TYYY vs. GOOY
TYYY (xETFs TSLA Daily Income ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Their 0.30 correlation means their historical movements had little consistent relationship. Both charge a 0.99% expense ratio.
Performance
TYYY vs. GOOY - Performance Comparison
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Returns By Period
TYYY
- 1D
- 1.83%
- 1M
- -16.95%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GOOY
- 1D
- 1.36%
- 1M
- 3.07%
- 6M
- 8.67%
- YTD
- 16.92%
- 1Y
- 67.98%
- 3Y*
- 26.17%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 24.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.25M | $4.67M | $7.68M | |
| $3.40K | $7.54K | $12.78K |
TYYY vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TYYY xETFs TSLA Daily Income ETF | -24.35% |
GOOY YieldMax GOOGL Option Income Strategy ETF | -5.61% |
Correlation
The correlation between TYYY and GOOY is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 15, 2026 | 0.30 |
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Return for Risk
TYYY vs. GOOY — Risk / Return Rank
TYYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOY
TYYY vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for xETFs TSLA Daily Income ETF (TYYY) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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 | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.86 | — |
| Martin ratioReturn relative to average drawdown | — | 11.43 | — |
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Drawdowns
TYYY vs. GOOY - Drawdown Comparison
The maximum TYYY drawdown since its inception was -33.23%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for TYYY and GOOY.
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Drawdown Indicators
| TYYY | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -24.40% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.70% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -26.61% | -5.96% | -20.65% |
Average DrawdownAverage peak-to-trough decline | -11.82% | -6.46% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.96% | — |
Volatility
TYYY vs. GOOY - Volatility Comparison
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Volatility by Period
| TYYY | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.71% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 55.01% | 25.83% | +29.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.01% | 23.96% | +31.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.01% | 23.96% | +31.05% |
TYYY vs. GOOY - Expense Ratio Comparison
Both TYYY and GOOY have an expense ratio of 0.99%.
Dividends
TYYY vs. GOOY - Dividend Comparison
TYYY's dividend yield for the trailing twelve months is around 4.30%, less than GOOY's 52.41% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.41% | 41.50% | 36.74% | 7.90% |
TYYY xETFs TSLA Daily Income ETF | 4.30% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TYYY and GOOY have a correlation of 0.30, 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 GOOY have the same expense ratio: 0.99% per year.
GOOY has the higher dividend yield at 52.41%, compared with 4.30% for TYYY.
They also come from different issuers: xETFs and YieldMax.
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