TSII vs. TSYY

Last updated Jun 23, 2026

TSII (REX TSLA Growth & Income ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while TSYY is a Derivative Income fund actively managed by GraniteShares. Both are actively managed. Over the past year, TSII returned 32.98% vs -7.90% for TSYY. Their correlation of 0.90 suggests significant overlap in exposure. TSII charges 0.99%/yr vs 1.15%/yr for TSYY.

Performance

TSII vs. TSYY - Performance Comparison

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

Returns By Period

In the year-to-date period, TSII achieves a -9.93% return, which is significantly higher than TSYY's -15.07% return.

TSII

• 1D: 1.43%
• 1M: -4.25%
• YTD: -9.93%
• 6M: -17.69%
• 1Y: 32.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TSYY

• 1D: 1.50%
• 1M: 0.40%
• YTD: -15.07%
• 6M: -22.69%
• 1Y: -7.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSII vs. TSYY - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-9.93%	39.41%
TSYY GraniteShares YieldBOOST TSLA ETF	-15.07%	5.16%

Correlation

The correlation between TSII and TSYY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.90

The correlation between TSII and TSYY has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

Return for Risk

TSII vs. TSYY — Risk / Return Rank

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

TSII

TSII Risk / Return Rank: 23
TSII Sharpe Ratio Rank: 22
TSII Sortino Ratio Rank: 23
TSII Omega Ratio Rank: 22
TSII Calmar Ratio Rank: 25
TSII Martin Ratio Rank: 21

TSYY

TSYY Risk / Return Rank: 6
TSYY Sharpe Ratio Rank: 6
TSYY Sortino Ratio Rank: 6
TSYY Omega Ratio Rank: 6
TSYY Calmar Ratio Rank: 6
TSYY Martin Ratio Rank: 6

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. TSYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and GraniteShares YieldBOOST TSLA ETF (TSYY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TSII	TSYY	Difference
Sharpe ratio: Return per unit of total volatility	0.76	-0.25	+1.01
Sortino ratio: Return per unit of downside risk	1.25	-0.14	+1.39
Omega ratio: Gain probability vs. loss probability	1.15	0.98	+0.17
Calmar ratio: Return relative to maximum drawdown	1.14	-0.28	+1.42
Martin ratio: Return relative to average drawdown	2.59	-0.51	+3.10

TSII vs. TSYY - Sharpe Ratio Comparison

The current TSII Sharpe Ratio is 0.76, which is higher than the TSYY Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of TSII and TSYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSII vs. TSYY - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum TSYY drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for TSII and TSYY.

Drawdown Indicators

	TSII	TSYY	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-41.52%	+12.49%
Max Drawdown (1Y) Largest decline over 1 year	-29.03%	-28.39%	-0.64%
Current Drawdown Current decline from peak	-17.69%	-35.53%	+17.84%
Average Drawdown Average peak-to-trough decline	-9.87%	-26.20%	+16.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.77%	15.52%	-2.75%

Volatility

TSII vs. TSYY - Volatility Comparison

REX TSLA Growth & Income ETF (TSII) has a higher volatility of 14.65% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 5.64%. This indicates that TSII's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSII	TSYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.65%	5.64%	+9.01%
Volatility (6M) Calculated over the trailing 6-month period	29.35%	19.66%	+9.69%
Volatility (1Y) Calculated over the trailing 1-year period	43.92%	31.28%	+12.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.65%	37.17%	+9.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.65%	37.17%	+9.48%

TSII vs. TSYY - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is lower than TSYY's 1.15% expense ratio.

Dividends

TSII vs. TSYY - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 75.28%, less than TSYY's 257.96% yield.

Position	TTM	2025	2024
TSII REX TSLA Growth & Income ETF	75.28%	32.17%	0.00%
TSYY GraniteShares YieldBOOST TSLA ETF	257.96%	256.64%	0.19%

Frequently Asked Questions

Can I hold both TSII and TSYY in my portfolio?

TSII and TSYY have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSII or TSYY?

TSII has higher volatility (14.65%) compared to TSYY (5.64%). In terms of maximum drawdown, TSII dropped -29.03% vs TSYY's -41.52%.

Which ETF is better, TSII or TSYY?

On 1-year performance, TSII leads with 32.98% vs -7.90% for TSYY. On fees, TSII is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TSII or TSYY?

Over the 1-year period, TSII has performed better with a 32.98% return vs -7.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TSII or TSYY?

TSII is cheaper with a 0.99% expense ratio, compared with 1.15% for TSYY.

Which ETF pays a higher dividend yield, TSII or TSYY?

TSYY has the higher dividend yield at 257.96%, compared with 75.28% for TSII.

What is the main difference between TSII and TSYY?

TSII is categorized as Leveraged Equities, while TSYY is Derivative Income. They also come from different issuers: REX and GraniteShares. Their fees differ too: 0.99% for TSII and 1.15% for TSYY.

Which has better risk-adjusted returns?

TSII currently has the higher Sharpe Ratio (0.76 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.