AMDY vs. TSII

Last updated Jun 14, 2026

AMDY (YieldMax AMD Option Income Strategy ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - AMDY is a Options Trading fund actively managed by YieldMax, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. Over the past year, AMDY returned 222.52% vs 31.18% for TSII. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

AMDY vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and REX TSLA Growth & Income ETF (TSII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMDY achieves a 98.08% return, which is significantly higher than TSII's -11.04% return.

AMDY

• 1D: 3.28%
• 1M: 15.52%
• YTD: 98.08%
• 6M: 102.15%
• 1Y: 222.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSII

• 1D: 2.02%
• 1M: -4.35%
• YTD: -11.04%
• 6M: -13.33%
• 1Y: 31.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDY vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
AMDY YieldMax AMD Option Income Strategy ETF	98.08%	61.74%
TSII REX TSLA Growth & Income ETF	-11.04%	39.41%

Correlation

The correlation between AMDY and TSII is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.40

Return for Risk

AMDY vs. TSII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMDY

AMDY Risk / Return Rank: 93
AMDY Sharpe Ratio Rank: 97
AMDY Sortino Ratio Rank: 93
AMDY Omega Ratio Rank: 93
AMDY Calmar Ratio Rank: 96
AMDY Martin Ratio Rank: 89

TSII

TSII Risk / Return Rank: 25
TSII Sharpe Ratio Rank: 25
TSII Sortino Ratio Rank: 26
TSII Omega Ratio Rank: 25
TSII Calmar Ratio Rank: 28
TSII Martin Ratio Rank: 24

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMDY vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and REX TSLA Growth & Income ETF (TSII). 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.

	AMDY	TSII	Difference
Sharpe ratio: Return per unit of total volatility	3.93	0.77	+3.16
Sortino ratio: Return per unit of downside risk	4.04	1.27	+2.77
Omega ratio: Gain probability vs. loss probability	1.57	1.15	+0.41
Calmar ratio: Return relative to maximum drawdown	7.89	1.17	+6.71
Martin ratio: Return relative to average drawdown	17.61	2.72	+14.90

AMDY vs. TSII - Sharpe Ratio Comparison

The current AMDY Sharpe Ratio is 3.93, which is higher than the TSII Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of AMDY and TSII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMDY vs. TSII - Drawdown Comparison

The maximum AMDY drawdown since its inception was -53.92%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for AMDY and TSII.

Drawdown Indicators

	AMDY	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-53.92%	-29.03%	-24.89%
Max Drawdown (1Y) Largest decline over 1 year	-27.59%	-29.03%	+1.44%
Current Drawdown Current decline from peak	-5.89%	-18.71%	+12.82%
Average Drawdown Average peak-to-trough decline	-17.90%	-9.70%	-8.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.33%	12.51%	-0.18%

Volatility

AMDY vs. TSII - Volatility Comparison

YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 20.06% compared to REX TSLA Growth & Income ETF (TSII) at 16.10%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than TSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMDY	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.06%	16.10%	+3.96%
Volatility (6M) Calculated over the trailing 6-month period	42.82%	29.70%	+13.12%
Volatility (1Y) Calculated over the trailing 1-year period	55.33%	44.04%	+11.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.63%	46.99%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.63%	46.99%	-0.36%

AMDY vs. TSII - Expense Ratio Comparison

Both AMDY and TSII have an expense ratio of 0.99%.

Dividends

AMDY vs. TSII - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 63.73%, less than TSII's 75.64% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	63.73%	80.68%	109.98%	6.68%
TSII REX TSLA Growth & Income ETF	75.64%	32.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AMDY and TSII in my portfolio?

AMDY and TSII have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMDY or TSII?

AMDY has higher volatility (20.06%) compared to TSII (16.10%). In terms of maximum drawdown, AMDY dropped -53.92% vs TSII's -29.03%.

Which ETF is better, AMDY or TSII?

On 1-year performance, AMDY leads with 222.52% vs 31.18% for TSII. Both ETFs have the same 0.99% expense ratio. On volatility, TSII has been the lower-risk option at 16.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AMDY or TSII?

Over the 1-year period, AMDY has performed better with a 222.52% return vs 31.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AMDY or TSII?

AMDY and TSII have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, AMDY or TSII?

TSII has the higher dividend yield at 75.64%, compared with 63.73% for AMDY.

What is the main difference between AMDY and TSII?

AMDY is categorized as Options Trading, while TSII is Leveraged Equities. They also come from different issuers: YieldMax and REX.

Which has better risk-adjusted returns?

AMDY currently has the higher Sharpe Ratio (3.93 vs 0.77), 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.