NFLU vs. TSYX

Last updated Apr 1, 2026

Compare and contrast key facts about T-REX 2X Long Netflix Daily Target ETF (NFLU) and TSPY Lift ETF (TSYX).

NFLU and TSYX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NFLU is an actively managed fund by REX Shares. It was launched on Sep 26, 2024. TSYX is an actively managed fund by TappAlpha. It was launched on Jan 6, 2026.

Performance

NFLU vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Netflix Daily Target ETF (NFLU) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

NFLU vs. TSYX - Yearly Performance Comparison

	2026 (YTD)
NFLU T-REX 2X Long Netflix Daily Target ETF	5.77%
TSYX TSPY Lift ETF	-8.44%

Returns By Period

NFLU

• 1D: 7.04%
• 1M: -1.60%
• YTD: -1.14%
• 6M: -43.54%
• 1Y: -15.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSYX

• 1D: 4.07%
• 1M: -7.63%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NFLU vs. TSYX - Expense Ratio Comparison

NFLU has a 1.05% expense ratio, which is higher than TSYX's 0.98% expense ratio.

NFLU

T-REX 2X Long Netflix Daily Target ETF

TSYX

TSPY Lift ETF

Return for Risk

NFLU vs. TSYX — Risk / Return Rank

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

NFLU

NFLU Risk / Return Rank: 9
NFLU Sharpe Ratio Rank: 7
NFLU Sortino Ratio Rank: 11
NFLU Omega Ratio Rank: 11
NFLU Calmar Ratio Rank: 8
NFLU Martin Ratio Rank: 9

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.

NFLU vs. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Netflix Daily Target ETF (NFLU) and TSPY Lift ETF (TSYX). 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.

	NFLU	TSYX	Difference
Sharpe ratio Return per unit of total volatility	-0.23	—	—
Sortino ratio Return per unit of downside risk	0.13	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	-0.22	—	—
Martin ratio Return relative to average drawdown	-0.41	—	—
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

	NFLU	TSYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-1.61	+1.89

Correlation

The correlation between NFLU and TSYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NFLU vs. TSYX - Dividend Comparison

NFLU has not paid dividends to shareholders, while TSYX's dividend yield for the trailing twelve months is around 3.46%.

	TTM
NFLU T-REX 2X Long Netflix Daily Target ETF	0.00%
TSYX TSPY Lift ETF	3.46%

Drawdowns

NFLU vs. TSYX - Drawdown Comparison

The maximum NFLU drawdown since its inception was -72.10%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for NFLU and TSYX.

Drawdown Indicators

	NFLU	TSYX	Difference
Max Drawdown Largest peak-to-trough decline	-72.10%	-13.39%	-58.71%
Max Drawdown (1Y) Largest decline over 1 year	-72.10%	—	—
Current Drawdown Current decline from peak	-56.84%	-9.86%	-46.98%
Average Drawdown Average peak-to-trough decline	-24.06%	-3.75%	-20.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.59%	—	—

Volatility

Volatility by Period

	NFLU	TSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	53.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	68.25%	20.22%	+48.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.30%	20.22%	+49.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.30%	20.22%	+49.08%