TSII vs. MSTZ
Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ).
TSII and MSTZ 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. MSTZ is an actively managed fund by REX. It was launched on Sep 17, 2024.
Performance
TSII vs. MSTZ - Performance Comparison
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TSII vs. MSTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -14.56% | 43.72% |
MSTZ T-REX 2X Inverse MSTR Daily Target ETF | -27.23% | 249.29% |
Returns By Period
In the year-to-date period, TSII achieves a -14.56% return, which is significantly higher than MSTZ's -27.23% return.
TSII
- 1D
- 5.67%
- 1M
- -6.20%
- YTD
- -14.56%
- 6M
- -10.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTZ
- 1D
- -5.53%
- 1M
- -4.07%
- YTD
- -27.23%
- 6M
- 137.26%
- 1Y
- -11.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TSII vs. MSTZ - Expense Ratio Comparison
TSII has a 0.99% expense ratio, which is lower than MSTZ's 1.05% expense ratio.
Return for Risk
TSII vs. MSTZ — Risk / Return Rank
TSII
MSTZ
TSII vs. MSTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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.
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Sharpe Ratios by Period
| TSII | MSTZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.53 | +1.13 |
Correlation
The correlation between TSII and MSTZ is -0.44. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TSII vs. MSTZ - Dividend Comparison
TSII's dividend yield for the trailing twelve months is around 59.25%, while MSTZ has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | 59.25% | 32.17% |
MSTZ T-REX 2X Inverse MSTR Daily Target ETF | 0.00% | 0.00% |
Drawdowns
TSII vs. MSTZ - Drawdown Comparison
The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum MSTZ drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for TSII and MSTZ.
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Drawdown Indicators
| TSII | MSTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -99.36% | +73.24% |
Max Drawdown (1Y)Largest decline over 1 year | — | -83.20% | — |
Current DrawdownCurrent decline from peak | -21.92% | -97.45% | +75.53% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -93.91% | +86.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 61.32% | — |
Volatility
TSII vs. MSTZ - Volatility Comparison
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Volatility by Period
| TSII | MSTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 38.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 122.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 47.37% | 147.15% | -99.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.37% | 173.11% | -125.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.37% | 173.11% | -125.74% |