TSII vs. MSII
TSII (REX TSLA Growth & Income ETF) and MSII (REX MSTR Growth & Income ETF) are both Leveraged Equities funds from REX. Both are actively managed. Over the past year, TSII returned 14.16% vs -70.57% for MSII. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
TSII vs. MSII - Performance Comparison
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Returns By Period
In the year-to-date period, TSII achieves a -17.18% return, which is significantly higher than MSII's -28.10% return.
TSII
- 1D
- -8.05%
- 1M
- -11.96%
- YTD
- -17.18%
- 6M
- -23.93%
- 1Y
- 14.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSII
- 1D
- 0.00%
- 1M
- -30.37%
- YTD
- -28.10%
- 6M
- -30.19%
- 1Y
- -70.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSII vs. MSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -17.18% | 39.41% |
MSII REX MSTR Growth & Income ETF | -28.10% | -61.03% |
Correlation
The correlation between TSII and MSII is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.42 |
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Return for Risk
TSII vs. MSII — Risk / Return Rank
TSII
MSII
TSII vs. MSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and REX MSTR Growth & Income ETF (MSII). 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 | MSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.79 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.90 | +1.39 |
| Martin ratioReturn relative to average drawdown | 1.10 | -1.28 | +2.38 |
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Drawdowns
TSII vs. MSII - Drawdown Comparison
The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum MSII drawdown of -78.73%. Use the drawdown chart below to compare losses from any high point for TSII and MSII.
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Drawdown Indicators
| TSII | MSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.03% | -78.73% | +49.70% |
Max Drawdown (1Y)Largest decline over 1 year | -29.03% | -78.73% | +49.70% |
Current DrawdownCurrent decline from peak | -24.32% | -76.65% | +52.33% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -47.49% | +37.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 55.34% | -42.48% |
Volatility
TSII vs. MSII - Volatility Comparison
The current volatility for REX TSLA Growth & Income ETF (TSII) is 16.81%, while REX MSTR Growth & Income ETF (MSII) has a volatility of 21.17%. This indicates that TSII experiences smaller price fluctuations and is considered to be less risky than MSII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSII | MSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.81% | 21.17% | -4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 30.34% | 56.72% | -26.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.60% | 71.96% | -27.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.24% | 70.62% | -23.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.24% | 70.62% | -23.38% |
TSII vs. MSII - Expense Ratio Comparison
Both TSII and MSII have an expense ratio of 0.99%.
Dividends
TSII vs. MSII - Dividend Comparison
TSII's dividend yield for the trailing twelve months is around 81.88%, less than MSII's 97.58% yield.
| Position | TTM | 2025 |
|---|---|---|
MSII REX MSTR Growth & Income ETF | 97.58% | 48.93% |
TSII REX TSLA Growth & Income ETF | 81.88% | 32.17% |
Frequently Asked Questions
TSII and MSII have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSII has higher volatility (21.17%) compared to TSII (16.81%). In terms of maximum drawdown, TSII dropped -29.03% vs MSII's -78.73%.
On 1-year performance, TSII leads with 14.16% vs -70.57% for MSII. Both ETFs have the same 0.99% expense ratio. On volatility, TSII has been the lower-risk option at 16.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSII has performed better with a 14.16% return vs -70.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSII and MSII have the same expense ratio: 0.99% per year.
MSII has the higher dividend yield at 97.58%, compared with 81.88% for TSII.
TSII currently has the higher Sharpe Ratio (0.32 vs -0.98), 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.
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