MSII vs. TSLG

Last updated Apr 1, 2026

Compare and contrast key facts about REX MSTR Growth & Income ETF (MSII) and Leverage Shares 2X Long TSLA Daily ETF (TSLG).

MSII and TSLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSII is an actively managed fund by REX. It was launched on Jun 4, 2025. TSLG is an actively managed fund by Leverage Shares. It was launched on Dec 12, 2024.

Performance

MSII vs. TSLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX MSTR Growth & Income ETF (MSII) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

MSII vs. TSLG - Yearly Performance Comparison

	2026 (YTD)	2025
MSII REX MSTR Growth & Income ETF	-16.31%	-60.25%
TSLG Leverage Shares 2X Long TSLA Daily ETF	-35.84%	46.07%

Returns By Period

In the year-to-date period, MSII achieves a -16.31% return, which is significantly higher than TSLG's -35.84% return.

MSII

• 1D: 3.01%
• 1M: 0.58%
• YTD: -16.31%
• 6M: -61.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSLG

• 1D: 9.07%
• 1M: -16.83%
• YTD: -35.84%
• 6M: -39.88%
• 1Y: 34.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSII vs. TSLG - Expense Ratio Comparison

MSII has a 0.99% expense ratio, which is higher than TSLG's 0.75% expense ratio.

MSII

REX MSTR Growth & Income ETF

TSLG

Leverage Shares 2X Long TSLA Daily ETF

Return for Risk

MSII vs. TSLG — Risk / Return Rank

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

TSLG

TSLG Risk / Return Rank: 30
TSLG Sharpe Ratio Rank: 20
TSLG Sortino Ratio Rank: 45
TSLG Omega Ratio Rank: 38
TSLG Calmar Ratio Rank: 25
TSLG Martin Ratio Rank: 20

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.

MSII vs. TSLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX MSTR Growth & Income ETF (MSII) and Leverage Shares 2X Long TSLA Daily ETF (TSLG). 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.

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

Sharpe Ratios by Period

	MSII	TSLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.03	-0.44	-0.59

Correlation

The correlation between MSII and TSLG is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSII vs. TSLG - Dividend Comparison

MSII's dividend yield for the trailing twelve months is around 74.46%, more than TSLG's 10.20% yield.

	TTM	2025
MSII REX MSTR Growth & Income ETF	74.46%	48.93%
TSLG Leverage Shares 2X Long TSLA Daily ETF	10.20%	6.55%

Drawdowns

MSII vs. TSLG - Drawdown Comparison

The maximum MSII drawdown since its inception was -78.73%, roughly equal to the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for MSII and TSLG.

Drawdown Indicators

	MSII	TSLG	Difference
Max Drawdown Largest peak-to-trough decline	-78.73%	-82.86%	+4.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-50.92%	—
Current Drawdown Current decline from peak	-72.82%	-67.59%	-5.23%
Average Drawdown Average peak-to-trough decline	-41.84%	-58.04%	+16.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	23.82%	—

Volatility

Volatility by Period

	MSII	TSLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	59.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	71.91%	110.61%	-38.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.91%	119.00%	-47.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.91%	119.00%	-47.09%