YFYA vs. TLDR

Last updated Aug 5, 2026

YFYA (Yields for You Income Strategy A ETF) and TLDR (The Laddered T-Bill ETF) are both Ultrashort Bond funds. Both are actively managed. Their 0.06 correlation means their historical movements had little consistent relationship. YFYA charges 1.16%/yr vs 0.20%/yr for TLDR.

Performance

YFYA vs. TLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and The Laddered T-Bill ETF (TLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

YFYA

• 1D: 0.36%
• 1M: 0.51%
• 6M: 1.60%
• YTD: 2.40%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.28%

TLDR

• 1D: -0.03%
• 1M: 0.32%
• 6M: 1.72%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
TLDR The Laddered T-Bill ETF	$4.66M	$2.15M	$919.31K
YFYA Yields for You Income Strategy A ETF	$115.78K	$95.47K	$137.11K

YFYA vs. TLDR - Yearly Performance Comparison

	2026 (YTD)
YFYA Yields for You Income Strategy A ETF	2.02%
TLDR The Laddered T-Bill ETF	1.81%

Correlation

The correlation between YFYA and TLDR is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 21, 2026	0.06

Return for Risk

YFYA vs. TLDR — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 59
YFYA Sharpe Ratio Rank: 43
YFYA Sortino Ratio Rank: 43
YFYA Omega Ratio Rank: 64
YFYA Calmar Ratio Rank: 70
YFYA Martin Ratio Rank: 75

TLDR

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

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.

YFYA vs. TLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and The Laddered T-Bill ETF (TLDR). 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.

	YFYA	TLDR	Difference
Sharpe ratio: Return per unit of total volatility	1.23	—	—
Sortino ratio: Return per unit of downside risk	1.79	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.76	—	—
Martin ratio: Return relative to average drawdown	10.82	—	—

Drawdowns

YFYA vs. TLDR - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, which is greater than TLDR's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for YFYA and TLDR.

Drawdown Indicators

	YFYA	TLDR	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-0.06%	-2.23%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	—	—
Current Drawdown Current decline from peak	0.00%	-0.05%	+0.05%
Average Drawdown Average peak-to-trough decline	-0.36%	-0.01%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	—	—

Volatility

Volatility by Period

	YFYA	TLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.61%	0.42%	+3.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.49%	0.42%	+3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.49%	0.42%	+3.07%

YFYA vs. TLDR - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than TLDR's 0.20% expense ratio.

Dividends

YFYA vs. TLDR - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.19%, more than TLDR's 1.83% yield.

Position	TTM	2025
TLDR The Laddered T-Bill ETF	1.83%	0.00%
YFYA Yields for You Income Strategy A ETF	5.19%	3.67%

Frequently Asked Questions

Can I hold both YFYA and TLDR in my portfolio?

YFYA and TLDR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YFYA or TLDR?

On fees, TLDR is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YFYA or TLDR?

TLDR is cheaper with a 0.20% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, YFYA or TLDR?

YFYA has the higher dividend yield at 5.19%, compared with 1.83% for TLDR.

What is the main difference between YFYA and TLDR?

They also come from different issuers: Teucrium and REX Shares. Their fees differ too: 1.16% for YFYA and 0.20% for TLDR.