TSLY vs. IBIC
TSLY (YieldMax TSLA Option Income Strategy ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - TSLY is a Options Trading fund actively managed by YieldMax, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. TSLY is actively managed, while IBIC is passively managed. Over the past year, TSLY returned 24.54% vs 4.54% for IBIC. At a correlation of -0.03, they often move in opposite directions. TSLY charges 0.99%/yr vs 0.10%/yr for IBIC.
Performance
TSLY vs. IBIC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSLY achieves a -1.68% return, which is significantly lower than IBIC's 2.37% return.
TSLY
- 1D
- 0.10%
- 1M
- 5.56%
- YTD
- -1.68%
- 6M
- -1.00%
- 1Y
- 24.54%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
IBIC
- 1D
- 0.02%
- 1M
- 0.27%
- YTD
- 2.37%
- 6M
- 2.51%
- 1Y
- 4.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -1.68% | 13.62% | 27.83% | -6.67% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.37% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between TSLY and IBIC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | -0.03 |
The correlation between TSLY and IBIC shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSLY vs. IBIC — Risk / Return Rank
TSLY
IBIC
TSLY vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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 | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.40 | ||
| Sortino ratioReturn per unit of downside risk | -8.07 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 2.24 | -1.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 17.27 | -16.13 |
| Martin ratioReturn relative to average drawdown | 2.75 | 67.45 | -64.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TSLY | IBIC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 5.05 | -4.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 3.49 | -3.19 |
Drawdowns
TSLY vs. IBIC - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for TSLY and IBIC.
Loading charts...
Drawdown Indicators
| TSLY | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -0.90% | -48.62% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -0.26% | -21.38% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | — | — |
Current DrawdownCurrent decline from peak | -8.07% | -0.13% | -7.94% |
Average DrawdownAverage peak-to-trough decline | -20.00% | -0.10% | -19.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.10% | 0.07% | +9.03% |
Volatility
TSLY vs. IBIC - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 9.96% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.33%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSLY | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.96% | 0.33% | +9.63% |
Volatility (6M)Calculated over the trailing 6-month period | 22.37% | 0.67% | +21.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.18% | 0.90% | +37.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.50% | 1.58% | +43.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.50% | 1.58% | +43.92% |
TSLY vs. IBIC - Expense Ratio Comparison
TSLY has a 0.99% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
TSLY vs. IBIC - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 83.79%, more than IBIC's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
TSLY YieldMax TSLA Option Income Strategy ETF | 83.79% | 91.19% | 82.30% | 76.47% |
Frequently Asked Questions
TSLY and IBIC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLY has higher volatility (9.96%) compared to IBIC (0.33%). In terms of maximum drawdown, TSLY dropped -49.52% vs IBIC's -0.90%.
On 1-year performance, TSLY leads with 24.54% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSLY has performed better with a 24.54% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.99% for TSLY.
TSLY has the higher dividend yield at 83.79%, compared with 3.59% for IBIC.
TSLY is categorized as Options Trading, while IBIC is Inflation-Protected Bonds. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for TSLY and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (5.05 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TSLY and IBIC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer