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TSLY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSLY and SCHD is 0.27, 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.


-0.50.00.51.00.3

Performance

TSLY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax TSLA Option Income Strategy ETF (TSLY) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
45.19%
13.59%
TSLY
SCHD

Key characteristics

Sharpe Ratio

TSLY:

0.74

SCHD:

1.20

Sortino Ratio

TSLY:

1.27

SCHD:

1.76

Omega Ratio

TSLY:

1.17

SCHD:

1.21

Calmar Ratio

TSLY:

0.75

SCHD:

1.69

Martin Ratio

TSLY:

1.87

SCHD:

5.86

Ulcer Index

TSLY:

18.35%

SCHD:

2.30%

Daily Std Dev

TSLY:

46.73%

SCHD:

11.25%

Max Drawdown

TSLY:

-45.63%

SCHD:

-33.37%

Current Drawdown

TSLY:

-11.35%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, TSLY achieves a 32.02% return, which is significantly higher than SCHD's 11.54% return.


TSLY

YTD

32.02%

1M

13.42%

6M

53.16%

1Y

30.92%

5Y*

N/A

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSLY vs. SCHD - Expense Ratio Comparison

TSLY has a 0.99% expense ratio, which is higher than SCHD's 0.06% expense ratio.


TSLY
YieldMax TSLA Option Income Strategy ETF
Expense ratio chart for TSLY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for TSLY, currently valued at 0.74, compared to the broader market0.002.004.000.741.20
The chart of Sortino ratio for TSLY, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.0010.001.271.76
The chart of Omega ratio for TSLY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.21
The chart of Calmar ratio for TSLY, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.751.69
The chart of Martin ratio for TSLY, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.875.86
TSLY
SCHD

The current TSLY Sharpe Ratio is 0.74, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of TSLY and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.74
1.20
TSLY
SCHD

Dividends

TSLY vs. SCHD - Dividend Comparison

TSLY's dividend yield for the trailing twelve months is around 65.61%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
TSLY
YieldMax TSLA Option Income Strategy ETF
65.61%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
3.64%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.35%
-6.72%
TSLY
SCHD

Volatility

TSLY vs. SCHD - Volatility Comparison

YieldMax TSLA Option Income Strategy ETF (TSLY) has a higher volatility of 12.82% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.82%
3.88%
TSLY
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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