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TSLW vs. TSMY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSLW vs. TSMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and YieldMax TSM Option Income Strategy ETF (TSMY). The values are adjusted to include any dividend payments, if applicable.

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TSLW vs. TSMY - Yearly Performance Comparison


2026 (YTD)2025
TSLW
Roundhill TSLA WeeklyPay™ ETF
-21.43%33.77%
TSMY
YieldMax TSM Option Income Strategy ETF
10.01%41.73%

Returns By Period

In the year-to-date period, TSLW achieves a -21.43% return, which is significantly lower than TSMY's 10.01% return.


TSLW

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

TSMY

1D
6.41%
1M
-7.42%
YTD
10.01%
6M
17.90%
1Y
81.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSLW vs. TSMY - Expense Ratio Comparison

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


Return for Risk

TSLW vs. TSMY — Risk / Return Rank

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

TSLW

TSMY
TSMY Risk / Return Rank: 9696
Overall Rank
TSMY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSMY Sortino Ratio Rank: 9696
Sortino Ratio Rank
TSMY Omega Ratio Rank: 9494
Omega Ratio Rank
TSMY Calmar Ratio Rank: 9797
Calmar Ratio Rank
TSMY Martin Ratio Rank: 9797
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. TSMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and YieldMax TSM Option Income Strategy ETF (TSMY). 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. TSMY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLWTSMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.15

-1.04

Correlation

The correlation between TSLW and TSMY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TSLW vs. TSMY - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 83.63%, more than TSMY's 57.85% yield.


TTM20252024
TSLW
Roundhill TSLA WeeklyPay™ ETF
83.63%49.31%0.00%
TSMY
YieldMax TSM Option Income Strategy ETF
57.85%56.76%13.71%

Drawdowns

TSLW vs. TSMY - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, which is greater than TSMY's maximum drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for TSLW and TSMY.


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Drawdown Indicators


TSLWTSMYDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

-31.15%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

Current Drawdown

Current decline from peak

-29.20%

-10.08%

-19.12%

Average Drawdown

Average peak-to-trough decline

-10.58%

-5.81%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

Volatility

TSLW vs. TSMY - Volatility Comparison


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Volatility by Period


TSLWTSMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

Volatility (1Y)

Calculated over the trailing 1-year period

56.71%

31.08%

+25.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.71%

33.42%

+23.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

33.42%

+23.29%