TSII vs. TSYY
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 14.16% vs -12.16% 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
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Returns By Period
The year-to-date returns for both investments are quite close, with TSII having a -17.18% return and TSYY slightly higher at -17.08%.
TSII
- 1D
- -8.05%
- 1M
- -11.96%
- YTD
- -17.18%
- 6M
- -23.93%
- 1Y
- 14.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSYY
- 1D
- -2.37%
- 1M
- -1.98%
- YTD
- -17.08%
- 6M
- -24.28%
- 1Y
- -12.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSII vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -17.18% | 39.41% |
TSYY GraniteShares YieldBOOST TSLA ETF | -17.08% | 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.
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Return for Risk
TSII vs. TSYY — Risk / Return Rank
TSII
TSYY
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 ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.43 | +0.92 |
| Martin ratioReturn relative to average drawdown | 1.10 | -0.78 | +1.89 |
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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.
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Drawdown Indicators
| TSII | TSYY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -24.32% | -37.06% | +12.74% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -26.23% | +16.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.86% | 15.61% | -2.75% |
Volatility
TSII vs. TSYY - Volatility Comparison
REX TSLA Growth & Income ETF (TSII) has a higher volatility of 16.81% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 6.15%. 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.
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Volatility by Period
| TSII | TSYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.81% | 6.15% | +10.66% |
Volatility (6M)Calculated over the trailing 6-month period | 30.34% | 19.61% | +10.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.60% | 31.30% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.24% | 37.17% | +10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.24% | 37.17% | +10.07% |
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 81.88%, less than TSYY's 264.21% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
TSII REX TSLA Growth & Income ETF | 81.88% | 32.17% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 264.21% | 256.64% | 0.19% |
Frequently Asked Questions
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.
TSII has higher volatility (16.81%) compared to TSYY (6.15%). In terms of maximum drawdown, TSII dropped -29.03% vs TSYY's -41.52%.
On 1-year performance, TSII leads with 14.16% vs -12.16% for TSYY. On fees, TSII is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 6.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSII has performed better with a 14.16% return vs -12.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSII is cheaper with a 0.99% expense ratio, compared with 1.15% for TSYY.
TSYY has the higher dividend yield at 264.21%, compared with 81.88% for TSII.
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.
TSII currently has the higher Sharpe Ratio (0.32 vs -0.39), 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.
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