YTSL.NEO vs. VFV.TO
Compare and contrast key facts about Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) and Vanguard S&P 500 Index ETF (VFV.TO).
YTSL.NEO and VFV.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YTSL.NEO is an actively managed fund by Purpose Investments. It was launched on Dec 19, 2022. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Performance
YTSL.NEO vs. VFV.TO - Performance Comparison
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YTSL.NEO vs. VFV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | -15.65% | 27.43% | 46.11% | 106.56% | -20.20% |
VFV.TO Vanguard S&P 500 Index ETF | -2.62% | 12.18% | 35.23% | 23.23% | -0.28% |
Returns By Period
In the year-to-date period, YTSL.NEO achieves a -15.65% return, which is significantly lower than VFV.TO's -2.62% return.
YTSL.NEO
- 1D
- 7.76%
- 1M
- -6.01%
- YTD
- -15.65%
- 6M
- -4.28%
- 1Y
- 71.44%
- 3Y*
- 26.06%
- 5Y*
- —
- 10Y*
- —
VFV.TO
- 1D
- 0.52%
- 1M
- -2.92%
- YTD
- -2.62%
- 6M
- -1.97%
- 1Y
- 14.39%
- 3Y*
- 19.32%
- 5Y*
- 13.90%
- 10Y*
- 14.53%
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YTSL.NEO vs. VFV.TO - Expense Ratio Comparison
YTSL.NEO has a 1.65% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.
Return for Risk
YTSL.NEO vs. VFV.TO — Risk / Return Rank
YTSL.NEO
VFV.TO
YTSL.NEO vs. VFV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) and Vanguard S&P 500 Index ETF (VFV.TO). 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.
| YTSL.NEO | VFV.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.79 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.19 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | 1.14 | +2.11 |
Martin ratioReturn relative to average drawdown | 8.75 | 4.30 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YTSL.NEO | VFV.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.79 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.07 | -0.53 |
Correlation
The correlation between YTSL.NEO and VFV.TO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
YTSL.NEO vs. VFV.TO - Dividend Comparison
YTSL.NEO's dividend yield for the trailing twelve months is around 47.25%, more than VFV.TO's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | 47.25% | 36.11% | 12.80% | 24.07% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.96% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% |
Drawdowns
YTSL.NEO vs. VFV.TO - Drawdown Comparison
The maximum YTSL.NEO drawdown since its inception was -58.40%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for YTSL.NEO and VFV.TO.
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Drawdown Indicators
| YTSL.NEO | VFV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -27.43% | -30.97% |
Max Drawdown (1Y)Largest decline over 1 year | -23.95% | -12.52% | -11.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.43% | — |
Current DrawdownCurrent decline from peak | -16.60% | -5.61% | -10.99% |
Average DrawdownAverage peak-to-trough decline | -20.85% | -3.39% | -17.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 3.31% | +5.58% |
Volatility
YTSL.NEO vs. VFV.TO - Volatility Comparison
Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a higher volatility of 14.81% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 5.11%. This indicates that YTSL.NEO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YTSL.NEO | VFV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.81% | 5.11% | +9.70% |
Volatility (6M)Calculated over the trailing 6-month period | 32.59% | 9.28% | +23.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.99% | 18.26% | +35.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.89% | 14.91% | +47.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.89% | 16.57% | +46.32% |