TSII vs. TERG

Last updated Apr 2, 2026

Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and Leverage Shares 2X Long TER Daily ETF (TERG).

TSII and TERG 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. TERG is an actively managed fund by Leverage Shares. It was launched on Nov 17, 2025.

Performance

TSII vs. TERG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and Leverage Shares 2X Long TER Daily ETF (TERG). The values are adjusted to include any dividend payments, if applicable.

TSII vs. TERG - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-12.40%	8.09%
TERG Leverage Shares 2X Long TER Daily ETF	102.79%	28.17%

Returns By Period

In the year-to-date period, TSII achieves a -12.40% return, which is significantly lower than TERG's 102.79% return.

TSII

• 1D: 2.53%
• 1M: -3.85%
• YTD: -12.40%
• 6M: -10.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TERG

• 1D: 14.40%
• 1M: -19.76%
• YTD: 102.79%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. TERG - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is higher than TERG's 0.75% expense ratio.

TSII

REX TSLA Growth & Income ETF

TERG

Leverage Shares 2X Long TER Daily ETF

Return for Risk

TSII vs. TERG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Leverage Shares 2X Long TER Daily ETF (TERG). 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	TERG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	10.56	-9.88

Correlation

The correlation between TSII and TERG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TSII vs. TERG - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 57.79%, while TERG has not paid dividends to shareholders.

	TTM	2025
TSII REX TSLA Growth & Income ETF	57.79%	32.17%
TERG Leverage Shares 2X Long TER Daily ETF	0.00%	0.00%

Drawdowns

TSII vs. TERG - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum TERG drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for TSII and TERG.

Drawdown Indicators

	TSII	TERG	Difference
Max Drawdown Largest peak-to-trough decline	-26.12%	-39.32%	+13.20%
Current Drawdown Current decline from peak	-19.95%	-30.58%	+10.63%
Average Drawdown Average peak-to-trough decline	-7.25%	-9.77%	+2.52%

Volatility

Volatility by Period

	TSII	TERG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	47.32%	124.59%	-77.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.32%	124.59%	-77.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.32%	124.59%	-77.27%