TYYY vs. AMDY

Last updated Aug 5, 2026

TYYY (xETFs TSLA Daily Income ETF) and AMDY (YieldMax AMD Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. TYYY charges 0.99%/yr vs 1.23%/yr for AMDY.

Performance

TYYY vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in xETFs TSLA Daily Income ETF (TYYY) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TYYY

• 1D: 1.83%
• 1M: -16.95%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AMDY

• 1D: 7.78%
• 1M: 0.15%
• 6M: 93.68%
• YTD: 105.10%
• 1Y: 148.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 51.48%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AMDY YieldMax AMD Option Income Strategy ETF	$19.08M	$22.79M	$23.28M
TYYY xETFs TSLA Daily Income ETF	$3.40K	$7.54K	$12.78K

TYYY vs. AMDY - Yearly Performance Comparison

	2026 (YTD)
TYYY xETFs TSLA Daily Income ETF	-24.35%
AMDY YieldMax AMD Option Income Strategy ETF	13.30%

Correlation

The correlation between TYYY and AMDY is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 15, 2026	0.72

Return for Risk

TYYY vs. AMDY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TYYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMDY

AMDY Risk / Return Rank: 87
AMDY Sharpe Ratio Rank: 91
AMDY Sortino Ratio Rank: 84
AMDY Omega Ratio Rank: 84
AMDY Calmar Ratio Rank: 94
AMDY Martin Ratio Rank: 80

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TYYY vs. AMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for xETFs TSLA Daily Income ETF (TYYY) and YieldMax AMD Option Income Strategy ETF (AMDY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TYYY	AMDY	Difference
Sharpe ratio: Return per unit of total volatility	—	2.48	—
Sortino ratio: Return per unit of downside risk	—	3.02	—
Omega ratio: Gain probability vs. loss probability	—	1.39	—
Calmar ratio: Return relative to maximum drawdown	—	5.42	—
Martin ratio: Return relative to average drawdown	—	11.70	—

Drawdowns

TYYY vs. AMDY - Drawdown Comparison

The maximum TYYY drawdown since its inception was -33.23%, smaller than the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for TYYY and AMDY.

Drawdown Indicators

	TYYY	AMDY	Difference
Max Drawdown Largest peak-to-trough decline	-33.23%	-53.92%	+20.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.59%	—
Current Drawdown Current decline from peak	-26.61%	-7.88%	-18.73%
Average Drawdown Average peak-to-trough decline	-11.82%	-17.38%	+5.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.76%	—

Volatility

Volatility by Period

	TYYY	AMDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	48.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	55.01%	60.44%	-5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.01%	48.21%	+6.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.01%	48.21%	+6.80%

TYYY vs. AMDY - Expense Ratio Comparison

TYYY has a 0.99% expense ratio, which is lower than AMDY's 1.23% expense ratio.

Dividends

TYYY vs. AMDY - Dividend Comparison

TYYY's dividend yield for the trailing twelve months is around 4.30%, less than AMDY's 70.16% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	70.16%	80.68%	109.98%	6.68%
TYYY xETFs TSLA Daily Income ETF	4.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TYYY and AMDY in my portfolio?

TYYY and AMDY have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TYYY or AMDY?

On fees, TYYY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TYYY or AMDY?

TYYY is cheaper with a 0.99% expense ratio, compared with 1.23% for AMDY.

Which ETF pays a higher dividend yield, TYYY or AMDY?

AMDY has the higher dividend yield at 70.16%, compared with 4.30% for TYYY.

What is the main difference between TYYY and AMDY?

They also come from different issuers: xETFs and YieldMax. Their fees differ too: 0.99% for TYYY and 1.23% for AMDY.