GOOW vs. TSII

Last updated Jun 13, 2026

GOOW (Roundhill GOOGL WeeklyPay™ ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - GOOW is a Derivative Income fund actively managed by Roundhill, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

GOOW vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) 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, GOOW achieves a 15.58% return, which is significantly higher than TSII's -11.04% return.

GOOW

• 1D: 0.67%
• 1M: -13.08%
• YTD: 15.58%
• 6M: 16.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSII

• 1D: 2.02%
• 1M: -9.28%
• YTD: -11.04%
• 6M: -13.33%
• 1Y: 33.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GOOW vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	15.58%	71.16%
TSII REX TSLA Growth & Income ETF	-11.04%	38.64%

Correlation

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

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.39

Return for Risk

GOOW vs. TSII — Risk / Return Rank

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

GOOW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

GOOW vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) 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.

	GOOW	TSII	Difference
Sharpe ratio: Return per unit of total volatility	—	0.77	—
Sortino ratio: Return per unit of downside risk	—	1.27	—
Omega ratio: Gain probability vs. loss probability	—	1.15	—
Calmar ratio: Return relative to maximum drawdown	—	1.17	—
Martin ratio: Return relative to average drawdown	—	2.72	—

Drawdowns

GOOW vs. TSII - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, smaller than the maximum TSII drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for GOOW and TSII.

Drawdown Indicators

	GOOW	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-24.88%	-29.03%	+4.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-29.03%	—
Current Drawdown Current decline from peak	-13.08%	-18.71%	+5.63%
Average Drawdown Average peak-to-trough decline	-5.03%	-9.70%	+4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.51%	—

Volatility

Volatility by Period

	GOOW	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	37.31%	44.04%	-6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.31%	46.99%	-9.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.31%	46.99%	-9.68%

GOOW vs. TSII - Expense Ratio Comparison

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

Dividends

GOOW vs. TSII - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 36.06%, less than TSII's 75.64% yield.

Position	TTM	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	36.06%	19.77%
TSII REX TSLA Growth & Income ETF	75.64%	32.17%

Frequently Asked Questions

Can I hold both GOOW and TSII in my portfolio?

GOOW 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 ETF is better, GOOW or TSII?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GOOW or TSII?

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

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

TSII has the higher dividend yield at 75.64%, compared with 36.06% for GOOW.

What is the main difference between GOOW and TSII?

GOOW is categorized as Derivative Income, while TSII is Leveraged Equities. They also come from different issuers: Roundhill and REX.