TSII vs. YCS

Last updated Jun 4, 2026

TSII (REX TSLA Growth & Income ETF) and YCS (ProShares UltraShort Yen) are both exchange-traded funds - TSII is a Leveraged Equities fund actively managed by REX, while YCS is a Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). TSII is actively managed, while YCS is passively managed. At a correlation of -0.10, they often move in opposite directions. TSII charges 0.99%/yr vs 1.00%/yr for YCS.

Performance

TSII vs. YCS - Performance Comparison

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

Returns By Period

In the year-to-date period, TSII achieves a -6.73% return, which is significantly lower than YCS's 7.17% return.

TSII

• 1D: 0.32%
• 1M: 6.19%
• YTD: -6.73%
• 6M: -7.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

YCS

• 1D: 0.17%
• 1M: 4.42%
• YTD: 7.17%
• 6M: 10.05%
• 1Y: 32.82%
• 3Y*: 19.84%
• 5Y*: 23.54%
• 10Y*: 12.34%

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

TSII vs. YCS - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-6.73%	43.72%
YCS ProShares UltraShort Yen	7.17%	25.96%

Correlation

The correlation between TSII and YCS is -0.10, 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 Jun 5, 2025	-0.10

Return for Risk

TSII vs. YCS — Risk / Return Rank

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

YCS

YCS Risk / Return Rank: 61
YCS Sharpe Ratio Rank: 56
YCS Sortino Ratio Rank: 49
YCS Omega Ratio Rank: 56
YCS Calmar Ratio Rank: 78
YCS Martin Ratio Rank: 67

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. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) and ProShares UltraShort Yen (YCS). 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	YCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.33	+0.42

Drawdowns

TSII vs. YCS - Drawdown Comparison

The maximum TSII drawdown since its inception was -29.03%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for TSII and YCS.

Drawdown Indicators

	TSII	YCS	Difference
Max Drawdown Largest peak-to-trough decline	-29.03%	-49.56%	+20.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.32%	—
Current Drawdown Current decline from peak	-14.76%	0.00%	-14.76%
Average Drawdown Average peak-to-trough decline	-9.31%	-19.93%	+10.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	TSII	YCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	46.04%	17.27%	+28.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.04%	21.10%	+24.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.04%	19.01%	+27.03%

TSII vs. YCS - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is lower than YCS's 1.00% expense ratio.

Dividends

TSII vs. YCS - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 70.30%, while YCS has not paid dividends to shareholders.

Position	TTM	2025
TSII REX TSLA Growth & Income ETF	70.30%	32.17%
YCS ProShares UltraShort Yen	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSII and YCS in my portfolio?

TSII and YCS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSII or YCS?

On fees, TSII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TSII or YCS?

TSII is cheaper with a 0.99% expense ratio, compared with 1.00% for YCS.

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

TSII has the higher dividend yield at 70.30%, compared with 0.00% for YCS.

What is the main difference between TSII and YCS?

TSII is categorized as Leveraged Equities, while YCS is Leveraged Currency. They also come from different issuers: REX and ProShares. Their fees differ too: 0.99% for TSII and 1.00% for YCS.