TYYY vs. CHPY
TYYY (xETFs TSLA Daily Income ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.99% expense ratio.
Performance
TYYY vs. CHPY - Performance Comparison
Loading charts...
Returns By Period
TYYY
- 1D
- -0.41%
- 1M
- -4.92%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CHPY
- 1D
- -2.27%
- 1M
- -9.62%
- 6M
- 58.16%
- YTD
- 70.62%
- 1Y
- 106.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TYYY vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TYYY xETFs TSLA Daily Income ETF | -8.93% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 6.73% |
Correlation
The correlation between TYYY and CHPY is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 15, 2026 | 0.74 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TYYY vs. CHPY — Risk / Return Rank
TYYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY
TYYY vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for xETFs TSLA Daily Income ETF (TYYY) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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 | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.47 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.00 | — |
| Martin ratioReturn relative to average drawdown | — | 25.90 | — |
Loading charts...
Drawdowns
TYYY vs. CHPY - Drawdown Comparison
The maximum TYYY drawdown since its inception was -15.06%, which is greater than CHPY's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for TYYY and CHPY.
Loading charts...
Drawdown Indicators
| TYYY | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.06% | -13.41% | -1.65% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.41% | — |
Current DrawdownCurrent decline from peak | -11.65% | -13.11% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -2.44% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.14% | — |
Volatility
TYYY vs. CHPY - Volatility Comparison
Loading charts...
Volatility by Period
| TYYY | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.64% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 31.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.54% | 35.45% | +14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.54% | 37.71% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.54% | 37.71% | +11.83% |
TYYY vs. CHPY - Expense Ratio Comparison
Both TYYY and CHPY have an expense ratio of 0.99%.
Dividends
TYYY vs. CHPY - Dividend Comparison
TYYY's dividend yield for the trailing twelve months is around 3.25%, less than CHPY's 34.81% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 34.81% | 28.19% |
TYYY xETFs TSLA Daily Income ETF | 3.25% | 0.00% |
Frequently Asked Questions
TYYY and CHPY have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TYYY and CHPY have the same expense ratio: 0.99% per year.
CHPY has the higher dividend yield at 34.81%, compared with 3.25% for TYYY.
They also come from different issuers: xETFs and YieldMax.
Find the right allocation for TYYY and CHPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer