VGT vs. TSLY
VGT (Vanguard Information Technology ETF) and TSLY (YieldMax TSLA Option Income Strategy ETF) are both exchange-traded funds - VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while TSLY is a Options Trading fund actively managed by YieldMax. VGT is passively managed, while TSLY is actively managed. Over the past 3 years, VGT returned 31.24%/yr vs 11.84%/yr for TSLY. A 0.52 correlation means they provide meaningful diversification when combined. VGT charges 0.09%/yr vs 1.07%/yr for TSLY.
Performance
VGT vs. TSLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGT achieves a 24.57% return, which is significantly higher than TSLY's -4.80% return.
VGT
- 1D
- 1.71%
- 1M
- 4.28%
- YTD
- 24.57%
- 6M
- 21.33%
- 1Y
- 50.38%
- 3Y*
- 31.24%
- 5Y*
- 20.82%
- 10Y*
- 25.14%
TSLY
- 1D
- 4.18%
- 1M
- -3.87%
- YTD
- -4.80%
- 6M
- -2.72%
- 1Y
- 38.89%
- 3Y*
- 11.84%
- 5Y*
- —
- 10Y*
- —
VGT vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 24.57% | 21.77% | 29.30% | 52.66% | -5.98% |
TSLY YieldMax TSLA Option Income Strategy ETF | -4.80% | 13.62% | 27.83% | 50.69% | -27.09% |
Correlation
The correlation between VGT and TSLY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2022 | 0.52 |
The correlation between VGT and TSLY has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.
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
VGT vs. TSLY — Risk / Return Rank
VGT
TSLY
VGT vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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.
| VGT | TSLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.81 | +1.28 |
| Martin ratioReturn relative to average drawdown | 9.77 | 4.37 | +5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VGT | TSLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.09 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.28 | +0.39 |
Drawdowns
VGT vs. TSLY - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, which is greater than TSLY's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for VGT and TSLY.
Loading charts...
Drawdown Indicators
| VGT | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -49.52% | -5.11% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -21.64% | +5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | -49.52% | +22.29% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | — | — |
Current DrawdownCurrent decline from peak | -6.77% | -10.98% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -19.97% | +12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 8.93% | -3.76% |
Volatility
VGT vs. TSLY - Volatility Comparison
The current volatility for Vanguard Information Technology ETF (VGT) is 9.39%, while YieldMax TSLA Option Income Strategy ETF (TSLY) has a volatility of 12.39%. This indicates that VGT experiences smaller price fluctuations and is considered to be less risky than TSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VGT | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 12.39% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 23.46% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 35.88% | -14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.33% | 45.60% | -20.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 45.60% | -20.91% |
VGT vs. TSLY - Expense Ratio Comparison
VGT has a 0.09% expense ratio, which is lower than TSLY's 1.07% expense ratio.
Dividends
VGT vs. TSLY - Dividend Comparison
VGT's dividend yield for the trailing twelve months is around 0.33%, less than TSLY's 88.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLY YieldMax TSLA Option Income Strategy ETF | 88.79% | 91.19% | 82.30% | 76.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
VGT and TSLY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLY has higher volatility (12.39%) compared to VGT (9.39%). In terms of maximum drawdown, VGT dropped -54.63% vs TSLY's -49.52%.
On 3-year performance, VGT leads with 31.24% vs 11.84% for TSLY. On fees, VGT is cheaper at 0.09% per year. On volatility, VGT has been the lower-risk option at 9.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VGT has performed better with a 31.24% return vs 11.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGT is cheaper with a 0.09% expense ratio, compared with 1.07% for TSLY.
TSLY has the higher dividend yield at 88.79%, compared with 0.33% for VGT.
VGT is categorized as Technology Equities, while TSLY is Options Trading. They also come from different issuers: Vanguard and YieldMax. Their fees differ too: 0.09% for VGT and 1.07% for TSLY.
VGT currently has the higher Sharpe Ratio (2.35 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VGT and TSLY
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