TLDR vs. YFYA

Last updated Jun 5, 2026

TLDR (The Laddered T-Bill ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. At a 0.10 correlation, their price movements are largely independent. TLDR charges 0.20%/yr vs 1.16%/yr for YFYA.

Performance

TLDR vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Laddered T-Bill ETF (TLDR) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TLDR

• 1D: -0.02%
• 1M: 0.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.40%
• 1M: 0.66%
• YTD: 1.93%
• 6M: 2.23%
• 1Y: 4.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TLDR vs. YFYA - Yearly Performance Comparison

	2026 (YTD)
TLDR The Laddered T-Bill ETF	1.23%
YFYA Yields for You Income Strategy A ETF	1.43%

Correlation

The correlation between TLDR and YFYA is 0.10, 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 Jan 22, 2026	0.10

Return for Risk

TLDR vs. YFYA — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 54
YFYA Sharpe Ratio Rank: 39
YFYA Sortino Ratio Rank: 39
YFYA Omega Ratio Rank: 58
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 74

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.

TLDR vs. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Laddered T-Bill ETF (TLDR) and Yields for You Income Strategy A ETF (YFYA). 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.

Sharpe Ratios by Period

	TLDR	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	8.54	1.01	+7.53

Drawdowns

TLDR vs. YFYA - Drawdown Comparison

The maximum TLDR drawdown since its inception was -0.05%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for TLDR and YFYA.

Drawdown Indicators

	TLDR	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-0.05%	-2.29%	+2.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.61%	—
Current Drawdown Current decline from peak	-0.02%	-0.40%	+0.38%
Average Drawdown Average peak-to-trough decline	-0.01%	-0.33%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.35%	—

Volatility

Volatility by Period

	TLDR	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.40%	3.61%	-3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.40%	3.60%	-3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.40%	3.60%	-3.20%

TLDR vs. YFYA - Expense Ratio Comparison

TLDR has a 0.20% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

TLDR vs. YFYA - Dividend Comparison

TLDR's dividend yield for the trailing twelve months is around 1.22%, less than YFYA's 5.16% yield.

Position	TTM	2025
TLDR The Laddered T-Bill ETF	1.22%	0.00%
YFYA Yields for You Income Strategy A ETF	5.16%	3.67%

Frequently Asked Questions

Can I hold both TLDR and YFYA in my portfolio?

TLDR and YFYA have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TLDR or YFYA?

On fees, TLDR is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TLDR or YFYA?

TLDR is cheaper with a 0.20% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, TLDR or YFYA?

YFYA has the higher dividend yield at 5.16%, compared with 1.22% for TLDR.

What is the main difference between TLDR and YFYA?

They also come from different issuers: REX Shares and Teucrium. Their fees differ too: 0.20% for TLDR and 1.16% for YFYA.