RBLY vs. TSMY
RBLY (YieldMax RBLX Option Income Strategy ETF) and TSMY (YieldMax TSM Option Income Strategy ETF) are both Derivative Income funds from YieldMax. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
RBLY vs. TSMY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RBLY achieves a -40.88% return, which is significantly lower than TSMY's 37.92% return.
RBLY
- 1D
- 1.69%
- 1M
- -0.84%
- YTD
- -40.88%
- 6M
- -41.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSMY
- 1D
- 1.49%
- 1M
- 7.51%
- YTD
- 37.92%
- 6M
- 40.03%
- 1Y
- 79.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RBLY vs. TSMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | -40.88% | -26.39% |
TSMY YieldMax TSM Option Income Strategy ETF | 37.92% | 20.46% |
Correlation
The correlation between RBLY and TSMY is 0.24, 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 | 0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RBLY vs. TSMY — Risk / Return Rank
RBLY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSMY
RBLY vs. TSMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax RBLX Option Income Strategy ETF (RBLY) and YieldMax TSM Option Income Strategy ETF (TSMY). 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 | TSMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.15 | — |
| Martin ratioReturn relative to average drawdown | — | 18.62 | — |
Loading charts...
Drawdowns
RBLY vs. TSMY - Drawdown Comparison
The maximum RBLY drawdown since its inception was -66.96%, which is greater than TSMY's maximum drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for RBLY and TSMY.
Loading charts...
Drawdown Indicators
| RBLY | TSMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -31.15% | -35.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.50% | — |
Current DrawdownCurrent decline from peak | -62.45% | -4.49% | -57.96% |
Average DrawdownAverage peak-to-trough decline | -34.83% | -5.44% | -29.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.28% | — |
Volatility
RBLY vs. TSMY - Volatility Comparison
Loading charts...
Volatility by Period
| RBLY | TSMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 25.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 52.82% | 31.17% | +21.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.82% | 33.92% | +18.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.82% | 33.92% | +18.90% |
RBLY vs. TSMY - Expense Ratio Comparison
Both RBLY and TSMY have an expense ratio of 0.99%.
Dividends
RBLY vs. TSMY - Dividend Comparison
RBLY's dividend yield for the trailing twelve months is around 125.96%, more than TSMY's 50.28% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | 125.96% | 36.84% | 0.00% |
TSMY YieldMax TSM Option Income Strategy ETF | 50.28% | 56.76% | 13.71% |
Frequently Asked Questions
RBLY and TSMY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
RBLY and TSMY have the same expense ratio: 0.99% per year.
RBLY has the higher dividend yield at 125.96%, compared with 50.28% for TSMY.
Find the right allocation for RBLY and TSMY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer