TSLY vs. SCHD
Compare and contrast key facts about YieldMax TSLA Option Income Strategy ETF (TSLY) and Schwab US Dividend Equity ETF (SCHD).
TSLY and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLY or SCHD.
Performance
TSLY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, TSLY achieves a 16.40% return, which is significantly lower than SCHD's 17.35% return.
TSLY
16.40%
40.60%
47.95%
29.08%
N/A
N/A
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| TSLY | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.57 | 2.40 |
| Sortino Ratio | 1.08 | 3.44 |
| Omega Ratio | 1.14 | 1.42 |
| Calmar Ratio | 0.57 | 3.63 |
| Martin Ratio | 1.42 | 12.99 |
| Ulcer Index | 18.32% | 2.05% |
| Daily Std Dev | 45.52% | 11.09% |
| Max Drawdown | -45.63% | -33.37% |
| Current Drawdown | -3.71% | -0.62% |
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TSLY vs. SCHD - Expense Ratio Comparison
TSLY has a 0.99% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between TSLY and SCHD is 0.29, 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.
Risk-Adjusted Performance
TSLY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax TSLA Option Income Strategy ETF (TSLY) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
TSLY vs. SCHD - Dividend Comparison
TSLY's dividend yield for the trailing twelve months is around 68.36%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | 68.36% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
TSLY vs. SCHD - Drawdown Comparison
The maximum TSLY drawdown since its inception was -45.63%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TSLY and SCHD. For additional features, visit the drawdowns tool.
Volatility
TSLY vs. SCHD - Volatility Comparison
YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 20.35% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that TSLY's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.