TSII vs. IFED

Last updated Apr 1, 2026

Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and ETRACS IFED Invest with the Fed TR Index ETN (IFED).

TSII and IFED 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. IFED is a passively managed fund by UBS that tracks the performance of the IFED Large-Cap US Equity Index - Benchmark TR Gross. It was launched on Sep 14, 2021.

Performance

TSII vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

TSII vs. IFED - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-14.56%	43.72%
IFED ETRACS IFED Invest with the Fed TR Index ETN	-10.70%	5.61%

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than IFED's -10.70% return.

TSII

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

IFED

• 1D: 2.06%
• 1M: -5.98%
• YTD: -10.70%
• 6M: -11.02%
• 1Y: 5.41%
• 3Y*: 14.83%
• 5Y*: —
• 10Y*: —

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

TSII vs. IFED - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is higher than IFED's 0.45% expense ratio.

TSII

REX TSLA Growth & Income ETF

IFED

ETRACS IFED Invest with the Fed TR Index ETN

Return for Risk

TSII vs. IFED — Risk / Return Rank

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

IFED

IFED Risk / Return Rank: 20
IFED Sharpe Ratio Rank: 19
IFED Sortino Ratio Rank: 19
IFED Omega Ratio Rank: 20
IFED Calmar Ratio Rank: 20
IFED Martin Ratio Rank: 21

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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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	IFED	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.58	+0.02

Correlation

The correlation between TSII and IFED is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSII vs. IFED - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, while IFED has not paid dividends to shareholders.

	TTM	2025
TSII REX TSLA Growth & Income ETF	59.25%	32.17%
IFED ETRACS IFED Invest with the Fed TR Index ETN	0.00%	0.00%

Drawdowns

TSII vs. IFED - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for TSII and IFED.

Drawdown Indicators

	TSII	IFED	Difference
Max Drawdown Largest peak-to-trough decline	-26.12%	-22.36%	-3.76%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.65%	—
Current Drawdown Current decline from peak	-21.92%	-12.52%	-9.40%
Average Drawdown Average peak-to-trough decline	-7.18%	-5.70%	-1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.64%	—

Volatility

Volatility by Period

	TSII	IFED	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	47.37%	18.80%	+28.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.37%	19.72%	+27.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.37%	19.72%	+27.65%