DULL vs. TSII
DULL (MicroSectors Gold -3X Inverse Leveraged ETN) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - DULL is a Inverse Commodities fund tracking the LBMA Gold Price PM ($/ozt) (-300%), while TSII is a Leveraged Equities fund actively managed by REX. DULL is passively managed, while TSII is actively managed. At a correlation of -0.16, they often move in opposite directions. DULL charges 0.95%/yr vs 0.99%/yr for TSII.
Performance
DULL vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, DULL achieves a -29.67% return, which is significantly lower than TSII's -6.73% return.
DULL
- 1D
- 2.86%
- 1M
- 3.73%
- YTD
- -29.67%
- 6M
- -35.43%
- 1Y
- -69.39%
- 3Y*
- -61.47%
- 5Y*
- —
- 10Y*
- —
TSII
- 1D
- 0.32%
- 1M
- 6.19%
- YTD
- -6.73%
- 6M
- -7.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DULL vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DULL MicroSectors Gold -3X Inverse Leveraged ETN | -29.67% | -55.79% |
TSII REX TSLA Growth & Income ETF | -6.73% | 43.72% |
Correlation
The correlation between DULL and TSII is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | -0.16 |
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Return for Risk
DULL vs. TSII — Risk / Return Rank
DULL
TSII
DULL vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold -3X Inverse Leveraged ETN (DULL) 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.
| DULL | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.81 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | — | — |
| Martin ratioReturn relative to average drawdown | -1.24 | — | — |
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
| DULL | TSII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.05 | 0.75 | -1.80 |
Drawdowns
DULL vs. TSII - Drawdown Comparison
The maximum DULL drawdown since its inception was -97.12%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for DULL and TSII.
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Drawdown Indicators
| DULL | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.12% | -29.03% | -68.09% |
Max Drawdown (1Y)Largest decline over 1 year | -81.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -97.12% | — | — |
Current DrawdownCurrent decline from peak | -95.46% | -14.76% | -80.70% |
Average DrawdownAverage peak-to-trough decline | -59.30% | -9.31% | -49.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.01% | — | — |
Volatility
DULL vs. TSII - Volatility Comparison
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Volatility by Period
| DULL | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 66.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 78.11% | 46.04% | +32.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.97% | 46.04% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.97% | 46.04% | +11.93% |
DULL vs. TSII - Expense Ratio Comparison
DULL has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.
Dividends
DULL vs. TSII - Dividend Comparison
DULL has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 70.30%.
| Position | TTM | 2025 |
|---|---|---|
DULL MicroSectors Gold -3X Inverse Leveraged ETN | 0.00% | 0.00% |
TSII REX TSLA Growth & Income ETF | 70.30% | 32.17% |
Frequently Asked Questions
DULL and TSII have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DULL is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DULL is cheaper with a 0.95% expense ratio, compared with 0.99% for TSII.
TSII has the higher dividend yield at 70.30%, compared with 0.00% for DULL.
DULL is categorized as Inverse Commodities, while TSII is Leveraged Equities. Their fees differ too: 0.95% for DULL and 0.99% for TSII.
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