TSII vs. AMDY

Last updated Jul 21, 2026

TSII (REX TSLA Growth & Income ETF) and AMDY (YieldMax AMD Option Income Strategy ETF) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while AMDY is a Derivative Income fund actively managed by YieldMax ETFs. Both are actively managed. Over the past year, TSII returned 11.08% vs 162.10% for AMDY. At a 0.43 correlation, their price movements are largely independent. TSII charges 0.99%/yr vs 1.23%/yr for AMDY.

Performance

TSII vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSII achieves a -20.44% return, which is significantly lower than AMDY's 98.50% return.

TSII

• 1D: -3.03%
• 1M: -10.42%
• 6M: -18.91%
• YTD: -20.44%
• 1Y: 11.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.64%

AMDY

• 1D: 1.50%
• 1M: -4.16%
• 6M: 91.31%
• YTD: 98.50%
• 1Y: 162.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 50.64%

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

TSII vs. AMDY - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-20.44%	39.41%
AMDY YieldMax AMD Option Income Strategy ETF	98.50%	61.74%

Correlation

The correlation between TSII and AMDY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.43

Return for Risk

TSII vs. AMDY — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 16
TSII Sharpe Ratio Rank: 15
TSII Sortino Ratio Rank: 17
TSII Omega Ratio Rank: 16
TSII Calmar Ratio Rank: 16
TSII Martin Ratio Rank: 15

AMDY

AMDY Risk / Return Rank: 91
AMDY Sharpe Ratio Rank: 95
AMDY Sortino Ratio Rank: 90
AMDY Omega Ratio Rank: 90
AMDY Calmar Ratio Rank: 95
AMDY Martin Ratio Rank: 86

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.

TSII vs. AMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and YieldMax AMD Option Income Strategy ETF (AMDY). 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.

	TSII	AMDY	Difference
Sharpe ratio: Return per unit of total volatility	0.25	2.84	-2.59
Sortino ratio: Return per unit of downside risk	0.65	3.27	-2.62
Omega ratio: Gain probability vs. loss probability	1.08	1.44	-0.36
Calmar ratio: Return relative to maximum drawdown	0.38	5.91	-5.53
Martin ratio: Return relative to average drawdown	0.79	13.07	-12.27

TSII vs. AMDY - Sharpe Ratio Comparison

The current TSII Sharpe Ratio is 0.25, which is lower than the AMDY Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of TSII and AMDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSII vs. AMDY - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for TSII and AMDY.

Drawdown Indicators

	TSII	AMDY	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-53.92%	+24.89%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	-27.59%	-1.44%
Current Drawdown Current decline from peak	-27.30%	-10.85%	-16.45%
Average Drawdown Average peak-to-trough decline	-10.67%	-17.47%	+6.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.99%	12.46%	+1.53%

Volatility

TSII vs. AMDY - Volatility Comparison

REX TSLA Growth & Income ETF (TSII) and YieldMax AMD Option Income Strategy ETF (AMDY) have volatilities of 17.40% and 16.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSII	AMDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.40%	16.60%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	32.57%	45.43%	-12.86%
Volatility (1Y) Calculated over the trailing 1-year period	44.41%	57.58%	-13.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.83%	47.17%	+0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.83%	47.17%	+0.66%

TSII vs. AMDY - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is lower than AMDY's 1.23% expense ratio.

Dividends

TSII vs. AMDY - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 87.48%, more than AMDY's 73.41% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	73.41%	80.68%	109.98%	6.68%
TSII REX TSLA Growth & Income ETF	87.48%	32.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSII and AMDY in my portfolio?

TSII and AMDY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSII or AMDY?

TSII has higher volatility (17.40%) compared to AMDY (16.60%). In terms of maximum drawdown, TSII dropped -29.03% vs AMDY's -53.92%.

Which ETF is better, TSII or AMDY?

On 1-year performance, AMDY leads with 162.10% vs 11.08% for TSII. On fees, TSII is cheaper at 0.99% per year. On volatility, AMDY has been the lower-risk option at 16.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSII or AMDY?

Over the 1-year period, AMDY has performed better with a 162.10% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSII or AMDY?

TSII is cheaper with a 0.99% expense ratio, compared with 1.23% for AMDY.

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

TSII has the higher dividend yield at 87.48%, compared with 73.41% for AMDY.

What is the main difference between TSII and AMDY?

TSII is categorized as Leveraged Equities, while AMDY is Derivative Income. They also come from different issuers: REX and YieldMax ETFs. Their fees differ too: 0.99% for TSII and 1.23% for AMDY.

Which has better risk-adjusted returns?

AMDY currently has the higher Sharpe Ratio (2.84 vs 0.25), 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.