TSYY vs. SMYY

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST TSLA ETF (TSYY) and GraniteShares YieldBOOST SMCI ETF (SMYY).

TSYY and SMYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSYY is an actively managed fund by GraniteShares. It was launched on Dec 17, 2024. SMYY is managed by GraniteShares.

Performance

TSYY vs. SMYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST TSLA ETF (TSYY) and GraniteShares YieldBOOST SMCI ETF (SMYY). The values are adjusted to include any dividend payments, if applicable.

TSYY vs. SMYY - Yearly Performance Comparison

	2026 (YTD)	2025
TSYY GraniteShares YieldBOOST TSLA ETF	-14.82%	-7.24%
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%

Returns By Period

In the year-to-date period, TSYY achieves a -14.82% return, which is significantly lower than SMYY's -3.06% return.

TSYY

• 1D: 2.06%
• 1M: -7.50%
• YTD: -14.82%
• 6M: -20.99%
• 1Y: -1.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMYY

• 1D: 2.49%
• 1M: -5.82%
• YTD: -3.06%
• 6M: -29.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSYY vs. SMYY - Expense Ratio Comparison

TSYY has a 0.99% expense ratio, which is lower than SMYY's 1.07% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

TSYY

GraniteShares YieldBOOST TSLA ETF

Return for Risk

TSYY vs. SMYY — Risk / Return Rank

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

TSYY

TSYY Risk / Return Rank: 12
TSYY Sharpe Ratio Rank: 12
TSYY Sortino Ratio Rank: 13
TSYY Omega Ratio Rank: 13
TSYY Calmar Ratio Rank: 10
TSYY Martin Ratio Rank: 10

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.

TSYY vs. SMYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TSLA ETF (TSYY) and GraniteShares YieldBOOST SMCI ETF (SMYY). 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.

	TSYY	SMYY	Difference
Sharpe ratio Return per unit of total volatility	-0.04	—	—
Sortino ratio Return per unit of downside risk	0.19	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	-0.12	—	—
Martin ratio Return relative to average drawdown	-0.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSYY	SMYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.59	-1.45	+0.86

Correlation

The correlation between TSYY and SMYY is 0.26, 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.

Dividends

TSYY vs. SMYY - Dividend Comparison

TSYY's dividend yield for the trailing twelve months is around 311.77%, more than SMYY's 117.41% yield.

	TTM	2025	2024
TSYY GraniteShares YieldBOOST TSLA ETF	311.77%	256.64%	0.19%
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%	0.00%

Drawdowns

TSYY vs. SMYY - Drawdown Comparison

The maximum TSYY drawdown since its inception was -41.52%, which is greater than SMYY's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for TSYY and SMYY.

Drawdown Indicators

	TSYY	SMYY	Difference
Max Drawdown Largest peak-to-trough decline	-41.52%	-36.84%	-4.68%
Max Drawdown (1Y) Largest decline over 1 year	-26.00%	—	—
Current Drawdown Current decline from peak	-35.35%	-35.26%	-0.09%
Average Drawdown Average peak-to-trough decline	-24.51%	-23.05%	-1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.44%	—	—

Volatility

Volatility by Period

	TSYY	SMYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.90%	35.19%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.56%	35.19%	+4.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.56%	35.19%	+4.37%