RBLY vs. TSLY
RBLY (YieldMax RBLX Option Income Strategy ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - RBLY is a Derivative Income fund actively managed by YieldMax, while TSLY is a Options Trading fund actively managed by YieldMax. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. RBLY charges 0.99%/yr vs 1.07%/yr for TSLY.
Performance
RBLY vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, RBLY achieves a -34.96% return, which is significantly lower than TSLY's -7.12% return.
RBLY
- 1D
- -4.33%
- 1M
- 7.84%
- 6M
- -36.31%
- YTD
- -34.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- -0.79%
- 1M
- -1.73%
- 6M
- -5.99%
- YTD
- -7.12%
- 1Y
- 25.24%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
RBLY vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | -34.96% | -26.39% |
TSLY YieldMax TSLA Option Income Strategy ETF | -7.12% | 34.33% |
Correlation
The correlation between RBLY and TSLY is 0.28, 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 Jul 29, 2025 | 0.28 |
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Return for Risk
RBLY vs. TSLY — Risk / Return Rank
RBLY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLY
RBLY vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax RBLX Option Income Strategy ETF (RBLY) 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.
| RBLY | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.14 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.17 | — |
| Martin ratioReturn relative to average drawdown | — | 2.68 | — |
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Drawdowns
RBLY vs. TSLY - Drawdown Comparison
The maximum RBLY drawdown since its inception was -66.96%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for RBLY and TSLY.
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Drawdown Indicators
| RBLY | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -49.52% | -17.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -21.64% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.52% | — |
Current DrawdownCurrent decline from peak | -58.69% | -13.16% | -45.53% |
Average DrawdownAverage peak-to-trough decline | -36.31% | -19.73% | -16.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.45% | — |
Volatility
RBLY vs. TSLY - Volatility Comparison
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Volatility by Period
| RBLY | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 25.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 53.89% | 36.10% | +17.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.89% | 45.57% | +8.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.89% | 45.57% | +8.32% |
RBLY vs. TSLY - Expense Ratio Comparison
RBLY has a 0.99% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
RBLY vs. TSLY - Dividend Comparison
RBLY's dividend yield for the trailing twelve months is around 128.92%, more than TSLY's 87.84% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | 128.92% | 36.84% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 87.84% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
RBLY and TSLY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RBLY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RBLY is cheaper with a 0.99% expense ratio, compared with 1.07% for TSLY.
RBLY has the higher dividend yield at 128.92%, compared with 87.84% for TSLY.
RBLY is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 0.99% for RBLY and 1.07% for TSLY.
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