YTSL.NEO vs. YCST.NEO
YTSL.NEO (Tesla (TSLA) Yield Shares Purpose ETF) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds from Purpose Investments. Both are actively managed. Over the past year, YTSL.NEO returned 49.81% vs -6.73% for YCST.NEO. At a 0.02 correlation, their price movements are largely independent. YTSL.NEO charges 1.65%/yr vs 0.40%/yr for YCST.NEO.
Performance
YTSL.NEO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YTSL.NEO achieves a -7.41% return, which is significantly lower than YCST.NEO's 13.86% return.
YTSL.NEO
- 1D
- -1.16%
- 1M
- 7.81%
- YTD
- -7.41%
- 6M
- 0.85%
- 1Y
- 49.81%
- 3Y*
- 28.69%
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 1.02%
- 1M
- -5.18%
- YTD
- 13.86%
- 6M
- 9.28%
- 1Y
- -6.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YTSL.NEO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | -7.41% | 43.43% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 13.86% | -16.43% |
Correlation
The correlation between YTSL.NEO and YCST.NEO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.02 |
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Return for Risk
YTSL.NEO vs. YCST.NEO — Risk / Return Rank
YTSL.NEO
YCST.NEO
YTSL.NEO vs. YCST.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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 | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.96 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.41 | +2.42 |
| Martin ratioReturn relative to average drawdown | 5.28 | -0.92 | +6.20 |
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 | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | -0.33 | +1.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | -0.15 | +0.73 |
Drawdowns
YTSL.NEO vs. YCST.NEO - Drawdown Comparison
The maximum YTSL.NEO drawdown since its inception was -58.40%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for YTSL.NEO and YCST.NEO.
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Drawdown Indicators
| YTSL.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -19.70% | -38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -24.81% | -16.62% | -8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -58.40% | — | — |
Current DrawdownCurrent decline from peak | -8.46% | -11.73% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -20.46% | -8.56% | -11.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.59% | 9.78% | -0.19% |
Volatility
YTSL.NEO vs. YCST.NEO - Volatility Comparison
Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a higher volatility of 12.78% compared to Costco (COST) Yield Shares Purpose ETF (YCST.NEO) at 10.38%. This indicates that YTSL.NEO's price experiences larger fluctuations and is considered to be riskier than YCST.NEO 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 | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.78% | 10.38% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 29.36% | 16.64% | +12.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.20% | 20.57% | +27.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.82% | 25.20% | +36.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.82% | 25.20% | +36.62% |
YTSL.NEO vs. YCST.NEO - Expense Ratio Comparison
YTSL.NEO has a 1.65% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
YTSL.NEO vs. YCST.NEO - Dividend Comparison
YTSL.NEO's dividend yield for the trailing twelve months is around 46.17%, more than YCST.NEO's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 13.87% | 10.21% | 0.00% | 0.00% | 0.00% |
YTSL.NEO Tesla (TSLA) Yield Shares Purpose ETF | 46.17% | 36.11% | 12.80% | 24.07% | 1.96% |
Frequently Asked Questions
YTSL.NEO and YCST.NEO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 1.65% for YTSL.NEO.
Their fees differ too: 1.65% for YTSL.NEO and 0.40% for YCST.NEO.
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