TSII vs. HOII

Last updated Jun 24, 2026

TSII (REX TSLA Growth & Income ETF) and HOII (REX HOOD Growth & Income ETF) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while HOII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

TSII vs. HOII - Performance Comparison

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

Returns By Period

In the year-to-date period, TSII achieves a -17.18% return, which is significantly lower than HOII's 19,132.59% return.

TSII

• 1D: -8.05%
• 1M: -11.96%
• YTD: -17.18%
• 6M: -23.93%
• 1Y: 14.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HOII

• 1D: 0.00%
• 1M: 30,031.23%
• YTD: 19,132.59%
• 6M: 17,912.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. HOII - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-17.18%	-4.73%
HOII REX HOOD Growth & Income ETF	19,132.59%	-23.54%

Correlation

The correlation between TSII and HOII is 0.50, 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 4, 2025	0.50

Return for Risk

TSII vs. HOII — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 14
TSII Sharpe Ratio Rank: 13
TSII Sortino Ratio Rank: 14
TSII Omega Ratio Rank: 14
TSII Calmar Ratio Rank: 14
TSII Martin Ratio Rank: 14

HOII

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. HOII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and REX HOOD Growth & Income ETF (HOII). 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	HOII	Difference
Sharpe ratio: Return per unit of total volatility	0.32	—	—
Sortino ratio: Return per unit of downside risk	0.73	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.49	—	—
Martin ratio: Return relative to average drawdown	1.10	—	—

Drawdowns

TSII vs. HOII - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum HOII drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for TSII and HOII.

Drawdown Indicators

	TSII	HOII	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-55.38%	+26.35%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	—	—
Current Drawdown Current decline from peak	-24.32%	0.00%	-24.32%
Average Drawdown Average peak-to-trough decline	-9.92%	-36.68%	+26.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.86%	—	—

Volatility

Volatility by Period

	TSII	HOII	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	44.60%	34,045.59%	-34,000.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.24%	34,045.59%	-33,998.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.24%	34,045.59%	-33,998.35%

TSII vs. HOII - Expense Ratio Comparison

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

Dividends

TSII vs. HOII - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 81.88%, less than HOII's 120.87% yield.

Position	TTM	2025
HOII REX HOOD Growth & Income ETF	120.87%	4.41%
TSII REX TSLA Growth & Income ETF	81.88%	32.17%

Frequently Asked Questions

Can I hold both TSII and HOII in my portfolio?

TSII and HOII have a correlation of 0.50, 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 HOII?

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 HOII?

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

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

HOII has the higher dividend yield at 120.87%, compared with 81.88% for TSII.

What is the main difference between TSII and HOII?

TSII is categorized as Leveraged Equities, while HOII is Derivative Income.