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TSII vs. TSLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSII vs. TSLG - 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 TSLA Daily ETF (TSLG). The values are adjusted to include any dividend payments, if applicable.

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TSII vs. TSLG - Yearly Performance Comparison


2026 (YTD)2025
TSII
REX TSLA Growth & Income ETF
-14.56%43.72%
TSLG
Leverage Shares 2X Long TSLA Daily ETF
-35.84%46.07%

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly higher than TSLG's -35.84% return.


TSII

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

TSLG

1D
9.07%
1M
-16.83%
YTD
-35.84%
6M
-39.88%
1Y
34.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSII vs. TSLG - Expense Ratio Comparison

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


Return for Risk

TSII vs. TSLG — Risk / Return Rank

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

TSII

TSLG
TSLG Risk / Return Rank: 3030
Overall Rank
TSLG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TSLG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TSLG Omega Ratio Rank: 3838
Omega Ratio Rank
TSLG Calmar Ratio Rank: 2525
Calmar Ratio Rank
TSLG Martin Ratio Rank: 2020
Martin Ratio Rank
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. TSLG - 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 TSLA Daily ETF (TSLG). 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.

TSII vs. TSLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSIITSLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.44

+1.04

Correlation

The correlation between TSII and TSLG is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSII vs. TSLG - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, more than TSLG's 10.20% yield.


Drawdowns

TSII vs. TSLG - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum TSLG drawdown of -82.86%. Use the drawdown chart below to compare losses from any high point for TSII and TSLG.


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Drawdown Indicators


TSIITSLGDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-82.86%

+56.74%

Max Drawdown (1Y)

Largest decline over 1 year

-50.92%

Current Drawdown

Current decline from peak

-21.92%

-67.59%

+45.67%

Average Drawdown

Average peak-to-trough decline

-7.18%

-58.04%

+50.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.82%

Volatility

TSII vs. TSLG - Volatility Comparison


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Volatility by Period


TSIITSLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.28%

Volatility (6M)

Calculated over the trailing 6-month period

59.35%

Volatility (1Y)

Calculated over the trailing 1-year period

47.37%

110.61%

-63.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.37%

119.00%

-71.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.37%

119.00%

-71.63%