GOOY vs. TSII

Last updated Jun 13, 2026

GOOY (YieldMax GOOGL Option Income Strategy ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - GOOY is a Derivative Income fund actively managed by YieldMax, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. Over the past year, GOOY returned 81.33% vs 33.88% for TSII. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

GOOY vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) 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, GOOY achieves a 13.92% return, which is significantly higher than TSII's -11.04% return.

GOOY

• 1D: 0.00%
• 1M: -8.37%
• YTD: 13.92%
• 6M: 14.56%
• 1Y: 81.33%
• 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)

GOOY vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
GOOY YieldMax GOOGL Option Income Strategy ETF	13.92%	65.70%
TSII REX TSLA Growth & Income ETF	-11.04%	39.41%

Correlation

The correlation between GOOY and TSII is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.35

Return for Risk

GOOY vs. TSII — Risk / Return Rank

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

GOOY

GOOY Risk / Return Rank: 93
GOOY Sharpe Ratio Rank: 96
GOOY Sortino Ratio Rank: 95
GOOY Omega Ratio Rank: 94
GOOY Calmar Ratio Rank: 91
GOOY Martin Ratio Rank: 91

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.

GOOY vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) 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.

	GOOY	TSII	Difference
Sharpe ratio: Return per unit of total volatility	3.51	0.77	+2.74
Sortino ratio: Return per unit of downside risk	4.76	1.27	+3.49
Omega ratio: Gain probability vs. loss probability	1.60	1.15	+0.44
Calmar ratio: Return relative to maximum drawdown	5.06	1.17	+3.89
Martin ratio: Return relative to average drawdown	18.64	2.72	+15.93

GOOY vs. TSII - Sharpe Ratio Comparison

The current GOOY Sharpe Ratio is 3.51, which is higher than the TSII Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GOOY 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

GOOY vs. TSII - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum TSII drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for GOOY and TSII.

Drawdown Indicators

	GOOY	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-29.03%	+4.63%
Max Drawdown (1Y) Largest decline over 1 year	-16.15%	-29.03%	+12.88%
Current Drawdown Current decline from peak	-8.37%	-18.71%	+10.34%
Average Drawdown Average peak-to-trough decline	-6.27%	-9.70%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	12.51%	-8.13%

Volatility

GOOY vs. TSII - Volatility Comparison

The current volatility for YieldMax GOOGL Option Income Strategy ETF (GOOY) is 6.21%, while REX TSLA Growth & Income ETF (TSII) has a volatility of 16.10%. This indicates that GOOY 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.

Volatility by Period

	GOOY	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	16.10%	-9.89%
Volatility (6M) Calculated over the trailing 6-month period	17.39%	29.70%	-12.31%
Volatility (1Y) Calculated over the trailing 1-year period	23.33%	44.04%	-20.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.29%	46.99%	-23.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	46.99%	-23.70%

GOOY vs. TSII - Expense Ratio Comparison

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

Dividends

GOOY vs. TSII - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 49.78%, less than TSII's 75.64% yield.

Position	TTM	2025	2024	2023
GOOY YieldMax GOOGL Option Income Strategy ETF	49.78%	41.50%	36.74%	7.90%
TSII REX TSLA Growth & Income ETF	75.64%	32.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GOOY and TSII in my portfolio?

GOOY and TSII have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOOY or TSII?

TSII has higher volatility (16.10%) compared to GOOY (6.21%). In terms of maximum drawdown, GOOY dropped -24.40% vs TSII's -29.03%.

Which ETF is better, GOOY or TSII?

On 1-year performance, GOOY leads with 81.33% vs 33.88% for TSII. Both ETFs have the same 0.99% expense ratio. On volatility, GOOY has been the lower-risk option at 6.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GOOY or TSII?

Over the 1-year period, GOOY has performed better with a 81.33% return vs 33.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GOOY or TSII?

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

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

TSII has the higher dividend yield at 75.64%, compared with 49.78% for GOOY.

What is the main difference between GOOY and TSII?

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

Which has better risk-adjusted returns?

GOOY currently has the higher Sharpe Ratio (3.51 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.