TYYY vs. EIPI
TYYY (xETFs TSLA Daily Income ETF) and EIPI (FT Energy Income Partners Enhanced Income ETF) are both Derivative Income funds. Both are actively managed. Their -0.36 correlation means they have often moved in opposite directions in the past. TYYY charges 0.99%/yr vs 1.11%/yr for EIPI.
Performance
TYYY vs. EIPI - Performance Comparison
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Returns By Period
TYYY
- 1D
- 1.83%
- 1M
- -16.95%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EIPI
- 1D
- -0.09%
- 1M
- 2.31%
- 6M
- 9.01%
- YTD
- 16.75%
- 1Y
- 20.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.88M | $2.84M | $2.19M | |
| $3.40K | $7.54K | $12.78K |
TYYY vs. EIPI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TYYY xETFs TSLA Daily Income ETF | -24.35% |
EIPI FT Energy Income Partners Enhanced Income ETF | 0.75% |
Correlation
The correlation between TYYY and EIPI is -0.36, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 15, 2026 | -0.36 |
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Return for Risk
TYYY vs. EIPI — Risk / Return Rank
TYYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EIPI
TYYY vs. EIPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for xETFs TSLA Daily Income ETF (TYYY) and FT Energy Income Partners Enhanced Income ETF (EIPI). 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 | EIPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.28 | — |
| Martin ratioReturn relative to average drawdown | — | 12.41 | — |
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Drawdowns
TYYY vs. EIPI - Drawdown Comparison
The maximum TYYY drawdown since its inception was -33.23%, which is greater than EIPI's maximum drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for TYYY and EIPI.
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Drawdown Indicators
| TYYY | EIPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -12.33% | -20.90% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.77% | — |
Current DrawdownCurrent decline from peak | -26.61% | -1.50% | -25.11% |
Average DrawdownAverage peak-to-trough decline | -11.82% | -1.70% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.65% | — |
Volatility
TYYY vs. EIPI - Volatility Comparison
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Volatility by Period
| TYYY | EIPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 55.01% | 10.09% | +44.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.01% | 12.99% | +42.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.01% | 12.99% | +42.02% |
TYYY vs. EIPI - Expense Ratio Comparison
TYYY has a 0.99% expense ratio, which is lower than EIPI's 1.11% expense ratio.
Dividends
TYYY vs. EIPI - Dividend Comparison
TYYY's dividend yield for the trailing twelve months is around 4.30%, less than EIPI's 6.73% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EIPI FT Energy Income Partners Enhanced Income ETF | 6.73% | 9.71% | 6.31% |
TYYY xETFs TSLA Daily Income ETF | 4.30% | 0.00% | 0.00% |
Frequently Asked Questions
TYYY and EIPI have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
TYYY is cheaper with a 0.99% expense ratio, compared with 1.11% for EIPI.
EIPI has the higher dividend yield at 6.73%, compared with 4.30% for TYYY.
They also come from different issuers: xETFs and First Trust. Their fees differ too: 0.99% for TYYY and 1.11% for EIPI.
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