TSII vs. BMNU

Last updated Aug 2, 2026

TSII (REX TSLA Growth & Income ETF) and BMNU (T-REX 2X Long BMNR Daily Target ETF) are both Leveraged Equities funds from REX. Both are actively managed. Their 0.44 correlation means their historical movements had little consistent relationship. TSII charges 0.99%/yr vs 1.50%/yr for BMNU.

Performance

TSII vs. BMNU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and T-REX 2X Long BMNR Daily Target ETF (BMNU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSII achieves a -35.03% return, which is significantly higher than BMNU's -78.66% return.

TSII

• 1D: 1.37%
• 1M: -22.61%
• 6M: -32.70%
• YTD: -35.03%
• 1Y: -2.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -8.22%

BMNU

• 1D: -8.68%
• 1M: 32.42%
• 6M: -71.98%
• YTD: -78.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BMNU T-REX 2X Long BMNR Daily Target ETF	$40.53M	$40.79M	$125.50M
TSII REX TSLA Growth & Income ETF	$1.63M	$1.31M	$1.07M

TSII vs. BMNU - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-35.03%	9.69%
BMNU T-REX 2X Long BMNR Daily Target ETF	-78.66%	-80.88%

Correlation

The correlation between TSII and BMNU is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 26, 2025	0.44

Return for Risk

TSII vs. BMNU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSII

TSII Risk / Return Rank: 10
TSII Sharpe Ratio Rank: 9
TSII Sortino Ratio Rank: 11
TSII Omega Ratio Rank: 12
TSII Calmar Ratio Rank: 9
TSII Martin Ratio Rank: 9

BMNU

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSII vs. BMNU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and T-REX 2X Long BMNR Daily Target ETF (BMNU). 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	BMNU	Difference
Sharpe ratio: Return per unit of total volatility	-0.10	—	—
Sortino ratio: Return per unit of downside risk	0.19	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	-0.11	—	—
Martin ratio: Return relative to average drawdown	-0.29	—	—

Drawdowns

TSII vs. BMNU - Drawdown Comparison

The maximum TSII drawdown since its inception was -44.14%, smaller than the maximum BMNU drawdown of -98.29%. Use the drawdown chart below to compare losses from any high point for TSII and BMNU.

Drawdown Indicators

	TSII	BMNU	Difference
Max Drawdown Largest peak-to-trough decline	-44.14%	-98.29%	+54.15%
Max Drawdown (1Y) Largest decline over 1 year	-44.14%	—	—
Current Drawdown Current decline from peak	-40.63%	-97.40%	+56.77%
Average Drawdown Average peak-to-trough decline	-11.52%	-82.70%	+71.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.75%	—	—

Volatility

Volatility by Period

	TSII	BMNU	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	37.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	47.70%	183.45%	-135.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.45%	183.45%	-133.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.45%	183.45%	-133.00%

TSII vs. BMNU - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is lower than BMNU's 1.50% expense ratio.

Dividends

TSII vs. BMNU - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 109.28%, while BMNU has not paid dividends to shareholders.

Position	TTM	2025
BMNU T-REX 2X Long BMNR Daily Target ETF	0.00%	0.00%
TSII REX TSLA Growth & Income ETF	109.28%	32.17%

Frequently Asked Questions

Can I hold both TSII and BMNU in my portfolio?

TSII and BMNU 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 ETF is better, TSII or BMNU?

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, TSII or BMNU?

TSII is cheaper with a 0.99% expense ratio, compared with 1.50% for BMNU.

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

TSII has the higher dividend yield at 109.28%, compared with 0.00% for BMNU.

What is the main difference between TSII and BMNU?

Their fees differ too: 0.99% for TSII and 1.50% for BMNU.