TSLW vs. TSLY
Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and YieldMax TSLA Option Income Strategy ETF (TSLY).
TSLW and TSLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.
Performance
TSLW vs. TSLY - Performance Comparison
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TSLW vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | -18.99% | 33.77% |
TSLY YieldMax TSLA Option Income Strategy ETF | -9.03% | 27.22% |
Returns By Period
In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than TSLY's -9.03% return.
TSLW
- 1D
- 3.11%
- 1M
- -6.84%
- YTD
- -18.99%
- 6M
- -22.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- 1.73%
- 1M
- -3.34%
- YTD
- -9.03%
- 6M
- -8.46%
- 1Y
- 48.24%
- 3Y*
- 12.10%
- 5Y*
- —
- 10Y*
- —
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TSLW vs. TSLY - Expense Ratio Comparison
Both TSLW and TSLY have an expense ratio of 0.99%.
Return for Risk
TSLW vs. TSLY — Risk / Return Rank
TSLW
TSLY
TSLW vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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
| TSLW | TSLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.26 | -0.08 |
Correlation
The correlation between TSLW and TSLY is 0.99, 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. TSLY - Dividend Comparison
TSLW's dividend yield for the trailing twelve months is around 81.10%, less than TSLY's 95.99% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLW Roundhill TSLA WeeklyPay™ ETF | 81.10% | 49.31% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 95.99% | 91.19% | 82.30% | 76.47% |
Drawdowns
TSLW vs. TSLY - Drawdown Comparison
The maximum TSLW drawdown since its inception was -32.91%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TSLW and TSLY.
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Drawdown Indicators
| TSLW | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.91% | -49.52% | +16.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.82% | — |
Current DrawdownCurrent decline from peak | -26.99% | -14.94% | -12.05% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -20.39% | +9.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.29% | — |
Volatility
TSLW vs. TSLY - Volatility Comparison
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Volatility by Period
| TSLW | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.67% | 44.25% | +12.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.67% | 46.05% | +10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.67% | 46.05% | +10.62% |