TSII vs. WMTI
TSII (REX TSLA Growth & Income ETF) and WMTI (REX WMT Growth & Income ETF) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while WMTI is a Derivative Income fund actively managed by REX. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. Both charge a 0.99% expense ratio.
Performance
TSII vs. WMTI - Performance Comparison
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Returns By Period
In the year-to-date period, TSII achieves a -15.31% return, which is significantly lower than WMTI's -0.96% return.
TSII
- 1D
- -3.38%
- 1M
- -4.80%
- 6M
- -15.35%
- YTD
- -15.31%
- 1Y
- 24.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMTI
- 1D
- 0.69%
- 1M
- -6.82%
- 6M
- -5.95%
- YTD
- -0.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSII vs. WMTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSII REX TSLA Growth & Income ETF | -15.31% | -4.73% |
WMTI REX WMT Growth & Income ETF | -0.96% | 9.99% |
Correlation
The correlation between TSII and WMTI is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | -0.12 |
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Return for Risk
TSII vs. WMTI — Risk / Return Rank
TSII
WMTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSII vs. WMTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and REX WMT Growth & Income ETF (WMTI). 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 | WMTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | — | — |
| Martin ratioReturn relative to average drawdown | 1.83 | — | — |
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Drawdowns
TSII vs. WMTI - Drawdown Comparison
The maximum TSII drawdown since its inception was -29.03%, which is greater than WMTI's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for TSII and WMTI.
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Drawdown Indicators
| TSII | WMTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.03% | -20.60% | -8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -29.03% | — | — |
Current DrawdownCurrent decline from peak | -22.60% | -16.37% | -6.23% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -5.33% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.58% | — | — |
Volatility
TSII vs. WMTI - Volatility Comparison
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Volatility by Period
| TSII | WMTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 32.45% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 44.49% | 27.90% | +16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.08% | 27.90% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.08% | 27.90% | +20.18% |
TSII vs. WMTI - Expense Ratio Comparison
Both TSII and WMTI have an expense ratio of 0.99%.
Dividends
TSII vs. WMTI - Dividend Comparison
TSII's dividend yield for the trailing twelve months is around 81.05%, more than WMTI's 26.01% yield.
| Position | TTM | 2025 |
|---|---|---|
TSII REX TSLA Growth & Income ETF | 81.05% | 32.17% |
WMTI REX WMT Growth & Income ETF | 26.01% | 3.36% |
Frequently Asked Questions
TSII and WMTI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TSII and WMTI have the same expense ratio: 0.99% per year.
TSII has the higher dividend yield at 81.05%, compared with 26.01% for WMTI.
TSII is categorized as Leveraged Equities, while WMTI is Derivative Income.
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