TSLY vs. QQQ
Compare and contrast key facts about YieldMax TSLA Option Income Strategy ETF (TSLY) and Invesco QQQ ETF (QQQ).
TSLY and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
TSLY vs. QQQ - Performance Comparison
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TSLY vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | -9.03% | 13.62% | 27.83% | 50.69% | -27.02% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -7.58% |
Returns By Period
In the year-to-date period, TSLY achieves a -9.03% return, which is significantly lower than QQQ's -4.76% return.
TSLY
- 1D
- 1.73%
- 1M
- -3.34%
- YTD
- -9.03%
- 6M
- -8.46%
- 1Y
- 48.24%
- 3Y*
- 12.10%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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TSLY vs. QQQ - Expense Ratio Comparison
TSLY has a 0.99% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
TSLY vs. QQQ — Risk / Return Rank
TSLY
QQQ
TSLY vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.07 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.66 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.00 | +0.66 |
Martin ratioReturn relative to average drawdown | 6.37 | 7.32 | -0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLY | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.07 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.38 | -0.12 |
Correlation
The correlation between TSLY and QQQ is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSLY vs. QQQ - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 95.99%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | 95.99% | 91.19% | 82.30% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
TSLY vs. QQQ - Drawdown Comparison
The maximum TSLY drawdown since its inception was -49.52%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TSLY and QQQ.
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Drawdown Indicators
| TSLY | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -82.97% | +33.45% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -12.62% | -7.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -14.94% | -7.86% | -7.08% |
Average DrawdownAverage peak-to-trough decline | -20.39% | -32.99% | +12.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.29% | 3.44% | +4.85% |
Volatility
TSLY vs. QQQ - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 9.82% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLY | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 6.61% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 24.65% | 12.82% | +11.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.25% | 22.70% | +21.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.05% | 22.38% | +23.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.05% | 22.25% | +23.80% |