TSII vs. TSLY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO).

TSII and TSLY.TO 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.TO is an actively managed fund by Harvest. It was launched on Jan 14, 2025.

Performance

TSII vs. TSLY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX TSLA Growth & Income ETF (TSII) and Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO). The values are adjusted to include any dividend payments, if applicable.

TSII vs. TSLY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-14.56%	43.72%
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	-19.68%	44.74%

Different Trading Currencies

TSII is traded in USD, while TSLY.TO is traded in CAD. To make them comparable, the TSLY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly higher than TSLY.TO's -19.68% return.

TSII

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

TSLY.TO

• 1D: 1.75%
• 1M: -10.79%
• YTD: -19.68%
• 6M: -15.54%
• 1Y: 49.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. TSLY.TO - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is higher than TSLY.TO's 0.40% expense ratio.

TSII

REX TSLA Growth & Income ETF

TSLY.TO

Harvest Tesla Enhanced High Income Shares ETF

Return for Risk

TSII vs. TSLY.TO — Risk / Return Rank

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

TSLY.TO

TSLY.TO Risk / Return Rank: 52
TSLY.TO Sharpe Ratio Rank: 45
TSLY.TO Sortino Ratio Rank: 58
TSLY.TO Omega Ratio Rank: 48
TSLY.TO Calmar Ratio Rank: 67
TSLY.TO Martin Ratio Rank: 43

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. TSLY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Harvest Tesla Enhanced High Income Shares ETF (TSLY.TO). 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	TSLY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	-0.21	+0.82

Correlation

The correlation between TSII and TSLY.TO is 0.93, 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.TO - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, more than TSLY.TO's 40.35% yield.

	TTM	2025
TSII REX TSLA Growth & Income ETF	59.25%	32.17%
TSLY.TO Harvest Tesla Enhanced High Income Shares ETF	40.35%	32.52%

Drawdowns

TSII vs. TSLY.TO - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum TSLY.TO drawdown of -58.77%. Use the drawdown chart below to compare losses from any high point for TSII and TSLY.TO.

Drawdown Indicators

	TSII	TSLY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-26.12%	-58.91%	+32.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-26.25%	—
Current Drawdown Current decline from peak	-21.92%	-27.44%	+5.52%
Average Drawdown Average peak-to-trough decline	-7.18%	-27.81%	+20.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.93%	—

Volatility

Volatility by Period

	TSII	TSLY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	47.37%	57.38%	-10.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.37%	63.21%	-15.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.37%	63.21%	-15.84%