BNKD vs. TSII
BNKD (MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - BNKD is a Inverse Equities fund tracking the Solactive MicroSectors U.S. Big Banks Index (-300%), while TSII is a Leveraged Equities fund actively managed by REX. BNKD is passively managed, while TSII is actively managed. Over the past year, BNKD returned -69.49% vs -0.95% for TSII. Their -0.28 correlation means they have often moved in opposite directions in the past. BNKD charges 0.95%/yr vs 0.99%/yr for TSII.
Performance
BNKD vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, BNKD achieves a -47.45% return, which is significantly lower than TSII's -31.99% return.
BNKD
- 1D
- -4.14%
- 1M
- -14.63%
- 6M
- -40.41%
- YTD
- -47.45%
- 1Y
- -69.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -65.56%
TSII
- 1D
- 1.02%
- 1M
- -18.98%
- 6M
- -28.31%
- YTD
- -31.99%
- 1Y
- -0.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -4.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.59K | $10.52K | $9.72K | |
| $1.37M | $1.24M | $1.06M |
BNKD vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BNKD MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs | -47.45% | -56.96% |
TSII REX TSLA Growth & Income ETF | -31.99% | 39.41% |
Correlation
The correlation between BNKD and TSII is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | -0.28 |
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Return for Risk
BNKD vs. TSII — Risk / Return Rank
BNKD
TSII
BNKD vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) 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.
| BNKD | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.04 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.02 | -0.97 |
| Martin ratioReturn relative to average drawdown | -1.59 | -0.06 | -1.53 |
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Drawdowns
BNKD vs. TSII - Drawdown Comparison
The maximum BNKD drawdown since its inception was -89.67%, which is greater than TSII's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for BNKD and TSII.
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Drawdown Indicators
| BNKD | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.67% | -44.14% | -45.53% |
Max Drawdown (1Y)Largest decline over 1 year | -70.39% | -44.14% | -26.25% |
Current DrawdownCurrent decline from peak | -89.67% | -37.85% | -51.82% |
Average DrawdownAverage peak-to-trough decline | -66.59% | -11.70% | -54.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.77% | 16.11% | +27.66% |
Volatility
BNKD vs. TSII - Volatility Comparison
The current volatility for MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) is 16.93%, while REX TSLA Growth & Income ETF (TSII) has a volatility of 22.68%. This indicates that BNKD experiences smaller price fluctuations and is considered to be less risky than TSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNKD | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.93% | 22.68% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 47.31% | 37.67% | +9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.67% | 47.74% | +11.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.91% | 50.40% | +22.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.91% | 50.40% | +22.51% |
BNKD vs. TSII - Expense Ratio Comparison
BNKD has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.
Dividends
BNKD vs. TSII - Dividend Comparison
BNKD has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 106.46%.
| Position | TTM | 2025 |
|---|---|---|
BNKD MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs | 0.00% | 0.00% |
TSII REX TSLA Growth & Income ETF | 106.46% | 32.17% |
Frequently Asked Questions
BNKD and TSII have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSII has higher volatility (22.68%) compared to BNKD (16.93%). In terms of maximum drawdown, BNKD dropped -89.67% vs TSII's -44.14%.
On 1-year performance, TSII leads with -0.95% vs -69.49% for BNKD. On fees, BNKD is cheaper at 0.95% per year. On volatility, BNKD has been the lower-risk option at 16.93%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSII has performed better with a -0.95% return vs -69.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNKD is cheaper with a 0.95% expense ratio, compared with 0.99% for TSII.
TSII has the higher dividend yield at 106.46%, compared with 0.00% for BNKD.
BNKD is categorized as Inverse Equities, while TSII is Leveraged Equities. Their fees differ too: 0.95% for BNKD and 0.99% for TSII.
TSII currently has the higher Sharpe Ratio (-0.02 vs -1.17), 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.
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