SEPI vs. TSMY
SEPI (Shelton Equity Premium Income ETF) and TSMY (YieldMax TSM Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. A 0.55 correlation means they provide meaningful diversification when combined. SEPI charges 0.54%/yr vs 0.99%/yr for TSMY.
Performance
SEPI vs. TSMY - Performance Comparison
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Returns By Period
In the year-to-date period, SEPI achieves a 11.13% return, which is significantly lower than TSMY's 37.04% return.
SEPI
- 1D
- -0.35%
- 1M
- 5.29%
- YTD
- 11.13%
- 6M
- 11.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSMY
- 1D
- -1.37%
- 1M
- 7.48%
- YTD
- 37.04%
- 6M
- 39.21%
- 1Y
- 92.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEPI vs. TSMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEPI Shelton Equity Premium Income ETF | 11.13% | 6.85% |
TSMY YieldMax TSM Option Income Strategy ETF | 37.04% | 18.64% |
Correlation
The correlation between SEPI and TSMY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 9, 2025 | 0.55 |
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Return for Risk
SEPI vs. TSMY — Risk / Return Rank
SEPI
TSMY
SEPI vs. TSMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Premium Income ETF (SEPI) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| SEPI | TSMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 1.56 | +0.55 |
Drawdowns
SEPI vs. TSMY - Drawdown Comparison
The maximum SEPI drawdown since its inception was -7.66%, smaller than the maximum TSMY drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for SEPI and TSMY.
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Drawdown Indicators
| SEPI | TSMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -31.15% | +23.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.50% | — |
Current DrawdownCurrent decline from peak | -0.35% | -1.37% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -5.51% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.17% | — |
Volatility
SEPI vs. TSMY - Volatility Comparison
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Volatility by Period
| SEPI | TSMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.68% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 28.87% | -16.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 33.22% | -20.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 33.22% | -20.69% |
SEPI vs. TSMY - Expense Ratio Comparison
SEPI has a 0.54% expense ratio, which is lower than TSMY's 0.99% expense ratio.
Dividends
SEPI vs. TSMY - Dividend Comparison
SEPI's dividend yield for the trailing twelve months is around 4.68%, less than TSMY's 52.19% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SEPI Shelton Equity Premium Income ETF | 4.68% | 1.37% | 0.00% |
TSMY YieldMax TSM Option Income Strategy ETF | 52.19% | 56.76% | 13.71% |
Frequently Asked Questions
SEPI and TSMY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEPI is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEPI is cheaper with a 0.54% expense ratio, compared with 0.99% for TSMY.
TSMY has the higher dividend yield at 52.19%, compared with 4.68% for SEPI.
They also come from different issuers: Shelton and YieldMax. Their fees differ too: 0.54% for SEPI and 0.99% for TSMY.
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