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TLA vs. FINY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLA vs. FINY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Autocallable TSLA ETF (TLA) and GraniteShares YieldBOOST Financials ETF (FINY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TLA

1D
0.05%
1M
1.85%
6M
YTD
1Y
3Y*
5Y*
10Y*

FINY

1D
0.36%
1M
2.88%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLA vs. FINY - Yearly Performance Comparison


Correlation

The correlation between TLA and FINY is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

0.01

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Return for Risk

TLA vs. FINY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Autocallable TSLA ETF (TLA) and GraniteShares YieldBOOST Financials ETF (FINY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TLA vs. FINY - Sharpe Ratio Comparison


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Drawdowns

TLA vs. FINY - Drawdown Comparison

The maximum TLA drawdown since its inception was -5.44%, which is greater than FINY's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for TLA and FINY.


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Drawdown Indicators


TLAFINYDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-0.63%

-4.81%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.33%

-0.06%

-1.27%

Volatility

TLA vs. FINY - Volatility Comparison


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Volatility by Period


TLAFINYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

4.51%

+9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

4.51%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

4.51%

+9.92%

TLA vs. FINY - Expense Ratio Comparison

Both TLA and FINY have an expense ratio of 1.07%.


Dividends

TLA vs. FINY - Dividend Comparison

TLA's dividend yield for the trailing twelve months is around 8.10%, more than FINY's 3.87% yield.


Frequently Asked Questions


TLA and FINY have a correlation of 0.01, 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 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TLA and FINY have the same expense ratio: 1.07% per year.

TLA has the higher dividend yield at 8.10%, compared with 3.87% for FINY.

Portfolio Optimizer

Find the right allocation for TLA and FINY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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