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TDAX vs. YSPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. YSPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and GraniteShares YieldBOOST SPY ETF (YSPY). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. YSPY - Yearly Performance Comparison


2026 (YTD)
TDAX
TDAQ Lift ETF
-10.90%
YSPY
GraniteShares YieldBOOST SPY ETF
-8.35%

Returns By Period


TDAX

1D
3.56%
1M
-7.09%
YTD
6M
1Y
3Y*
5Y*
10Y*

YSPY

1D
0.52%
1M
-11.39%
YTD
-6.65%
6M
-5.59%
1Y
13.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. YSPY - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is lower than YSPY's 1.07% expense ratio.


Return for Risk

TDAX vs. YSPY — Risk / Return Rank

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

TDAX

YSPY
YSPY Risk / Return Rank: 3333
Overall Rank
YSPY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 2828
Sortino Ratio Rank
YSPY Omega Ratio Rank: 3333
Omega Ratio Rank
YSPY Calmar Ratio Rank: 3535
Calmar Ratio Rank
YSPY Martin Ratio Rank: 3939
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.

TDAX vs. YSPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and GraniteShares YieldBOOST SPY ETF (YSPY). 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.

TDAX vs. YSPY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

0.08

-1.75

Correlation

The correlation between TDAX and YSPY is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TDAX vs. YSPY - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, less than YSPY's 63.03% yield.


TTM2025
TDAX
TDAQ Lift ETF
5.15%0.00%
YSPY
GraniteShares YieldBOOST SPY ETF
63.03%45.57%

Drawdowns

TDAX vs. YSPY - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum YSPY drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for TDAX and YSPY.


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Drawdown Indicators


TDAXYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-18.74%

+4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

Current Drawdown

Current decline from peak

-11.65%

-11.93%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.11%

-5.01%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

Volatility

TDAX vs. YSPY - Volatility Comparison


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Volatility by Period


TDAXYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

Volatility (6M)

Calculated over the trailing 6-month period

16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

21.81%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

22.59%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

22.59%

+1.54%