TSYY vs. TSLW

Last updated Apr 1, 2026

Compare and contrast key facts about GraniteShares YieldBOOST TSLA ETF (TSYY) and Roundhill TSLA WeeklyPay™ ETF (TSLW).

TSYY and TSLW 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. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025.

Performance

TSYY vs. TSLW - Performance Comparison

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

TSYY vs. TSLW - Yearly Performance Comparison

	2026 (YTD)	2025
TSYY GraniteShares YieldBOOST TSLA ETF	-14.82%	6.28%
TSLW Roundhill TSLA WeeklyPay™ ETF	-21.43%	33.77%

Returns By Period

In the year-to-date period, TSYY achieves a -14.82% return, which is significantly higher than TSLW's -21.43% return.

TSYY

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

TSLW

• 1D: 5.53%
• 1M: -9.58%
• YTD: -21.43%
• 6M: -21.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSYY vs. TSLW - Expense Ratio Comparison

Both TSYY and TSLW have an expense ratio of 0.99%.

TSYY

GraniteShares YieldBOOST TSLA ETF

TSLW

Roundhill TSLA WeeklyPay™ ETF

Return for Risk

TSYY vs. TSLW — 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. TSLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TSLA ETF (TSYY) and Roundhill TSLA WeeklyPay™ ETF (TSLW). 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	TSLW	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	TSLW	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	0.11	-0.70

Correlation

The correlation between TSYY and TSLW is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TSYY vs. TSLW - Dividend Comparison

TSYY's dividend yield for the trailing twelve months is around 311.77%, more than TSLW's 83.63% yield.

	TTM	2025	2024
TSYY GraniteShares YieldBOOST TSLA ETF	311.77%	256.64%	0.19%
TSLW Roundhill TSLA WeeklyPay™ ETF	83.63%	49.31%	0.00%

Drawdowns

TSYY vs. TSLW - Drawdown Comparison

The maximum TSYY drawdown since its inception was -41.52%, which is greater than TSLW's maximum drawdown of -32.91%. Use the drawdown chart below to compare losses from any high point for TSYY and TSLW.

Drawdown Indicators

	TSYY	TSLW	Difference
Max Drawdown Largest peak-to-trough decline	-41.52%	-32.91%	-8.61%
Max Drawdown (1Y) Largest decline over 1 year	-26.00%	—	—
Current Drawdown Current decline from peak	-35.35%	-29.20%	-6.15%
Average Drawdown Average peak-to-trough decline	-24.51%	-10.58%	-13.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.44%	—	—

Volatility

Volatility by Period

	TSYY	TSLW	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%	56.71%	-20.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.56%	56.71%	-17.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.56%	56.71%	-17.15%