HOOW vs. TSII
HOOW (Roundhill HOOD WeeklyPay ETF) and TSII (REX TSLA Growth & Income ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, HOOW returned -20.29% vs 11.08% for TSII. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
HOOW vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, HOOW achieves a -19.14% return, which is significantly higher than TSII's -20.44% return.
HOOW
- 1D
- -0.90%
- 1M
- -10.64%
- 6M
- -15.25%
- YTD
- -19.14%
- 1Y
- -20.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.34%
TSII
- 1D
- -3.03%
- 1M
- -10.42%
- 6M
- -18.91%
- YTD
- -20.44%
- 1Y
- 11.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.64%
HOOW vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOOW Roundhill HOOD WeeklyPay ETF | -19.14% | 52.60% |
TSII REX TSLA Growth & Income ETF | -20.44% | 50.99% |
Correlation
The correlation between HOOW and TSII is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.43 |
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Return for Risk
HOOW vs. TSII — Risk / Return Rank
HOOW
TSII
HOOW vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill HOOD WeeklyPay ETF (HOOW) 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.
| HOOW | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.08 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.38 | -0.69 |
| Martin ratioReturn relative to average drawdown | -0.51 | 0.79 | -1.31 |
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Drawdowns
HOOW vs. TSII - Drawdown Comparison
The maximum HOOW drawdown since its inception was -65.74%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for HOOW and TSII.
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Drawdown Indicators
| HOOW | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.74% | -29.03% | -36.71% |
Max Drawdown (1Y)Largest decline over 1 year | -65.74% | -29.03% | -36.71% |
Current DrawdownCurrent decline from peak | -45.08% | -27.30% | -17.78% |
Average DrawdownAverage peak-to-trough decline | -30.60% | -10.67% | -19.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.51% | 13.99% | +25.52% |
Volatility
HOOW vs. TSII - Volatility Comparison
Roundhill HOOD WeeklyPay ETF (HOOW) has a higher volatility of 23.03% compared to REX TSLA Growth & Income ETF (TSII) at 17.40%. This indicates that HOOW's price experiences larger fluctuations and is considered to be riskier 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
| HOOW | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.03% | 17.40% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 64.14% | 32.57% | +31.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.43% | 44.41% | +40.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.98% | 47.83% | +36.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.98% | 47.83% | +36.15% |
HOOW vs. TSII - Expense Ratio Comparison
Both HOOW and TSII have an expense ratio of 0.99%.
Dividends
HOOW vs. TSII - Dividend Comparison
HOOW's dividend yield for the trailing twelve months is around 148.30%, more than TSII's 87.48% yield.
| Position | TTM | 2025 |
|---|---|---|
HOOW Roundhill HOOD WeeklyPay ETF | 148.30% | 67.92% |
TSII REX TSLA Growth & Income ETF | 87.48% | 32.17% |
Frequently Asked Questions
HOOW and TSII have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOW has higher volatility (23.03%) compared to TSII (17.40%). In terms of maximum drawdown, HOOW dropped -65.74% vs TSII's -29.03%.
On 1-year performance, TSII leads with 11.08% vs -20.29% for HOOW. Both ETFs have the same 0.99% expense ratio. On volatility, TSII has been the lower-risk option at 17.40%. 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 11.08% return vs -20.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HOOW and TSII have the same expense ratio: 0.99% per year.
HOOW has the higher dividend yield at 148.30%, compared with 87.48% for TSII.
They also come from different issuers: Roundhill and REX.
TSII currently has the higher Sharpe Ratio (0.25 vs -0.24), 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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