TSLY.TO vs. TSLY

Last updated Apr 2, 2026

Compare and contrast key facts about Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and YieldMax TSLA Option Income Strategy ETF (TSLY).

TSLY.TO and TSLY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLY.TO is an actively managed fund by Harvest. It was launched on Jan 14, 2025. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.

Performance

TSLY.TO vs. TSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) and YieldMax TSLA Option Income Strategy ETF (TSLY). The values are adjusted to include any dividend payments, if applicable.

TSLY.TO vs. TSLY - Yearly Performance Comparison

	2026 (YTD)	2025
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	-13.79%	-0.09%
TSLY YieldMax TSLA Option Income Strategy ETF	-7.88%	9.01%

Different Trading Currencies

TSLY.TO is traded in CAD, while TSLY is traded in USD. To make them comparable, the TSLY values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLY.TO achieves a -13.79% return, which is significantly lower than TSLY's -7.88% return.

TSLY.TO

• 1D: 2.95%
• 1M: -4.07%
• YTD: -13.79%
• 6M: -13.51%
• 1Y: 49.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLY

• 1D: 1.59%
• 1M: -1.77%
• YTD: -7.88%
• 6M: -8.72%
• 1Y: 44.03%
• 3Y*: 13.14%
• 5Y*: —
• 10Y*: —

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

TSLY.TO vs. TSLY - Expense Ratio Comparison

TSLY.TO has a 0.40% expense ratio, which is lower than TSLY's 0.99% expense ratio.

TSLY

YieldMax TSLA Option Income Strategy ETF

TSLY.TO

Harvest Tesla Enhanced High Income Shares ETF

Return for Risk

TSLY.TO vs. TSLY — Risk / Return Rank

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

TSLY.TO

TSLY.TO Risk / Return Rank: 54
TSLY.TO Sharpe Ratio Rank: 45
TSLY.TO Sortino Ratio Rank: 57
TSLY.TO Omega Ratio Rank: 46
TSLY.TO Calmar Ratio Rank: 74
TSLY.TO Martin Ratio Rank: 48

TSLY

TSLY Risk / Return Rank: 65
TSLY Sharpe Ratio Rank: 60
TSLY Sortino Ratio Rank: 62
TSLY Omega Ratio Rank: 55
TSLY Calmar Ratio Rank: 86
TSLY Martin Ratio Rank: 62

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.

TSLY.TO vs. TSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) 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.

	TSLY.TO	TSLY	Difference
Sharpe ratio Return per unit of total volatility	0.87	1.01	-0.14
Sortino ratio Return per unit of downside risk	1.55	1.55	0.00
Omega ratio Gain probability vs. loss probability	1.19	1.20	-0.01
Calmar ratio Return relative to maximum drawdown	2.04	2.36	-0.32
Martin ratio Return relative to average drawdown	4.87	5.50	-0.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSLY.TO vs. TSLY - Sharpe Ratio Comparison

The current TSLY.TO Sharpe Ratio is 0.87, which is comparable to the TSLY Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TSLY.TO and TSLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSLY.TO	TSLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.01	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	0.29	-0.48

Correlation

The correlation between TSLY.TO and TSLY is 0.94, 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

TSLY.TO vs. TSLY - Dividend Comparison

TSLY.TO's dividend yield for the trailing twelve months is around 41.92%, less than TSLY's 95.99% yield.

	TTM	2025	2024	2023
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	41.92%	32.52%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	95.99%	91.19%	82.30%	76.47%

Drawdowns

TSLY.TO vs. TSLY - Drawdown Comparison

The maximum TSLY.TO drawdown since its inception was -58.91%, which is greater than TSLY's maximum drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for TSLY.TO and TSLY.

Drawdown Indicators

	TSLY.TO	TSLY	Difference
Max Drawdown Largest peak-to-trough decline	-58.91%	-49.52%	-9.39%
Max Drawdown (1Y) Largest decline over 1 year	-26.25%	-19.82%	-6.43%
Current Drawdown Current decline from peak	-23.12%	-14.94%	-8.18%
Average Drawdown Average peak-to-trough decline	-27.79%	-20.39%	-7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.99%	8.29%	+2.70%

Volatility

TSLY.TO vs. TSLY - Volatility Comparison

Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO) has a higher volatility of 12.26% compared to YieldMax TSLA Option Income Strategy ETF (TSLY) at 9.67%. This indicates that TSLY.TO's price experiences larger fluctuations and is considered to be riskier than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSLY.TO	TSLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.26%	9.67%	+2.59%
Volatility (6M) Calculated over the trailing 6-month period	29.95%	24.60%	+5.35%
Volatility (1Y) Calculated over the trailing 1-year period	56.95%	43.66%	+13.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.53%	45.38%	+17.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.53%	45.38%	+17.15%