RDYY vs. TSLY
RDYY (YieldMax RDDT Option Income Strategy ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - RDYY 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 0.22 correlation, their price movements are largely independent. RDYY charges 0.99%/yr vs 1.07%/yr for TSLY.
Performance
RDYY vs. TSLY - Performance Comparison
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Returns By Period
In the year-to-date period, RDYY achieves a -23.45% return, which is significantly lower than TSLY's -9.17% return.
RDYY
- 1D
- -2.17%
- 1M
- 14.72%
- YTD
- -23.45%
- 6M
- -22.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- -4.63%
- 1M
- -8.15%
- YTD
- -9.17%
- 6M
- -14.89%
- 1Y
- 15.73%
- 3Y*
- 8.26%
- 5Y*
- —
- 10Y*
- —
RDYY vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RDYY YieldMax RDDT Option Income Strategy ETF | -23.45% | -5.31% |
TSLY YieldMax TSLA Option Income Strategy ETF | -9.17% | 26.77% |
Correlation
The correlation between RDYY and TSLY is 0.22, 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 Sep 9, 2025 | 0.22 |
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Return for Risk
RDYY vs. TSLY — Risk / Return Rank
RDYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSLY
RDYY vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax RDDT Option Income Strategy ETF (RDYY) 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.
| RDYY | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.10 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.73 | — |
| Martin ratioReturn relative to average drawdown | — | 1.73 | — |
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Drawdowns
RDYY vs. TSLY - Drawdown Comparison
The maximum RDYY drawdown since its inception was -51.16%, roughly equal to the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for RDYY and TSLY.
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Drawdown Indicators
| RDYY | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.16% | -49.52% | -1.64% |
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 | -34.72% | -15.07% | -19.65% |
Average DrawdownAverage peak-to-trough decline | -28.76% | -19.87% | -8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.28% | — |
Volatility
RDYY vs. TSLY - Volatility Comparison
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Volatility by Period
| RDYY | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 23.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 54.93% | 36.06% | +18.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.93% | 45.52% | +9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.93% | 45.52% | +9.41% |
RDYY vs. TSLY - Expense Ratio Comparison
RDYY has a 0.99% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
RDYY vs. TSLY - Dividend Comparison
RDYY's dividend yield for the trailing twelve months is around 92.82%, more than TSLY's 89.48% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
RDYY YieldMax RDDT Option Income Strategy ETF | 92.82% | 25.20% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 89.48% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
RDYY and TSLY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RDYY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RDYY is cheaper with a 0.99% expense ratio, compared with 1.07% for TSLY.
RDYY has the higher dividend yield at 92.82%, compared with 89.48% for TSLY.
RDYY is categorized as Derivative Income, while TSLY is Options Trading. Their fees differ too: 0.99% for RDYY and 1.07% for TSLY.
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