MSTZ vs. TSII

Last updated Jun 4, 2026

MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - MSTZ is a Inverse Equities fund actively managed by REX, while TSII is a Leveraged Equities fund actively managed by REX. Both are actively managed. At a correlation of -0.42, they often move in opposite directions. MSTZ charges 1.05%/yr vs 0.99%/yr for TSII.

Performance

MSTZ vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) 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, MSTZ achieves a -46.88% return, which is significantly lower than TSII's -6.73% return.

MSTZ

• 1D: 14.02%
• 1M: 86.49%
• YTD: -46.88%
• 6M: -23.06%
• 1Y: 94.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSII

• 1D: 0.32%
• 1M: 6.19%
• YTD: -6.73%
• 6M: -7.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSTZ vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	-46.88%	249.29%
TSII REX TSLA Growth & Income ETF	-6.73%	43.72%

Correlation

The correlation between MSTZ and TSII is -0.42, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.42

Return for Risk

MSTZ vs. TSII — Risk / Return Rank

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

MSTZ

MSTZ Risk / Return Rank: 26
MSTZ Sharpe Ratio Rank: 20
MSTZ Sortino Ratio Rank: 32
MSTZ Omega Ratio Rank: 34
MSTZ Calmar Ratio Rank: 24
MSTZ 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.

MSTZ vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) 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.

	MSTZ	TSII	Difference
Sharpe ratio Return per unit of total volatility	0.68	—	—
Sortino ratio Return per unit of downside risk	1.74	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.12	—	—
Martin ratio Return relative to average drawdown	2.35	—	—
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

	MSTZ	TSII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.53	0.75	-1.28

Drawdowns

MSTZ vs. TSII - Drawdown Comparison

The maximum MSTZ drawdown since its inception was -99.36%, which is greater than TSII's maximum drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for MSTZ and TSII.

Drawdown Indicators

	MSTZ	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-99.36%	-29.03%	-70.33%
Max Drawdown (1Y) Largest decline over 1 year	-84.89%	—	—
Current Drawdown Current decline from peak	-98.14%	-14.76%	-83.38%
Average Drawdown Average peak-to-trough decline	-94.39%	-9.31%	-85.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.30%	—	—

Volatility

Volatility by Period

	MSTZ	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	125.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	140.34%	46.04%	+94.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	170.37%	46.04%	+124.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	170.37%	46.04%	+124.33%

MSTZ vs. TSII - Expense Ratio Comparison

MSTZ has a 1.05% expense ratio, which is higher than TSII's 0.99% expense ratio.

Dividends

MSTZ vs. TSII - Dividend Comparison

MSTZ has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 70.30%.

Position	TTM	2025
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	0.00%	0.00%
TSII REX TSLA Growth & Income ETF	70.30%	32.17%

Frequently Asked Questions

Can I hold both MSTZ and TSII in my portfolio?

MSTZ and TSII have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MSTZ or TSII?

On fees, TSII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MSTZ or TSII?

TSII is cheaper with a 0.99% expense ratio, compared with 1.05% for MSTZ.

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

TSII has the higher dividend yield at 70.30%, compared with 0.00% for MSTZ.

What is the main difference between MSTZ and TSII?

MSTZ is categorized as Inverse Equities, while TSII is Leveraged Equities. Their fees differ too: 1.05% for MSTZ and 0.99% for TSII.