TSII vs. HOOW

Last updated Jul 21, 2026

TSII (REX TSLA Growth & Income ETF) and HOOW (Roundhill HOOD WeeklyPay ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, TSII returned 11.08% vs -20.29% for HOOW. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

TSII vs. HOOW - Performance Comparison

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

Returns By Period

In the year-to-date period, TSII achieves a -20.44% return, which is significantly lower than HOOW's -19.14% return.

TSII

• 1D: -3.03%
• 1M: -10.42%
• 6M: -18.91%
• YTD: -20.44%
• 1Y: 11.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.64%

HOOW

• 1D: -0.90%
• 1M: -10.64%
• 6M: -15.25%
• YTD: -19.14%
• 1Y: -20.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.34%

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

TSII vs. HOOW - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-20.44%	50.99%
HOOW Roundhill HOOD WeeklyPay ETF	-19.14%	52.60%

Correlation

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

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025	0.43

Return for Risk

TSII vs. HOOW — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 16
TSII Sharpe Ratio Rank: 15
TSII Sortino Ratio Rank: 17
TSII Omega Ratio Rank: 16
TSII Calmar Ratio Rank: 16
TSII Martin Ratio Rank: 15

HOOW

HOOW Risk / Return Rank: 9
HOOW Sharpe Ratio Rank: 8
HOOW Sortino Ratio Rank: 11
HOOW Omega Ratio Rank: 11
HOOW Calmar Ratio Rank: 7
HOOW Martin Ratio Rank: 8

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. HOOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Roundhill HOOD WeeklyPay ETF (HOOW). 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	HOOW	Difference
Sharpe ratio: Return per unit of total volatility	0.25	-0.24	+0.49
Sortino ratio: Return per unit of downside risk	0.65	0.22	+0.43
Omega ratio: Gain probability vs. loss probability	1.08	1.03	+0.05
Calmar ratio: Return relative to maximum drawdown	0.38	-0.31	+0.69
Martin ratio: Return relative to average drawdown	0.79	-0.51	+1.31

TSII vs. HOOW - Sharpe Ratio Comparison

The current TSII Sharpe Ratio is 0.25, which is higher than the HOOW Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of TSII and HOOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSII vs. HOOW - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum HOOW drawdown of -65.74%. Use the drawdown chart below to compare losses from any high point for TSII and HOOW.

Drawdown Indicators

	TSII	HOOW	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-65.74%	+36.71%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	-65.74%	+36.71%
Current Drawdown Current decline from peak	-27.30%	-45.08%	+17.78%
Average Drawdown Average peak-to-trough decline	-10.67%	-30.60%	+19.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.99%	39.51%	-25.52%

Volatility

TSII vs. HOOW - Volatility Comparison

The current volatility for REX TSLA Growth & Income ETF (TSII) is 17.40%, while Roundhill HOOD WeeklyPay ETF (HOOW) has a volatility of 23.03%. This indicates that TSII experiences smaller price fluctuations and is considered to be less risky than HOOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSII	HOOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.40%	23.03%	-5.63%
Volatility (6M) Calculated over the trailing 6-month period	32.57%	64.14%	-31.57%
Volatility (1Y) Calculated over the trailing 1-year period	44.41%	84.43%	-40.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.83%	83.98%	-36.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.83%	83.98%	-36.15%

TSII vs. HOOW - Expense Ratio Comparison

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

Dividends

TSII vs. HOOW - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 87.48%, less than HOOW's 148.30% yield.

Position	TTM	2025
HOOW Roundhill HOOD WeeklyPay ETF	148.30%	67.92%
TSII REX TSLA Growth & Income ETF	87.48%	32.17%

Frequently Asked Questions

Can I hold both TSII and HOOW in my portfolio?

TSII and HOOW 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 is riskier, TSII or HOOW?

HOOW has higher volatility (23.03%) compared to TSII (17.40%). In terms of maximum drawdown, TSII dropped -29.03% vs HOOW's -65.74%.

Which ETF is better, TSII or HOOW?

On 1-year performance, TSII leads with 11.08% vs -20.29% for HOOW. Both ETFs have the same 0.99% expense ratio. On volatility, TSII has been the lower-risk option at 17.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSII or HOOW?

Over the 1-year period, TSII has performed better with a 11.08% return vs -20.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSII or HOOW?

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

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

HOOW has the higher dividend yield at 148.30%, compared with 87.48% for TSII.

What is the main difference between TSII and HOOW?

They also come from different issuers: REX and Roundhill.

Which has better risk-adjusted returns?

TSII currently has the higher Sharpe Ratio (0.25 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.