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TSII vs. TSLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSII vs. TSLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and Kurv Yield Premium Strategy Tesla ETF (TSLP). The values are adjusted to include any dividend payments, if applicable.

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TSII vs. TSLP - Yearly Performance Comparison


2026 (YTD)2025
TSII
REX TSLA Growth & Income ETF
-14.56%43.72%
TSLP
Kurv Yield Premium Strategy Tesla ETF
-19.02%30.88%

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly higher than TSLP's -19.02% return.


TSII

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

TSLP

1D
5.94%
1M
-8.81%
YTD
-19.02%
6M
-15.84%
1Y
30.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSII vs. TSLP - Expense Ratio Comparison

Both TSII and TSLP have an expense ratio of 0.99%.


Return for Risk

TSII vs. TSLP — Risk / Return Rank

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

TSII

TSLP
TSLP Risk / Return Rank: 3838
Overall Rank
TSLP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSLP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TSLP Omega Ratio Rank: 3939
Omega Ratio Rank
TSLP Calmar Ratio Rank: 4040
Calmar Ratio Rank
TSLP Martin Ratio Rank: 3333
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. TSLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Kurv Yield Premium Strategy Tesla ETF (TSLP). 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. TSLP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSIITSLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.37

+0.24

Correlation

The correlation between TSII and TSLP is 0.98, 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. TSLP - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, more than TSLP's 32.14% yield.


TTM202520242023
TSII
REX TSLA Growth & Income ETF
59.25%32.17%0.00%0.00%
TSLP
Kurv Yield Premium Strategy Tesla ETF
32.14%31.05%21.82%4.39%

Drawdowns

TSII vs. TSLP - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum TSLP drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for TSII and TSLP.


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Drawdown Indicators


TSIITSLPDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-46.00%

+19.88%

Max Drawdown (1Y)

Largest decline over 1 year

-29.39%

Current Drawdown

Current decline from peak

-21.92%

-25.19%

+3.27%

Average Drawdown

Average peak-to-trough decline

-7.18%

-15.36%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.17%

Volatility

TSII vs. TSLP - Volatility Comparison


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Volatility by Period


TSIITSLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

Volatility (6M)

Calculated over the trailing 6-month period

28.17%

Volatility (1Y)

Calculated over the trailing 1-year period

47.37%

47.99%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.37%

48.94%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.37%

48.94%

-1.57%