TSII vs. CHPY

Last updated Apr 1, 2026

Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY).

TSII and CHPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSII is an actively managed fund by REX. It was launched on Jun 4, 2025. CHPY is an actively managed fund by YieldMax. It was launched on Apr 2, 2025.

Performance

TSII vs. CHPY - Performance Comparison

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

TSII vs. CHPY - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-14.56%	43.72%
CHPY YieldMax Semiconductor Portfolio Option Income ETF	10.53%	33.14%

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than CHPY's 10.53% return.

TSII

• 1D: 5.67%
• 1M: -6.20%
• YTD: -14.56%
• 6M: -10.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHPY

• 1D: 6.28%
• 1M: -3.46%
• YTD: 10.53%
• 6M: 22.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. CHPY - Expense Ratio Comparison

Both TSII and CHPY have an expense ratio of 0.99%.

TSII

REX TSLA Growth & Income ETF

CHPY

YieldMax Semiconductor Portfolio Option Income ETF

Return for Risk

TSII vs. CHPY - Risk-Adjusted Trends Comparison

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

	TSII	CHPY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	2.50	-1.90

Correlation

The correlation between TSII and CHPY is 0.51, 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

TSII vs. CHPY - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, more than CHPY's 38.69% yield.

	TTM	2025
TSII REX TSLA Growth & Income ETF	59.25%	32.17%
CHPY YieldMax Semiconductor Portfolio Option Income ETF	38.69%	28.19%

Drawdowns

TSII vs. CHPY - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, which is greater than CHPY's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for TSII and CHPY.

Drawdown Indicators

	TSII	CHPY	Difference
Max Drawdown Largest peak-to-trough decline	-26.12%	-12.17%	-13.95%
Current Drawdown Current decline from peak	-21.92%	-6.65%	-15.27%
Average Drawdown Average peak-to-trough decline	-7.18%	-2.15%	-5.03%

Volatility

Volatility by Period

	TSII	CHPY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	47.37%	32.75%	+14.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.37%	32.75%	+14.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.37%	32.75%	+14.62%