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SCHH vs. TSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHH vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHH achieves a 12.43% return, which is significantly higher than TSLY's -4.80% return.


SCHH

1D
-1.35%
1M
-0.72%
YTD
12.43%
6M
12.55%
1Y
12.92%
3Y*
9.97%
5Y*
2.78%
10Y*
4.14%

TSLY

1D
4.18%
1M
-3.87%
YTD
-4.80%
6M
-2.72%
1Y
38.89%
3Y*
11.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHH vs. TSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022
SCHH
Schwab US REIT ETF
12.43%2.20%4.99%11.18%-3.30%
TSLY
YieldMax TSLA Option Income Strategy ETF
-4.80%13.62%27.83%50.69%-27.09%

Correlation

The correlation between SCHH and TSLY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.25

The correlation between SCHH and TSLY shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCHH vs. TSLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHH
SCHH Risk / Return Rank: 3131
Overall Rank
SCHH Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 2828
Sortino Ratio Rank
SCHH Omega Ratio Rank: 2828
Omega Ratio Rank
SCHH Calmar Ratio Rank: 3535
Calmar Ratio Rank
SCHH Martin Ratio Rank: 3535
Martin Ratio Rank

TSLY
TSLY Risk / Return Rank: 3434
Overall Rank
TSLY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TSLY Sortino Ratio Rank: 3333
Sortino Ratio Rank
TSLY Omega Ratio Rank: 3232
Omega Ratio Rank
TSLY Calmar Ratio Rank: 4040
Calmar Ratio Rank
TSLY Martin Ratio Rank: 3232
Martin Ratio Rank
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.

SCHH vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) 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.


SCHHTSLYDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.57

1.81

-0.24

Martin ratioReturn relative to average drawdown

4.92

4.37

+0.56

SCHH vs. TSLY - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 0.97, which is comparable to the TSLY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SCHH and TSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHHTSLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.09

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.28

+0.06

Drawdowns

SCHH vs. TSLY - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for SCHH and TSLY.


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Drawdown Indicators


SCHHTSLYDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-49.52%

+5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-21.64%

+13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-49.52%

+31.76%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

Current Drawdown

Current decline from peak

-2.01%

-10.98%

+8.97%

Average Drawdown

Average peak-to-trough decline

-9.45%

-19.97%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

8.93%

-6.30%

Volatility

SCHH vs. TSLY - Volatility Comparison

The current volatility for Schwab US REIT ETF (SCHH) is 4.21%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 12.39%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHHTSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

12.39%

-8.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

23.46%

-13.71%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

35.88%

-22.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

45.60%

-26.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

45.60%

-24.62%

SCHH vs. TSLY - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than TSLY's 1.07% expense ratio.


Dividends

SCHH vs. TSLY - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.79%, less than TSLY's 88.79% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHH
Schwab US REIT ETF
2.79%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%
TSLY
YieldMax TSLA Option Income Strategy ETF
88.79%91.19%82.30%76.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCHH and TSLY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLY has higher volatility (12.39%) compared to SCHH (4.21%). In terms of maximum drawdown, SCHH dropped -44.22% vs TSLY's -49.52%.

On 3-year performance, TSLY leads with 11.84% vs 9.97% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, SCHH has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TSLY has performed better with a 11.84% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 1.07% for TSLY.

TSLY has the higher dividend yield at 88.79%, compared with 2.79% for SCHH.

SCHH is categorized as REIT, while TSLY is Options Trading. They also come from different issuers: Charles Schwab and YieldMax. Their fees differ too: 0.07% for SCHH and 1.07% for TSLY.

TSLY currently has the higher Sharpe Ratio (1.09 vs 0.97), 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.

Portfolio Optimizer

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