LLII vs. TSII
LLII (REX LLY Growth & Income ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - LLII is a Derivative Income fund actively managed by REX, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
LLII vs. TSII - Performance Comparison
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Returns By Period
In the year-to-date period, LLII achieves a 2.07% return, which is significantly higher than TSII's -17.18% return.
LLII
- 1D
- 0.00%
- 1M
- 6.03%
- YTD
- 2.07%
- 6M
- 3.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSII
- 1D
- -8.05%
- 1M
- -11.96%
- YTD
- -17.18%
- 6M
- -23.93%
- 1Y
- 14.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLII vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LLII REX LLY Growth & Income ETF | 2.07% | 19.74% |
TSII REX TSLA Growth & Income ETF | -17.18% | -4.73% |
Correlation
The correlation between LLII and TSII is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.09 |
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Return for Risk
LLII vs. TSII — Risk / Return Rank
LLII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSII
LLII vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) 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.
| LLII | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.09 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.49 | — |
| Martin ratioReturn relative to average drawdown | — | 1.10 | — |
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Drawdowns
LLII vs. TSII - Drawdown Comparison
The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum TSII drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for LLII and TSII.
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Drawdown Indicators
| LLII | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.96% | -29.03% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | — | -29.03% | — |
Current DrawdownCurrent decline from peak | -0.71% | -24.32% | +23.61% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -9.92% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 12.86% | — |
Volatility
LLII vs. TSII - Volatility Comparison
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Volatility by Period
| LLII | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 30.34% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.58% | 44.60% | -9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.58% | 47.24% | -11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.58% | 47.24% | -11.66% |
LLII vs. TSII - Expense Ratio Comparison
Both LLII and TSII have an expense ratio of 0.99%.
Dividends
LLII vs. TSII - Dividend Comparison
LLII's dividend yield for the trailing twelve months is around 25.62%, less than TSII's 81.88% yield.
| Position | TTM | 2025 |
|---|---|---|
LLII REX LLY Growth & Income ETF | 25.62% | 5.13% |
TSII REX TSLA Growth & Income ETF | 81.88% | 32.17% |
Frequently Asked Questions
LLII and TSII have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LLII and TSII have the same expense ratio: 0.99% per year.
TSII has the higher dividend yield at 81.88%, compared with 25.62% for LLII.
LLII is categorized as Derivative Income, while TSII is Leveraged Equities.
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