TSII vs. CIFU

Last updated Jul 14, 2026

TSII (REX TSLA Growth & Income ETF) and CIFU (T-REX 2X Long CIFR Daily Target ETF) are both Leveraged Equities funds from REX. Both are actively managed. At a 0.45 correlation, their price movements are largely independent. TSII charges 0.99%/yr vs 1.50%/yr for CIFU.

Performance

TSII vs. CIFU - 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 CIFR Daily Target ETF (CIFU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSII achieves a -15.31% return, which is significantly lower than CIFU's -3.95% return.

TSII

• 1D: -3.38%
• 1M: -4.80%
• 6M: -15.35%
• YTD: -15.31%
• 1Y: 24.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CIFU

• 1D: -18.25%
• 1M: -38.54%
• 6M: -29.93%
• YTD: -3.95%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. CIFU - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-15.31%	11.66%
CIFU T-REX 2X Long CIFR Daily Target ETF	-3.95%	-13.41%

Correlation

The correlation between TSII and CIFU is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 21, 2025	0.45

Return for Risk

TSII vs. CIFU — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 21
TSII Sharpe Ratio Rank: 21
TSII Sortino Ratio Rank: 22
TSII Omega Ratio Rank: 21
TSII Calmar Ratio Rank: 23
TSII Martin Ratio Rank: 20

CIFU

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

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. CIFU - 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 CIFR Daily Target ETF (CIFU). 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	CIFU	Difference
Sharpe ratio: Return per unit of total volatility	0.56	—	—
Sortino ratio: Return per unit of downside risk	1.03	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.86	—	—
Martin ratio: Return relative to average drawdown	1.83	—	—

Drawdowns

TSII vs. CIFU - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum CIFU drawdown of -77.20%. Use the drawdown chart below to compare losses from any high point for TSII and CIFU.

Drawdown Indicators

	TSII	CIFU	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-77.20%	+48.17%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	—	—
Current Drawdown Current decline from peak	-22.60%	-55.77%	+33.17%
Average Drawdown Average peak-to-trough decline	-10.43%	-42.59%	+32.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.58%	—	—

Volatility

Volatility by Period

	TSII	CIFU	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	32.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	44.49%	206.88%	-162.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.08%	206.88%	-158.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.08%	206.88%	-158.80%

TSII vs. CIFU - Expense Ratio Comparison

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

Dividends

TSII vs. CIFU - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 81.05%, while CIFU has not paid dividends to shareholders.

Position	TTM	2025
CIFU T-REX 2X Long CIFR Daily Target ETF	0.00%	0.00%
TSII REX TSLA Growth & Income ETF	81.05%	32.17%

Frequently Asked Questions

Can I hold both TSII and CIFU in my portfolio?

TSII and CIFU have a correlation of 0.45, 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 CIFU?

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 CIFU?

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

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

TSII has the higher dividend yield at 81.05%, compared with 0.00% for CIFU.

What is the main difference between TSII and CIFU?

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