LFGY vs. TSLY

Last updated Jul 18, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - LFGY is a Derivative Income fund actively managed by YieldMax, while TSLY is a Options Trading fund actively managed by YieldMax. Both are actively managed. Over the past year, LFGY returned -13.47% vs 22.54% for TSLY. A 0.56 correlation means they provide meaningful diversification when combined. LFGY charges 1.02%/yr vs 1.07%/yr for TSLY.

Performance

LFGY vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFGY achieves a 4.57% return, which is significantly higher than TSLY's -9.24% return.

LFGY

• 1D: -1.90%
• 1M: -10.57%
• 6M: -5.78%
• YTD: 4.57%
• 1Y: -13.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLY

• 1D: -2.28%
• 1M: -2.87%
• 6M: -8.15%
• YTD: -9.24%
• 1Y: 22.54%
• 3Y*: 2.93%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	4.57%	-9.35%
TSLY YieldMax TSLA Option Income Strategy ETF	-9.24%	16.31%

Correlation

The correlation between LFGY and TSLY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	0.56

The correlation between LFGY and TSLY has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

Return for Risk

LFGY vs. TSLY — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 6
LFGY Sharpe Ratio Rank: 6
LFGY Sortino Ratio Rank: 7
LFGY Omega Ratio Rank: 7
LFGY Calmar Ratio Rank: 6
LFGY Martin Ratio Rank: 6

TSLY

TSLY Risk / Return Rank: 24
TSLY Sharpe Ratio Rank: 22
TSLY Sortino Ratio Rank: 23
TSLY Omega Ratio Rank: 22
TSLY Calmar Ratio Rank: 26
TSLY Martin Ratio Rank: 24

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.

LFGY vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) 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.

	LFGY	TSLY	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	0.63	-0.97
Sortino ratio: Return per unit of downside risk	-0.24	1.07	-1.31
Omega ratio: Gain probability vs. loss probability	0.97	1.13	-0.16
Calmar ratio: Return relative to maximum drawdown	-0.38	1.05	-1.42
Martin ratio: Return relative to average drawdown	-0.79	2.38	-3.17

LFGY vs. TSLY - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is -0.34, which is lower than the TSLY Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LFGY and TSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFGY vs. TSLY - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for LFGY and TSLY.

Drawdown Indicators

	LFGY	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-49.52%	+13.58%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-21.64%	-14.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-49.52%	—
Current Drawdown Current decline from peak	-20.12%	-15.14%	-4.98%
Average Drawdown Average peak-to-trough decline	-14.05%	-19.72%	+5.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.17%	9.49%	+7.68%

Volatility

LFGY vs. TSLY - Volatility Comparison

The current volatility for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) is 10.65%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 13.71%. This indicates that LFGY experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFGY	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.65%	13.71%	-3.06%
Volatility (6M) Calculated over the trailing 6-month period	32.14%	25.93%	+6.21%
Volatility (1Y) Calculated over the trailing 1-year period	39.28%	36.11%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.20%	45.56%	-3.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.20%	45.56%	-3.36%

LFGY vs. TSLY - Expense Ratio Comparison

LFGY has a 1.02% expense ratio, which is lower than TSLY's 1.07% expense ratio.

Dividends

LFGY vs. TSLY - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 88.47%, less than TSLY's 89.89% yield.

Position	TTM	2025	2024	2023
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	88.47%	94.90%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	89.89%	91.19%	82.30%	76.47%

Frequently Asked Questions

Can I hold both LFGY and TSLY in my portfolio?

LFGY and TSLY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or TSLY?

TSLY has higher volatility (13.71%) compared to LFGY (10.65%). In terms of maximum drawdown, LFGY dropped -35.94% vs TSLY's -49.52%.

Which ETF is better, LFGY or TSLY?

On 1-year performance, TSLY leads with 22.54% vs -13.47% for LFGY. On fees, LFGY is cheaper at 1.02% per year. On volatility, LFGY has been the lower-risk option at 10.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFGY or TSLY?

Over the 1-year period, TSLY has performed better with a 22.54% return vs -13.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFGY or TSLY?

LFGY is cheaper with a 1.02% expense ratio, compared with 1.07% for TSLY.

Which ETF pays a higher dividend yield, LFGY or TSLY?

TSLY has the higher dividend yield at 89.89%, compared with 88.47% for LFGY.

What is the main difference between LFGY and TSLY?

LFGY is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 1.02% for LFGY and 1.07% for TSLY.

Which has better risk-adjusted returns?

TSLY currently has the higher Sharpe Ratio (0.63 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.