TSII vs. TSLY
Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and YieldMax TSLA Option Income Strategy ETF (TSLY).
TSII and TSLY 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. TSLY is an actively managed fund by YieldMax. It was launched on Nov 22, 2022.
Performance
TSII vs. TSLY - Performance Comparison
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TSII vs. TSLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -14.56% | 43.72% |
TSLY YieldMax TSLA Option Income Strategy ETF | -10.58% | 30.91% |
Returns By Period
In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than TSLY's -10.58% return.
TSII
- 1D
- 5.67%
- 1M
- -6.20%
- YTD
- -14.56%
- 6M
- -10.85%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSLY
- 1D
- 4.28%
- 1M
- -4.61%
- YTD
- -10.58%
- 6M
- -7.92%
- 1Y
- 50.14%
- 3Y*
- 11.46%
- 5Y*
- —
- 10Y*
- —
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TSII vs. TSLY - Expense Ratio Comparison
Both TSII and TSLY have an expense ratio of 0.99%.
Return for Risk
TSII vs. TSLY — Risk / Return Rank
TSII
TSLY
TSII vs. TSLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and YieldMax TSLA Option Income Strategy ETF (TSLY). 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 | TSLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.25 | +0.36 |
Correlation
The correlation between TSII and TSLY 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. TSLY - Dividend Comparison
TSII's dividend yield for the trailing twelve months is around 59.25%, less than TSLY's 97.66% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSII REX TSLA Growth & Income ETF | 59.25% | 32.17% | 0.00% | 0.00% |
TSLY YieldMax TSLA Option Income Strategy ETF | 97.66% | 91.19% | 82.30% | 76.47% |
Drawdowns
TSII vs. TSLY - Drawdown Comparison
The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum TSLY drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TSII and TSLY.
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Drawdown Indicators
| TSII | TSLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -49.52% | +23.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.82% | — |
Current DrawdownCurrent decline from peak | -21.92% | -16.39% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -20.40% | +13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.23% | — |
Volatility
TSII vs. TSLY - Volatility Comparison
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Volatility by Period
| TSII | TSLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.88% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.59% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 47.37% | 44.24% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.37% | 46.07% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.37% | 46.07% | +1.30% |