY.
Performance
IOYY vs. TSYY - Performance Comparison
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Returns By Period
In the year-to-date period, IOYY achieves a -13.00% return, which is significantly higher than TSYY's -18.05% return.
IOYY
- 1D
- -1.15%
- 1M
- -0.58%
- YTD
- -13.00%
- 6M
- -19.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSYY
- 1D
- -1.17%
- 1M
- -3.13%
- YTD
- -18.05%
- 6M
- -25.52%
- 1Y
- -12.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOYY vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | -13.00% | -13.50% |
TSYY GraniteShares YieldBOOST TSLA ETF | -18.05% | -11.33% |
Correlation
The correlation between IOYY and TSYY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.29 |
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Return for Risk
IOYY vs. TSYY — Risk / Return Rank
IOYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| IOYY | TSYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.95 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.46 | — |
| Martin ratioReturn relative to average drawdown | — | -0.83 | — |
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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 | — | -28.39% | — |
Current DrawdownCurrent decline from peak | -29.44% | -37.80% | +8.36% |
Average DrawdownAverage peak-to-trough decline | -23.50% | -26.26% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.70% | — |
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 | — | 6.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.63% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.24% | 31.23% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.24% | 37.13% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.24% | 37.13% | -3.89% |
IOYY vs. TSYY - Expense Ratio Comparison
IOYY has a 1.07% expense ratio, which is lower than TSYY's 1.15% expense ratio.
Dividends
IOYY vs. TSYY - Dividend Comparison
IOYY's dividend yield for the trailing twelve months is around 137.24%, less than TSYY's 267.34% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | 137.24% | 28.55% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 267.34% | 256.64% | 0.19% |
Frequently Asked Questions
IOYY and TSYY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IOYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IOYY is cheaper with a 1.07% expense ratio, compared with 1.15% for TSYY.
TSYY has the higher dividend yield at 267.34%, compared with 137.24% for IOYY.
Their fees differ too: 1.07% for IOYY and 1.15% for TSYY.
Find the right allocation for IOYY and TSYY
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