TSII vs. GOOW

Last updated Jun 13, 2026

TSII (REX TSLA Growth & Income ETF) and GOOW (Roundhill GOOGL WeeklyPay™ ETF) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while GOOW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

TSII vs. GOOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSII achieves a -11.04% return, which is significantly lower than GOOW's 15.58% return.

TSII

• 1D: 2.02%
• 1M: -9.28%
• YTD: -11.04%
• 6M: -13.33%
• 1Y: 33.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOW

• 1D: 0.67%
• 1M: -13.08%
• YTD: 15.58%
• 6M: 16.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. GOOW - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-11.04%	38.64%
GOOW Roundhill GOOGL WeeklyPay™ ETF	15.58%	71.16%

Correlation

The correlation between TSII and GOOW is 0.39, 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 Jul 24, 2025	0.39

Return for Risk

TSII vs. GOOW — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 25
TSII Sharpe Ratio Rank: 25
TSII Sortino Ratio Rank: 26
TSII Omega Ratio Rank: 25
TSII Calmar Ratio Rank: 28
TSII Martin Ratio Rank: 24

GOOW

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. GOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Roundhill GOOGL WeeklyPay™ ETF (GOOW). 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	GOOW	Difference
Sharpe ratio: Return per unit of total volatility	0.77	—	—
Sortino ratio: Return per unit of downside risk	1.27	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	1.17	—	—
Martin ratio: Return relative to average drawdown	2.72	—	—

Drawdowns

TSII vs. GOOW - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, which is greater than GOOW's maximum drawdown of -24.88%. Use the drawdown chart below to compare losses from any high point for TSII and GOOW.

Drawdown Indicators

	TSII	GOOW	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-24.88%	-4.15%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	—	—
Current Drawdown Current decline from peak	-18.71%	-13.08%	-5.63%
Average Drawdown Average peak-to-trough decline	-9.70%	-5.03%	-4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.51%	—	—

Volatility

Volatility by Period

	TSII	GOOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	29.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	44.04%	37.31%	+6.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.99%	37.31%	+9.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.99%	37.31%	+9.68%

TSII vs. GOOW - Expense Ratio Comparison

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

Dividends

TSII vs. GOOW - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 75.64%, more than GOOW's 36.06% yield.

Position	TTM	2025
GOOW Roundhill GOOGL WeeklyPay™ ETF	36.06%	19.77%
TSII REX TSLA Growth & Income ETF	75.64%	32.17%

Frequently Asked Questions

Can I hold both TSII and GOOW in my portfolio?

TSII and GOOW have a correlation of 0.39, 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 GOOW?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSII or GOOW?

TSII and GOOW have the same expense ratio: 0.99% per year.

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

TSII has the higher dividend yield at 75.64%, compared with 36.06% for GOOW.

What is the main difference between TSII and GOOW?

TSII is categorized as Leveraged Equities, while GOOW is Derivative Income. They also come from different issuers: REX and Roundhill.