TSII vs. MULL
Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and GraniteShares 2x Long MU Daily ETF (MULL).
TSII and MULL 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. MULL is an actively managed fund by GraniteShares. It was launched on Nov 11, 2024.
Performance
TSII vs. MULL - Performance Comparison
Loading graphics...
TSII vs. MULL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -14.56% | 43.72% |
MULL GraniteShares 2x Long MU Daily ETF | 18.59% | 484.77% |
Returns By Period
In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than MULL's 18.59% return.
TSII
- 1D
- 5.67%
- 1M
- -6.20%
- YTD
- -14.56%
- 6M
- -10.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MULL
- 1D
- 9.98%
- 1M
- -37.16%
- YTD
- 18.59%
- 6M
- 194.62%
- 1Y
- 734.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSII vs. MULL - Expense Ratio Comparison
TSII has a 0.99% expense ratio, which is lower than MULL's 1.50% expense ratio.
Return for Risk
TSII vs. MULL — Risk / Return Rank
TSII
MULL
TSII vs. MULL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and GraniteShares 2x Long MU Daily ETF (MULL). 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.
Loading graphics...
Sharpe Ratios by Period
| TSII | MULL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 5.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 1.62 | -1.02 |
Correlation
The correlation between TSII and MULL is 0.33, 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. MULL - Dividend Comparison
TSII's dividend yield for the trailing twelve months is around 59.25%, more than MULL's 0.33% yield.
| TTM | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | 59.25% | 32.17% |
MULL GraniteShares 2x Long MU Daily ETF | 0.33% | 0.39% |
Drawdowns
TSII vs. MULL - Drawdown Comparison
The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum MULL drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for TSII and MULL.
Loading graphics...
Drawdown Indicators
| TSII | MULL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -72.29% | +46.17% |
Max Drawdown (1Y)Largest decline over 1 year | — | -53.09% | — |
Current DrawdownCurrent decline from peak | -21.92% | -48.41% | +26.49% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -21.94% | +14.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 18.76% | — |
Volatility
TSII vs. MULL - Volatility Comparison
Loading graphics...
Volatility by Period
| TSII | MULL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 47.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 98.50% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 47.37% | 129.87% | -82.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.37% | 129.40% | -82.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.37% | 129.40% | -82.03% |