GOOX vs. TSYW

Last updated Apr 2, 2026

Compare and contrast key facts about T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and Roundhill Treasury Bond WeeklyPay ETF (TSYW).

GOOX and TSYW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GOOX is an actively managed fund by T-Rex. It was launched on Jan 10, 2024. TSYW is an actively managed fund by Roundhill. It was launched on Nov 12, 2025.

Performance

GOOX vs. TSYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). The values are adjusted to include any dividend payments, if applicable.

GOOX vs. TSYW - Yearly Performance Comparison

	2026 (YTD)	2025
GOOX T-Rex 2X Long Alphabet Daily Target ETF	-15.09%	22.98%
TSYW Roundhill Treasury Bond WeeklyPay ETF	-0.81%	-2.56%

Returns By Period

In the year-to-date period, GOOX achieves a -15.09% return, which is significantly lower than TSYW's -0.81% return.

GOOX

• 1D: 5.75%
• 1M: -8.54%
• YTD: -15.09%
• 6M: 32.03%
• 1Y: 184.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSYW

• 1D: 0.04%
• 1M: -4.24%
• YTD: -0.81%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GOOX vs. TSYW - Expense Ratio Comparison

GOOX has a 1.05% expense ratio, which is higher than TSYW's 0.99% expense ratio.

GOOX

T-Rex 2X Long Alphabet Daily Target ETF

TSYW

Roundhill Treasury Bond WeeklyPay ETF

Return for Risk

GOOX vs. TSYW — Risk / Return Rank

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

GOOX

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

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.

GOOX vs. TSYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Alphabet Daily Target ETF (GOOX) and Roundhill Treasury Bond WeeklyPay ETF (TSYW). 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.

	GOOX	TSYW	Difference
Sharpe ratio Return per unit of total volatility	3.03	—	—
Sortino ratio Return per unit of downside risk	3.46	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	4.99	—	—
Martin ratio Return relative to average drawdown	18.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GOOX	TSYW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	-0.80	+1.78

Correlation

The correlation between GOOX and TSYW is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GOOX vs. TSYW - Dividend Comparison

GOOX's dividend yield for the trailing twelve months is around 0.36%, less than TSYW's 4.88% yield.

	TTM	2025	2024
GOOX T-Rex 2X Long Alphabet Daily Target ETF	0.36%	0.30%	16.78%
TSYW Roundhill Treasury Bond WeeklyPay ETF	4.88%	1.63%	0.00%

Drawdowns

GOOX vs. TSYW - Drawdown Comparison

The maximum GOOX drawdown since its inception was -52.46%, which is greater than TSYW's maximum drawdown of -6.69%. Use the drawdown chart below to compare losses from any high point for GOOX and TSYW.

Drawdown Indicators

	GOOX	TSYW	Difference
Max Drawdown Largest peak-to-trough decline	-52.46%	-6.69%	-45.77%
Max Drawdown (1Y) Largest decline over 1 year	-38.98%	—	—
Current Drawdown Current decline from peak	-28.97%	-5.24%	-23.73%
Average Drawdown Average peak-to-trough decline	-17.66%	-2.94%	-14.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.79%	—	—

Volatility

Volatility by Period

	GOOX	TSYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	39.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	61.39%	11.16%	+50.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.54%	11.16%	+48.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.54%	11.16%	+48.38%