PLTW vs. TSYY
PLTW (PLTR WeeklyPay™ ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -22.07% vs -15.32% for TSYY. At a 0.39 correlation, their price movements are largely independent. PLTW charges 0.99%/yr vs 1.15%/yr for TSYY.
Performance
PLTW vs. TSYY - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -31.53% return, which is significantly lower than TSYY's -20.53% return.
PLTW
- 1D
- 2.24%
- 1M
- 5.40%
- 6M
- -28.11%
- YTD
- -31.53%
- 1Y
- -22.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -8.79%
TSYY
- 1D
- -2.37%
- 1M
- -5.02%
- 6M
- -19.96%
- YTD
- -20.53%
- 1Y
- -15.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -24.10%
PLTW vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -31.53% | 28.26% |
TSYY GraniteShares YieldBOOST TSLA ETF | -20.53% | -22.82% |
Correlation
The correlation between PLTW and TSYY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.39 |
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Return for Risk
PLTW vs. TSYY — Risk / Return Rank
PLTW
TSYY
PLTW vs. TSYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) 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.
| PLTW | TSYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.93 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.52 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.73 | -0.90 | +0.16 |
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Drawdowns
PLTW vs. TSYY - Drawdown Comparison
The maximum PLTW drawdown since its inception was -57.27%, which is greater than TSYY's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for PLTW and TSYY.
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Drawdown Indicators
| PLTW | TSYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -41.52% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -57.27% | -29.54% | -27.73% |
Current DrawdownCurrent decline from peak | -44.00% | -39.68% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -24.60% | -26.72% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.10% | 17.09% | +13.01% |
Volatility
PLTW vs. TSYY - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 18.74% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 7.13%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLTW | TSYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.74% | 7.13% | +11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 48.11% | 18.18% | +29.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.79% | 30.15% | +31.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.64% | 36.66% | +36.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.64% | 36.66% | +36.98% |
PLTW vs. TSYY - Expense Ratio Comparison
PLTW has a 0.99% expense ratio, which is lower than TSYY's 1.15% expense ratio.
Dividends
PLTW vs. TSYY - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 128.07%, less than TSYY's 250.98% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PLTW PLTR WeeklyPay™ ETF | 128.07% | 72.40% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 250.98% | 256.64% | 0.19% |
Frequently Asked Questions
PLTW and TSYY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (18.74%) compared to TSYY (7.13%). In terms of maximum drawdown, PLTW dropped -57.27% vs TSYY's -41.52%.
On 1-year performance, TSYY leads with -15.32% vs -22.07% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 7.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSYY has performed better with a -15.32% return vs -22.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW is cheaper with a 0.99% expense ratio, compared with 1.15% for TSYY.
TSYY has the higher dividend yield at 250.98%, compared with 128.07% for PLTW.
They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for PLTW and 1.15% for TSYY.
PLTW currently has the higher Sharpe Ratio (-0.36 vs -0.51), 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.
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