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TSLW vs. TSLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLW vs. TSLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and Kurv Yield Premium Strategy Tesla ETF (TSLP). The values are adjusted to include any dividend payments, if applicable.

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TSLW vs. TSLP - Yearly Performance Comparison


2026 (YTD)2025
TSLW
Roundhill TSLA WeeklyPay™ ETF
-21.43%33.77%
TSLP
Kurv Yield Premium Strategy Tesla ETF
-19.02%27.28%

Returns By Period

In the year-to-date period, TSLW achieves a -21.43% return, which is significantly lower than TSLP's -19.02% return.


TSLW

1D
5.53%
1M
-9.58%
YTD
-21.43%
6M
-21.84%
1Y
3Y*
5Y*
10Y*

TSLP

1D
5.94%
1M
-8.81%
YTD
-19.02%
6M
-15.84%
1Y
30.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLW vs. TSLP - Expense Ratio Comparison

Both TSLW and TSLP have an expense ratio of 0.99%.


Return for Risk

TSLW vs. TSLP — Risk / Return Rank

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

TSLW

TSLP
TSLP Risk / Return Rank: 3838
Overall Rank
TSLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSLP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TSLP Omega Ratio Rank: 3939
Omega Ratio Rank
TSLP Calmar Ratio Rank: 4040
Calmar Ratio Rank
TSLP Martin Ratio Rank: 3333
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.

TSLW vs. TSLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Kurv Yield Premium Strategy Tesla ETF (TSLP). 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.

TSLW vs. TSLP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLWTSLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.37

-0.26

Correlation

The correlation between TSLW and TSLP is 0.98, 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

TSLW vs. TSLP - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 83.63%, more than TSLP's 32.14% yield.


TTM202520242023
TSLW
Roundhill TSLA WeeklyPay™ ETF
83.63%49.31%0.00%0.00%
TSLP
Kurv Yield Premium Strategy Tesla ETF
32.14%31.05%21.82%4.39%

Drawdowns

TSLW vs. TSLP - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, smaller than the maximum TSLP drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for TSLW and TSLP.


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Drawdown Indicators


TSLWTSLPDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

-46.00%

+13.09%

Max Drawdown (1Y)

Largest decline over 1 year

-29.39%

Current Drawdown

Current decline from peak

-29.20%

-25.19%

-4.01%

Average Drawdown

Average peak-to-trough decline

-10.58%

-15.36%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.17%

Volatility

TSLW vs. TSLP - Volatility Comparison


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Volatility by Period


TSLWTSLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

Volatility (6M)

Calculated over the trailing 6-month period

28.17%

Volatility (1Y)

Calculated over the trailing 1-year period

56.71%

47.99%

+8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.71%

48.94%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

48.94%

+7.77%