LFGY vs. TSLY

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and YieldMax TSLA Option Income Strategy ETF (TSLY).

LFGY and TSLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LFGY is an actively managed fund by YieldMax. It was launched on Jan 13, 2025. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.

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.

LFGY vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	-7.99%	-8.18%
TSLY YieldMax TSLA Option Income Strategy ETF	-9.03%	18.00%

Returns By Period

In the year-to-date period, LFGY achieves a -7.99% return, which is significantly higher than TSLY's -9.03% return.

LFGY

• 1D: 0.22%
• 1M: -3.25%
• YTD: -7.99%
• 6M: -24.51%
• 1Y: 6.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLY

• 1D: 1.73%
• 1M: -3.34%
• YTD: -9.03%
• 6M: -8.46%
• 1Y: 48.24%
• 3Y*: 12.10%
• 5Y*: —
• 10Y*: —

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

LFGY vs. TSLY - Expense Ratio Comparison

Both LFGY and TSLY have an expense ratio of 0.99%.

LFGY

YieldMax Crypto Industry & Tech Portfolio Option Income ETF

TSLY

YieldMax TSLA Option Income Strategy ETF

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: 17
LFGY Sharpe Ratio Rank: 15
LFGY Sortino Ratio Rank: 18
LFGY Omega Ratio Rank: 17
LFGY Calmar Ratio Rank: 18
LFGY Martin Ratio Rank: 17

TSLY

TSLY Risk / Return Rank: 65
TSLY Sharpe Ratio Rank: 60
TSLY Sortino Ratio Rank: 62
TSLY Omega Ratio Rank: 55
TSLY Calmar Ratio Rank: 86
TSLY Martin Ratio Rank: 62

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.

	LFGY	TSLY	Difference
Sharpe ratio Return per unit of total volatility	0.15	1.10	-0.94
Sortino ratio Return per unit of downside risk	0.50	1.64	-1.14
Omega ratio Gain probability vs. loss probability	1.06	1.22	-0.15
Calmar ratio Return relative to maximum drawdown	0.30	2.66	-2.36
Martin ratio Return relative to average drawdown	0.72	6.37	-5.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFGY vs. TSLY - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.15, which is lower than the TSLY Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of LFGY and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LFGY	TSLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.15	1.10	-0.94
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.26	-0.56

Correlation

The correlation between LFGY and TSLY is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LFGY vs. TSLY - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 106.59%, more than TSLY's 95.99% yield.

	TTM	2025	2024	2023
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	106.59%	94.90%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	95.99%	91.19%	82.30%	76.47%

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%	-19.82%	-16.12%
Current Drawdown Current decline from peak	-29.72%	-14.94%	-14.78%
Average Drawdown Average peak-to-trough decline	-14.03%	-20.39%	+6.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.17%	8.29%	+6.88%

Volatility

LFGY vs. TSLY - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 14.92% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 9.82%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier 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	14.92%	9.82%	+5.10%
Volatility (6M) Calculated over the trailing 6-month period	30.83%	24.65%	+6.18%
Volatility (1Y) Calculated over the trailing 1-year period	40.15%	44.25%	-4.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.68%	46.05%	-3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.68%	46.05%	-3.37%