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TSII vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSII vs. XDQQ - Performance Comparison

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

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TSII vs. XDQQ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than XDQQ's -6.44% return.


TSII

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

XDQQ

1D
3.48%
1M
-6.32%
YTD
-6.44%
6M
-2.16%
1Y
16.19%
3Y*
17.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSII vs. XDQQ - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

TSII vs. XDQQ — Risk / Return Rank

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

TSII

XDQQ
XDQQ Risk / Return Rank: 4949
Overall Rank
XDQQ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4545
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5151
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5858
Martin Ratio Rank
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. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.

TSII vs. XDQQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSIIXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.37

+0.23

Correlation

The correlation between TSII and XDQQ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSII vs. XDQQ - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, while XDQQ has not paid dividends to shareholders.


Drawdowns

TSII vs. XDQQ - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum XDQQ drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for TSII and XDQQ.


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Drawdown Indicators


TSIIXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-26.12%

-35.63%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

Current Drawdown

Current decline from peak

-21.92%

-8.77%

-13.15%

Average Drawdown

Average peak-to-trough decline

-7.18%

-11.15%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

TSII vs. XDQQ - Volatility Comparison


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Volatility by Period


TSIIXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

Volatility (1Y)

Calculated over the trailing 1-year period

47.37%

21.40%

+25.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.37%

19.96%

+27.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.37%

19.96%

+27.41%